# EDGAR Filing Document

**Accession Number:** 0001491978
**File Stem:** 0002071691-25-002059
**Filing Date:** 2025-9
**Character Count:** 306861
**Document Hash:** cd598e91e721207ca2df26c1c90a8ea5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002059.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0002071691-25-002059

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FLEXSHARES TRUST
- **CENTRAL INDEX KEY:** 0001491978

**ORGANIZATION NAME:**
- **EIN:** 272560399
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22555
- **FILM NUMBER:** 251342634

**BUSINESS ADDRESS:**
- **STREET 1:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (855) 353-9383

**MAIL ADDRESS:**
- **STREET 1:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FlexShares Trust
- **DATE OF NAME CHANGE:** 20110414

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NT ETF Trust
- **DATE OF NAME CHANGE:** 20100513

## Series and Classes Contracts Data

### FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (Series ID: S000073362)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000230181 | FlexShares ESG & Climate Investment Grade Corporate Core Index Fund | FEIG            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** FlexShares Trust

- **b. Investment Company Act file number:** 811-22555

- **c. CIK number of Registrant:** 0001491978

- **d. LEI of Registrant:** 5493007FU2RQX77I4604

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 50 South LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 855-353-9383

**Item A.2. Information about the Series.**

- **a. Name of Series:** FlexShares ESG & Climate Investment Grade Corporate Core Index Fund

- **b. EDGAR series identifier (if any):** S000073362

- **c. LEI of Series:** 549300O6OIB1MH003G37

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $43077218.00

**Total Liabilities:** $7619.77

**Net Assets:** $43069598.23

**Cash Not Reported:** $1062258.33

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 1026.00000000 | **5-Year:** 6201.00000000 | **10-Year:** 9853.00000000 | **30-Year:** 12563.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230181 | -0.01%               | 1.88%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99270.26               | $-86944.37                                 |
| Month 2  | $-15744.30               | $635753.48                                 |
| Month 3  | $-41489.21               | $-109532.54                                |

**Designated Index Information**

- **Index Name:** Northern Trust ESG & Climate Investment Grade U.S. Corporate Core Index

- **Index Identifier:** NTUIECB

### Schedule of Portfolio Investments

| Name                                       | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American International Group, Inc.         | American International Group, Inc.                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33062.10     | 0.08%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                    | Republic Services, Inc.                               | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67182.53     | 0.16%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                         | Regency Centers LP                                    | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14909.96     | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                        | Union Pacific Corp.                                   | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46483.06     | 0.11%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA     | TotalEnergies Capital International SA                | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $35260.19     | 0.08%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                    | Applied Materials, Inc.                               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42589.48     | 0.10%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                      | Camden Property Trust                                 | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46422.62     | 0.11%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                | Prologis LP                                           | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29910.53     | 0.07%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29673.85     | 0.07%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                           | Weyerhaeuser Co.                                      | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29215.62     | 0.07%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC        | Constellation Energy Generation LLC                   | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43023.80     | 0.10%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                        | Suzano Austria GmbH                                   | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     20000 | PA      | $18608.21     | 0.04%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                 | COPT Defense Properties LP                            | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9130.84      | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26431.75     | 0.06%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                          | Transcanada Trust                                     | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29173.82     | 0.07%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                     | Novartis Capital Corp.                                | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48454.19     | 0.11%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98924.57     | 0.23%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                         | Banco Santander SA                                    | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $223109.99    | 0.52%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                      | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28565.98     | 0.07%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                           | Weyerhaeuser Co.                                      | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26783.47     | 0.06%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                    | Telefonica Emisiones SA                               | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $126180.78    | 0.29%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                | Xylem, Inc.                                           | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18919.16     | 0.04%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                       | American Express Co.                                  | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102493.96    | 0.24%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Paramount Global                           | Paramount Global                                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61751.54     | 0.14%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                               | Biogen, Inc.                                          | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8971.30      | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98010.68     | 0.23%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                 | Occidental Petroleum Corp.                            | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41365.68     | 0.10%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                     | Shell Finance US, Inc.                                | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $50536.80     | 0.12%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                    | Progressive Corp. (The)                               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57488.94     | 0.13%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                             | Alphabet, Inc.                                        | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8622.39      | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50648.33     | 0.12%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52412.84     | 0.12%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28240.02     | 0.07%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Primerica, Inc.                            | Primerica, Inc.                                       | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8914.53      | 0.02%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                               | Hasbro, Inc.                                          | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31814.47     | 0.07%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA              | Medtronic Global Holdings SCA                         | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $4933.12      | 0.01%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                 | eBay, Inc.                                            | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14429.68     | 0.03%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69534.14     | 0.16%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.       | Bain Capital Specialty Finance, Inc.                  | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6789.77      | 0.02%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                     | Novartis Capital Corp.                                | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77034.45     | 0.18%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                             | Autodesk, Inc.                                        | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18652.14     | 0.04%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.             | Hewlett Packard Enterprise Co.                        | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153660.23    | 0.36%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)      | Connecticut Light and Power Co. (The)                 | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25164.91     | 0.06%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17640.58     | 0.04%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                  | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9766.52      | 0.02%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings       | Laboratory Corp. of America Holdings                  | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44823.58     | 0.10%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                             | Enbridge, Inc.                                        | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49503.17     | 0.11%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                           | Kilroy Realty LP                                      | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17069.50     | 0.04%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34132.86     | 0.08%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                           | S&P Global, Inc.                                      | CUSIP: 78409VAN4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19986.76     | 0.05%             | 2048-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                         | Vodafone Group plc                                    | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $66156.94     | 0.15%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202098.81    | 0.47%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84620.34     | 0.20%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                     | Verisk Analytics, Inc.                                | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21258.42     | 0.05%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                         | Vodafone Group plc                                    | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     48000 | PA      | $45942.58     | 0.11%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP          | Piedmont Operating Partnership LP                     | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8898.02      | 0.02%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                  | Fox Corp.                                             | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51473.81     | 0.12%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                  | Fox Corp.                                             | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50258.37     | 0.12%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                             | NiSource, Inc.                                        | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36268.02     | 0.08%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                           | ServiceNow, Inc.                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14682.80     | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.      | Alexandria Real Estate Equities, Inc.                 | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157131.09    | 0.36%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                              | Centene Corp.                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66804.88     | 0.16%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14850.50     | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                    | Mohawk Industries, Inc.                               | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6690.78      | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71153.14     | 0.17%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                            | Starbucks Corp.                                       | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68036.73     | 0.16%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9619.69      | 0.02%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15583.77     | 0.04%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                            | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17348.64     | 0.04%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                       | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7234.52      | 0.02%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                          | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244327.76    | 0.57%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                             | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10122.32     | 0.02%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                            | AstraZeneca plc                                       | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $46344.55     | 0.11%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134955.27    | 0.31%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14092.64     | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.            | Principal Financial Group, Inc.                       | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7692.59      | 0.02%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                              | Owens Corning                                         | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20933.00     | 0.05%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The Campbell's Co.                         | Campbell's Co. (The)                                  | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15315.62     | 0.04%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                           | ERP Operating LP                                      | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15490.86     | 0.04%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                | FedEx Corp.                                           | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41227.96     | 0.10%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                          | Eversource Energy, Series R                           | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14736.91     | 0.03%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44977.91     | 0.10%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                    | Quest Diagnostics, Inc.                               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42671.68     | 0.10%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6838.47      | 0.02%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.         | Anheuser-Busch InBev Finance, Inc.                    | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9696.59      | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $94759.87     | 0.22%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29893.22     | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                        | Suzano Austria GmbH, Series DM3N                      | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     50000 | PA      | $43953.30     | 0.10%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Target Corp.                               | Target Corp.                                          | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41576.43     | 0.10%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                  | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26467.87     | 0.06%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.      | International Business Machines Corp.                 | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     72000 | PA      | $52729.70     | 0.12%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                       | American Express Co.                                  | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61521.36     | 0.14%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                | GlaxoSmithKline Capital plc                           | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     33000 | PA      | $31954.78     | 0.07%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP            | Plains All American Pipeline LP                       | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99914.67     | 0.23%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.           | GE HealthCare Technologies, Inc.                      | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126230.53    | 0.29%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33419.14     | 0.08%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                      | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80221.29     | 0.19%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                      | Cousins Properties LP                                 | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10288.46     | 0.02%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                             | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57940.21     | 0.13%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC  | South Bow USA Infrastructure Holdings LLC             | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50168.69     | 0.12%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                      | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99331.53     | 0.23%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                         | Hormel Foods Corp.                                    | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26006.96     | 0.06%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                   | UnitedHealth Group, Inc.                              | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19939.01     | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                     | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29760.98     | 0.07%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                              | Equifax, Inc.                                         | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55356.15     | 0.13%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                  | Mid-America Apartments LP                             | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51349.72     | 0.12%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.      | International Business Machines Corp.                 | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87574.60     | 0.20%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL                    | Genpact Luxembourg Sarl                               | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10323.84     | 0.02%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                           | Kroger Co. (The)                                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18243.22     | 0.04%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                       | Ingersoll Rand, Inc.                                  | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82576.24     | 0.19%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)      | Connecticut Light and Power Co. (The), Series A       | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    117000 | PA      | $101772.17    | 0.24%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA     | TotalEnergies Capital International SA                | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $47234.29     | 0.11%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12944.10     | 0.03%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.               | Marriott International, Inc.                          | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20168.46     | 0.05%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                  | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28672.31     | 0.07%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.    | Pepsico Singapore Financing I Pte. Ltd.               | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     20000 | PA      | $19755.42     | 0.05%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP           | Brixmor Operating Partnership LP                      | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6114.71      | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.              | Canadian National Railway Co.                         | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $5881.24      | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                | Adobe, Inc.                                           | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30317.27     | 0.07%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                       | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15482.93     | 0.04%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                        | CBRE Services, Inc.                                   | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18965.93     | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC          | LYB International Finance III LLC                     | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32816.56     | 0.08%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183020.54    | 0.42%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87544.78     | 0.20%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                     | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     93000 | PA      | $64809.36     | 0.15%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                     | Boardwalk Pipelines LP                                | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36950.90     | 0.09%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                 | Occidental Petroleum Corp.                            | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28755.08     | 0.07%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.                      | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7972.01      | 0.02%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.        | Public Service Electric and Gas Co.                   | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14859.25     | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                | Adobe, Inc.                                           | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40838.12     | 0.09%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                       | Meta Platforms, Inc.                                  | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39674.26     | 0.09%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.         | General Motors Financial Co., Inc.                    | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65106.47     | 0.15%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                            | Medtronic, Inc.                                       | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77102.62     | 0.18%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                             | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15627.32     | 0.04%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                 | NIKE, Inc.                                            | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10842.56     | 0.03%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                               | Biogen, Inc.                                          | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12558.37     | 0.03%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.            | Principal Financial Group, Inc.                       | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32077.42     | 0.07%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                            | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29061.85     | 0.07%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18398.50     | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30976.50     | 0.07%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     79000 | PA      | $52613.51     | 0.12%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12201.28     | 0.03%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP           | Brixmor Operating Partnership LP                      | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28296.14     | 0.07%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.   | International Flavors & Fragrances, Inc.              | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9391.55      | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                      | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32529.15     | 0.08%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                 | Baxter International, Inc.                            | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42596.71     | 0.10%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                     | Home Depot, Inc. (The)                                | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52488.22     | 0.12%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                          | HSBC Holdings plc                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $222163.66    | 0.52%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC        | Constellation Energy Generation LLC                   | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21117.94     | 0.05%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA, Inc.                      | ABB Finance USA, Inc.                                 | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49883.19     | 0.12%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                      | NYU Langone Hospitals, Series 2020                    | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $39985.98     | 0.09%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                             | Autodesk, Inc.                                        | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8729.85      | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.          | Trane Technologies Financing Ltd.                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10272.28     | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                               | Biogen, Inc.                                          | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     43000 | PA      | $26837.60     | 0.06%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                     | Waste Management, Inc.                                | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9154.29      | 0.02%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                              | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $67062.24     | 0.16%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                 | Travelers Cos., Inc. (The)                            | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3993.99      | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.               | Stanley Black & Decker, Inc.                          | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8498.31      | 0.02%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                  | Aptiv Swiss Holdings Ltd.                             | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     45000 | PA      | $38646.25     | 0.09%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55498.66     | 0.13%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98655.35     | 0.23%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                 | AGCO Corp.                                            | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10191.74     | 0.02%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                           | Kroger Co. (The)                                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26102.91     | 0.06%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                         | State Street Corp.                                    | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81574.43     | 0.19%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                              | Equinix, Inc.                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66081.52     | 0.15%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                         | Diageo Capital plc                                    | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $285764.10    | 0.66%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25625.07     | 0.06%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                    | Quest Diagnostics, Inc.                               | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10939.26     | 0.03%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.            | Automatic Data Processing, Inc.                       | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9756.59      | 0.02%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                      | Leggett & Platt, Inc.                                 | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6432.47      | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                           | Paramount Global                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24379.17     | 0.06%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.               | San Diego Gas & Electric Co.                          | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9590.71      | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                       | Avery Dennison Corp.                                  | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10099.90     | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                 | Willis North America, Inc.                            | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30606.43     | 0.07%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp., Series I                    | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41201.78     | 0.10%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                          | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44802.70     | 0.10%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                         | Ares Capital Corp.                                    | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30729.75     | 0.07%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.               | American Water Capital Corp.                          | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175678.08    | 0.41%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    247000 | PA      | $228644.12    | 0.53%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.             | Southern California Edison Co.                        | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98066.89     | 0.23%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                             | Ford Motor Co.                                        | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228457.21    | 0.53%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90713.38     | 0.21%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35147.79     | 0.08%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.    | Pfizer Investment Enterprises Pte. Ltd.               | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    142000 | PA      | $129989.49    | 0.30%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    154000 | PA      | $114363.97    | 0.27%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                         | RELX Capital, Inc.                                    | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31003.17     | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                   | HP, Inc.                                              | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53406.01     | 0.12%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                              | Cencora, Inc.                                         | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30135.68     | 0.07%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                       | Federal Realty OP LP                                  | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30614.50     | 0.07%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48696.99     | 0.11%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP          | Piedmont Operating Partnership LP                     | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5856.25      | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                        | Union Pacific Corp.                                   | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32858.42     | 0.08%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49288.81     | 0.11%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.              | Pioneer Natural Resources Co.                         | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26547.30     | 0.06%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19941.84     | 0.05%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.              | Oklahoma Gas and Electric Co.                         | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48503.72     | 0.11%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                              | Moody's Corp.                                         | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11041.45     | 0.03%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | UBS AG                                                | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $207644.46    | 0.48%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                             | QUALCOMM, Inc.                                        | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36716.38     | 0.09%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.      | Sumitomo Mitsui Financial Group, Inc.                 | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $171741.57    | 0.40%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    237000 | PA      | $203751.58    | 0.47%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                        | Valero Energy Corp.                                   | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53372.58     | 0.12%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                              | Newmont Corp.                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20354.14     | 0.05%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                   | UnitedHealth Group, Inc.                              | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49615.59     | 0.12%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                               | ING Groep NV                                          | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $71480.43     | 0.17%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                   | Equitable Holdings, Inc.                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3513.63      | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                | Prudential Funding Asia plc                           | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14160.56     | 0.03%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.             | Southern California Edison Co.                        | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7248.76      | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                       | Allstate Corp. (The)                                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8465.93      | 0.02%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.    | Pfizer Investment Enterprises Pte. Ltd.               | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     30000 | PA      | $28400.55     | 0.07%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                              | Equifax, Inc.                                         | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34485.00     | 0.08%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                    | Quest Diagnostics, Inc.                               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46461.97     | 0.11%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.       | Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62782.71     | 0.15%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32405.10     | 0.08%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30971.43     | 0.07%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                               | Nutrien Ltd.                                          | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25719.39     | 0.06%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                        | Athene Holding Ltd.                                   | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19748.01     | 0.05%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                               | Exelon Corp.                                          | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43802.60     | 0.10%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                        | Union Pacific Corp.                                   | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16391.21     | 0.04%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                          | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12223.73     | 0.03%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                              | Cummins, Inc.                                         | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30502.23     | 0.07%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111121.38    | 0.26%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    133000 | PA      | $109010.49    | 0.25%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3728.61      | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                         | RELX Capital, Inc.                                    | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20369.16     | 0.05%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                            | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19366.50     | 0.04%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25996.16     | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.                      | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26128.02     | 0.06%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7323.04      | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Campbell's Co.                         | Campbell's Co. (The)                                  | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17273.88     | 0.04%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                       | Federal Realty OP LP                                  | CUSIP: 313747AX5<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7053.66      | 0.02%             | 2046-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.             | Takeda Pharmaceutical Co. Ltd.                        | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $285959.88    | 0.66%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                           | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     22000 | PA      | $22656.99     | 0.05%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                        | CBRE Services, Inc.                                   | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17769.31     | 0.04%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.               | San Diego Gas & Electric Co., Series VVV              | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17359.24     | 0.04%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                             | Alphabet, Inc.                                        | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159511.26    | 0.37%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.               | Zimmer Biomet Holdings, Inc.                          | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28610.94     | 0.07%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.        | Public Service Electric and Gas Co.                   | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47639.78     | 0.11%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95076.27     | 0.22%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106782.06    | 0.25%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.               | Marriott International, Inc., Series HH               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57110.25     | 0.13%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67633.54     | 0.16%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17291.09     | 0.04%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                       | Ally Financial, Inc.                                  | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42170.79     | 0.10%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                    | Mohawk Industries, Inc.                               | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12435.23     | 0.03%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25939.42     | 0.06%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                       | Carrier Global Corp.                                  | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53430.61     | 0.12%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                      | PayPal Holdings, Inc.                                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27423.29     | 0.06%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49418.68     | 0.11%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51926.65     | 0.12%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                          | Hershey Co. (The)                                     | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6732.59      | 0.02%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                   | Manulife Financial Corp.                              | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $34945.72     | 0.08%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                      | Walt Disney Co. (The)                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $37624.21     | 0.09%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                             | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $14785.35     | 0.03%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33791.78     | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                       | Ingersoll Rand, Inc.                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38973.24     | 0.09%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.            | Universal Health Services, Inc.                       | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101642.76    | 0.24%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Unum Group                                 | Unum Group                                            | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     24000 | PA      | $17719.56     | 0.04%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                      | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29961.02     | 0.07%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                               | Barclays plc                                          | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $156492.98    | 0.36%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                 | Travelers Cos., Inc. (The)                            | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6414.05      | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                              | Newmont Corp.                                         | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8857.91      | 0.02%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                | AvalonBay Communities, Inc.                           | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14113.39     | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.      | Public Service Enterprise Group, Inc.                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3088.82      | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)       | Hartford Insurance Group, Inc. (The)                  | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4159.33      | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                             | Alphabet, Inc.                                        | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $33121.59     | 0.08%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                     | Becton Dickinson & Co.                                | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46202.05     | 0.11%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                       | Meta Platforms, Inc.                                  | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9701.79      | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66270.87     | 0.15%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                   | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91430.74     | 0.21%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.       | Sixth Street Specialty Lending, Inc.                  | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20475.01     | 0.05%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118791.96    | 0.28%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.               | Pacific Gas and Electric Co.                          | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    168000 | PA      | $130920.58    | 0.30%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2763.78      | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                       | American Express Co.                                  | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93576.67     | 0.22%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV             | Shell International Finance BV                        | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $66236.25     | 0.15%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.           | JB Hunt Transport Services, Inc.                      | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30415.36     | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26456.65     | 0.06%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                       | PPG Industries, Inc.                                  | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29556.17     | 0.07%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)              | Estee Lauder Cos., Inc. (The)                         | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     83000 | PA      | $72197.82     | 0.17%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                       | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23347.66     | 0.05%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                        | Highwoods Realty LP                                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27313.01     | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                           | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149199.92    | 0.35%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                     | Becton Dickinson & Co.                                | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43359.95     | 0.10%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP           | Brixmor Operating Partnership LP                      | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32661.99     | 0.08%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc., Series E   | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18977.53     | 0.04%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                          | HSBC Holdings plc                                     | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $53407.70     | 0.12%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                            | Starbucks Corp.                                       | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65668.38     | 0.15%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                           | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14822.80     | 0.03%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                       | Avery Dennison Corp.                                  | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14633.50     | 0.03%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                         | Essex Portfolio LP                                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27934.61     | 0.06%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                     | Dow Chemical Co. (The)                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56521.76     | 0.13%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.             | FactSet Research Systems, Inc.                        | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9117.14      | 0.02%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                         | Ares Capital Corp.                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72058.04     | 0.17%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                         | Regency Centers LP                                    | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25073.40     | 0.06%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra                                     | Sempra                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24480.10     | 0.06%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10226.88     | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                     | Hercules Capital, Inc.                                | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13604.76     | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                              | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10683.20     | 0.02%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                      | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91873.76     | 0.21%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                | Prologis LP                                           | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     23000 | PA      | $14666.04     | 0.03%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                     | Shell Finance US, Inc.                                | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87650.92     | 0.20%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27610.50     | 0.06%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                  | FMC Corp.                                             | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4798.74      | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| National Grid plc                          | National Grid plc                                     | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15426.13     | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                | Toll Brothers Finance Corp.                           | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19426.60     | 0.05%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                        | Union Pacific Corp.                                   | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108826.35    | 0.25%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                         | Ryder System, Inc.                                    | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54991.64     | 0.13%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75596.35     | 0.18%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC       | Cheniere Corpus Christi Holdings LLC                  | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24675.33     | 0.06%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                | Prologis LP                                           | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60932.40     | 0.14%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                     | Southwest Airlines Co.                                | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27287.75     | 0.06%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                     | Dow Chemical Co. (The)                                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49237.39     | 0.11%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129261.72    | 0.30%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29462.76     | 0.07%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP              | Healthcare Realty Holdings LP                         | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17853.79     | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58921.12     | 0.14%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.         | General Motors Financial Co., Inc.                    | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36112.84     | 0.08%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                           | S&P Global, Inc.                                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45185.75     | 0.10%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                           | Bank of Montreal                                      | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $104491.46    | 0.24%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                          | Hershey Co. (The)                                     | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28215.35     | 0.07%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                               | Nasdaq, Inc.                                          | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2979.40      | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                             | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61744.24     | 0.14%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                 | Hess Corp.                                            | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     57000 | PA      | $61002.05     | 0.14%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38340.32     | 0.09%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                   | Host Hotels & Resorts LP                              | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19735.23     | 0.05%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                  | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168836.27    | 0.39%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                       | Meta Platforms, Inc.                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38652.68     | 0.09%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29795.50     | 0.07%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.               | Mondelez International, Inc.                          | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29387.78     | 0.07%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17031.89     | 0.04%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.               | Marriott International, Inc.                          | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20251.71     | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97251.55     | 0.23%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.        | Public Service Electric and Gas Co.                   | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19561.91     | 0.05%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)              | Estee Lauder Cos., Inc. (The)                         | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4820.23      | 0.01%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.      | Sumitomo Mitsui Financial Group, Inc.                 | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205566.58    | 0.48%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50651.07     | 0.12%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                   | Arthur J Gallagher & Co.                              | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30102.85     | 0.07%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64553.18     | 0.15%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Target Corp.                               | Target Corp.                                          | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55398.55     | 0.13%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                    | Digital Realty Trust LP                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33015.03     | 0.08%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.             | Southern California Edison Co., Series E              | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65316.62     | 0.15%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    417000 | PA      | $415828.90    | 0.97%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)        | Bank of New York Mellon Corp. (The)                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106351.62    | 0.25%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28726.87     | 0.07%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC          | Enterprise Products Operating LLC                     | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124421.31    | 0.29%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    112000 | PA      | $123004.67    | 0.29%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.               | Pacific Gas and Electric Co.                          | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71837.10     | 0.17%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                  | FMC Corp.                                             | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37219.14     | 0.09%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sempra                                     | Sempra                                                | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48497.89     | 0.11%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187990.37    | 0.44%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                          | Healthpeak OP LLC                                     | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19226.60     | 0.04%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                           | Clorox Co. (The)                                      | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19950.64     | 0.05%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                     | Dell International LLC                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $132326.43    | 0.31%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                | AvalonBay Communities, Inc.                           | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37046.40     | 0.09%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC          | Enterprise Products Operating LLC                     | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19746.15     | 0.05%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.      | NextEra Energy Capital Holdings, Inc.                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72198.49     | 0.17%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                    | AstraZeneca Finance LLC                               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60807.76     | 0.14%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.              | Canadian National Railway Co.                         | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $10587.79     | 0.02%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)       | Hartford Insurance Group, Inc. (The)                  | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $31303.13     | 0.07%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                     | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     17000 | PA      | $9354.02      | 0.02%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co.                   | Washington Gas Light Co.                              | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14224.44     | 0.03%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                              | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9910.47      | 0.02%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                          | Barings BDC, Inc.                                     | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6828.88      | 0.02%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                      | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44894.41     | 0.10%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings       | Laboratory Corp. of America Holdings                  | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9896.33      | 0.02%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP              | Healthcare Realty Holdings LP                         | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29124.22     | 0.07%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                      | Las Vegas Sands Corp.                                 | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66795.45     | 0.16%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                               | Hasbro, Inc.                                          | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10309.80     | 0.02%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                   | Arthur J Gallagher & Co.                              | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109356.59    | 0.25%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.           | BP Capital Markets America, Inc.                      | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98251.40     | 0.23%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                 | Occidental Petroleum Corp.                            | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66152.97     | 0.15%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                             | Avangrid, Inc.                                        | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13643.59     | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                              | Newmont Corp.                                         | CUSIP: 65163LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10063.93     | 0.02%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                           | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     47000 | PA      | $37007.69     | 0.09%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20117.85     | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234217.24    | 0.54%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $122569.49    | 0.28%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                        | Kimco Realty OP LLC                                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68418.32     | 0.16%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                           | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42696.50     | 0.10%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                              | Hubbell, Inc.                                         | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19568.53     | 0.05%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    125000 | PA      | $76894.68     | 0.18%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                        | General Mills, Inc.                                   | CUSIP: 370334CH5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18001.73     | 0.04%             | 2038-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                     | Home Depot, Inc. (The)                                | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41787.86     | 0.10%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC  | South Bow USA Infrastructure Holdings LLC             | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9487.58      | 0.02%             | 2054-10-01      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.       | Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58985.26     | 0.14%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     39000 | PA      | $23388.14     | 0.05%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.          | Fidelity National Financial, Inc.                     | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     14000 | PA      | $8591.90      | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                     | Home Depot, Inc. (The)                                | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153993.67    | 0.36%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                           | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70965.88     | 0.16%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                      | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    174000 | PA      | $149715.89    | 0.35%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group, Inc.              | Columbia Pipeline Group, Inc.                         | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9694.97      | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    437000 | PA      | $391393.94    | 0.91%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                               | Nasdaq, Inc.                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36312.63     | 0.08%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)              | Estee Lauder Cos., Inc. (The)                         | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27553.83     | 0.06%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                 | eBay, Inc.                                            | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26824.96     | 0.06%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.           | BP Capital Markets America, Inc.                      | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75448.38     | 0.18%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                | Aflac, Inc.                                           | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51297.40     | 0.12%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.               | Pacific Gas and Electric Co.                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134450.14    | 0.31%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.             | Southern California Edison Co.                        | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139449.93    | 0.32%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                              | Centene Corp.                                         | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109412.63    | 0.25%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    731000 | PA      | $730953.71    | 1.70%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18750.64     | 0.04%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                               | Ameren Corp.                                          | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40278.19     | 0.09%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                          | Caterpillar, Inc.                                     | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76716.52     | 0.18%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65961.47     | 0.15%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26962.00     | 0.06%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163582.89    | 0.38%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136176.90    | 0.32%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                    | Arch Capital Group Ltd.                               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $14504.09     | 0.03%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                            | Halliburton Co.                                       | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10867.13     | 0.03%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                          | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     57000 | PA      | $67141.29     | 0.16%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Tiffany & Co.                              | Tiffany & Co.                                         | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9266.38      | 0.02%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     33000 | PA      | $43823.01     | 0.10%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                   | Marathon Petroleum Corp.                              | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29477.53     | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                 | Occidental Petroleum Corp.                            | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29640.52     | 0.07%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                         | Ralph Lauren Corp.                                    | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13055.43     | 0.03%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.          | Fidelity National Financial, Inc.                     | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19893.10     | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                                      | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11952.69     | 0.03%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $68779.00     | 0.16%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                               | Nutrien Ltd.                                          | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20612.26     | 0.05%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                           | Enel Americas SA                                      | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |      7000 | PA      | $6947.42      | 0.02%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                          | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28375.18     | 0.07%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                | Xylem, Inc.                                           | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14993.51     | 0.03%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                 | Ameriprise Financial, Inc.                            | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52035.91     | 0.12%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                              | Cencora, Inc.                                         | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45115.41     | 0.10%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                | Prologis LP                                           | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46567.14     | 0.11%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99904.53     | 0.23%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                            | AstraZeneca plc                                       | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $26128.75     | 0.06%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4980.53      | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    164000 | PA      | $156646.53    | 0.36%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27550.32     | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90130.49     | 0.21%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    218000 | PA      | $215241.59    | 0.50%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45911.52     | 0.11%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                      | Cardinal Health, Inc.                                 | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29136.74     | 0.07%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                   | HP, Inc.                                              | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10190.22     | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                   | Equitable Holdings, Inc.                              | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45387.83     | 0.11%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA              | Medtronic Global Holdings SCA                         | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $59977.99     | 0.14%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.               | Mondelez International, Inc.                          | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45000.40     | 0.10%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.           | BP Capital Markets America, Inc.                      | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64156.55     | 0.15%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83521.19     | 0.19%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                     | Dell International LLC                                | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80876.85     | 0.19%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26139.51     | 0.06%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59538.93     | 0.14%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                      | PayPal Holdings, Inc.                                 | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96533.51     | 0.22%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                     | Lincoln National Corp.                                | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15898.55     | 0.04%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                           | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172783.93    | 0.40%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                    | Micron Technology, Inc.                               | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31287.32     | 0.07%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                           | PulteGroup, Inc.                                      | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26113.65     | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.       | Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53232.35     | 0.12%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                 | NIKE, Inc.                                            | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42256.34     | 0.10%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.       | Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42588.12     | 0.10%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                        | Valero Energy Corp.                                   | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21273.85     | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                      | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11935.06     | 0.03%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20202.10     | 0.05%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                      | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30334.70     | 0.07%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                | Deere & Co.                                           | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22681.97     | 0.05%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.             | Southern California Edison Co., Series C              | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24670.49     | 0.06%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                           | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255317.66    | 0.59%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                     | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11607.71     | 0.03%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                           | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19765.76     | 0.05%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.            | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11946.39     | 0.03%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130042.68    | 0.30%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                           | Clorox Co. (The)                                      | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8836.48      | 0.02%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                     | Novartis Capital Corp.                                | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57575.77     | 0.13%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                           | Kroger Co. (The)                                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66018.45     | 0.15%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                 | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12423.33     | 0.03%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                     | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50908.79     | 0.12%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                           | S&P Global, Inc.                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43026.23     | 0.10%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide, Inc.                | CH Robinson Worldwide, Inc.                           | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9946.14      | 0.02%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.10     | 0.02%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                    | Quest Diagnostics, Inc.                               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9031.26      | 0.02%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.      | International Business Machines Corp.                 | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160755.08    | 0.37%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                         | TSMC Arizona Corp.                                    | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277780.90    | 0.64%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                 | Lear Corp.                                            | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17265.96     | 0.04%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                | Prudential Funding Asia plc                           | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9296.39      | 0.02%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16909.27     | 0.04%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                      | Leggett & Platt, Inc.                                 | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14646.49     | 0.03%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32477.66     | 0.08%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                           | Paramount Global                                      | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24233.95     | 0.06%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                   | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85888.33     | 0.20%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                           | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69897.73     | 0.16%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)              | Estee Lauder Cos., Inc. (The)                         | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19995.94     | 0.05%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)              | Estee Lauder Cos., Inc. (The)                         | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7835.00      | 0.02%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.            | Principal Financial Group, Inc.                       | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51837.14     | 0.12%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                      | Targa Resources Corp.                                 | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107448.74    | 0.25%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                     | Norfolk Southern Corp.                                | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50897.17     | 0.12%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                         | Essex Portfolio LP                                    | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42261.75     | 0.10%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30186.07     | 0.07%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $150198.54    | 0.35%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                           | Kroger Co. (The)                                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14933.19     | 0.03%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207662.14    | 0.48%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                             | Alphabet, Inc.                                        | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4655.15      | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co. Ltd. | Trane Technologies Global Holding Co. Ltd.            | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5779.06      | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                     | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99877.33     | 0.23%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                  | UDR, Inc.                                             | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9944.20      | 0.02%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                     | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9109.62      | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)      | Connecticut Light and Power Co. (The)                 | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9331.43      | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26390.26     | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.  | Westinghouse Air Brake Technologies Corp.             | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10339.04     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Paramount Global                           | Paramount Global                                      | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22706.13     | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                          | W R Berkley Corp.                                     | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18163.38     | 0.04%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.        | IBM International Capital Pte. Ltd.                   | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $95464.98     | 0.22%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                               | Nasdaq, Inc.                                          | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20414.54     | 0.05%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                   | Bristol-Myers Squibb Co.                              | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183526.03    | 0.43%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)        | Bank of New York Mellon Corp. (The)                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33208.64     | 0.08%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                 | Baxter International, Inc.                            | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     58000 | PA      | $36563.35     | 0.08%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21263.10     | 0.05%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                       | Allstate Corp. (The)                                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40861.44     | 0.09%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29945.93     | 0.07%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.               | Marriott International, Inc.                          | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30374.42     | 0.07%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                     | Sempra                                                | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     66000 | PA      | $54544.99     | 0.13%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA     | TotalEnergies Capital International SA                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $39618.15     | 0.09%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                 | Travelers Cos., Inc. (The)                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35937.42     | 0.08%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                               | Exelon Corp.                                          | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20493.14     | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP  | Americold Realty Operating Partnership LP             | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9724.25      | 0.02%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                   | Host Hotels & Resorts LP, Series J                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8736.68      | 0.02%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                    | Micron Technology, Inc.                               | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22234.02     | 0.05%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                           | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    114000 | PA      | $103875.82    | 0.24%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22508.38     | 0.05%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                               | Oracle Corp.                                          | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286401.63    | 0.66%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                              | Moody's Corp.                                         | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17277.70     | 0.04%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                       | Ally Financial, Inc.                                  | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84120.25     | 0.20%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                       | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30485.39     | 0.07%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                 | Archer-Daniels-Midland Co.                            | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8460.70      | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19149.61     | 0.04%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                              | Stryker Corp.                                         | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87998.44     | 0.20%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                               | Nutrien Ltd.                                          | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20243.96     | 0.05%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                             | Enbridge, Inc.                                        | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $24968.00     | 0.06%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                | AvalonBay Communities, Inc.                           | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16668.49     | 0.04%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                       | Avery Dennison Corp.                                  | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9173.25      | 0.02%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                   | Bristol-Myers Squibb Co.                              | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149681.16    | 0.35%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49961.82     | 0.12%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                     | Sempra                                                | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20443.49     | 0.05%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                             | QUALCOMM, Inc.                                        | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72503.56     | 0.17%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                            | Halliburton Co.                                       | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52631.53     | 0.12%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9178.07      | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62934.62     | 0.15%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45827.30     | 0.11%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                           | Kilroy Realty LP                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29684.27     | 0.07%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                     | Becton Dickinson & Co.                                | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37087.56     | 0.09%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce         | Canadian Imperial Bank of Commerce                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151203.70    | 0.35%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                      | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29322.04     | 0.07%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90835.23     | 0.21%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                  | Flex Ltd.                                             | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $71972.44     | 0.17%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                      | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98636.64     | 0.23%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320929.76    | 0.75%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                            | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47675.95     | 0.11%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                             | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2431.79      | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                    | Digital Realty Trust LP                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30695.02     | 0.07%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12497.38     | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                              | Moody's Corp.                                         | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30049.53     | 0.07%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10286.65     | 0.02%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.       | Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70988.81     | 0.16%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                  | Baker Hughes Holdings LLC                             | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $42803.53     | 0.10%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     77000 | PA      | $87321.16     | 0.20%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                       | Meta Platforms, Inc.                                  | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91139.18     | 0.21%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.              | BHP Billiton Finance USA Ltd.                         | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102075.69    | 0.24%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                              | Equinix, Inc.                                         | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56579.21     | 0.13%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)      | Connecticut Light and Power Co. (The)                 | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44494.77     | 0.10%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                               | Barclays plc                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $231776.93    | 0.54%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                | Prologis LP                                           | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5766.79      | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $471666.78    | 1.10%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22501.77     | 0.05%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44339.95     | 0.10%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                          | HSBC Holdings plc                                     | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $267438.51    | 0.62%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                             | Enbridge, Inc.                                        | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $80959.36     | 0.19%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33349.77     | 0.08%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20556.41     | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                          | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20665.98     | 0.05%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                      | Quanta Services, Inc.                                 | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25002.50     | 0.06%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                     | Home Depot, Inc. (The)                                | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64005.79     | 0.15%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                        | Valero Energy Corp.                                   | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29429.43     | 0.07%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                             | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75374.73     | 0.18%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4797.00      | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP              | Healthcare Realty Holdings LP                         | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5890.92      | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                      | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32595.69     | 0.08%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                    | AstraZeneca Finance LLC                               | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53636.60     | 0.12%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19707.83     | 0.05%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)            | Goldman Sachs Group, Inc. (The)                       | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102884.25    | 0.24%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                | FedEx Corp.                                           | CUSIP: 31428XCS3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22805.86     | 0.05%             | 2045-02-01      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.            | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46887.83     | 0.11%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129874.01    | 0.30%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50347.17     | 0.12%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                     | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17418.90     | 0.04%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93911.32     | 0.22%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.               | San Diego Gas & Electric Co.                          | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54853.12     | 0.13%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.              | GlaxoSmithKline Capital, Inc.                         | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $79495.46     | 0.18%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.            | Principal Financial Group, Inc.                       | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10247.92     | 0.02%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                  | Ford Motor Credit Co. LLC                             | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420833.64    | 0.98%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                 | Occidental Petroleum Corp.                            | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4571.18      | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50390.57     | 0.12%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.         | General Motors Financial Co., Inc.                    | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152629.06    | 0.35%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                            | Albemarle Corp.                                       | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8432.82      | 0.02%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.         | American International Group, Inc.                    | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15183.79     | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp.            | Oaktree Specialty Lending Corp.                       | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10289.75     | 0.02%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc         | Johnson Controls International plc                    | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     33000 | PA      | $28484.97     | 0.07%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                 | Travelers Cos., Inc. (The)                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39901.15     | 0.09%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)       | Hartford Insurance Group, Inc. (The)                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     14000 | PA      | $8791.24      | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                          | Barings BDC, Inc.                                     | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10371.42     | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                         | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21135.83     | 0.05%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV             | Shell International Finance BV                        | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $44904.26     | 0.10%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                              | Newmont Corp.                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56800.80     | 0.13%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.             | Hewlett Packard Enterprise Co.                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106710.68    | 0.25%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                 | Unum Group                                            | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39158.47     | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.                    | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20515.04     | 0.05%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group             | Orlando Health Obligated Group                        | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71824.22     | 0.17%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                         | State Street Corp.                                    | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53275.79     | 0.12%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62895.54     | 0.15%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                  | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73364.43     | 0.17%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69736.86     | 0.16%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                            | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90668.64     | 0.21%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings       | Laboratory Corp. of America Holdings                  | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24317.78     | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.               | Stanley Black & Decker, Inc.                          | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20702.03     | 0.05%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP           | Brixmor Operating Partnership LP                      | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7081.30      | 0.02%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                          | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34596.50     | 0.08%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                      | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60837.68     | 0.14%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                       | American Express Co.                                  | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63361.40     | 0.15%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                                   | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26236.02     | 0.06%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152534.71    | 0.35%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20334.18     | 0.05%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.               | Stanley Black & Decker, Inc.                          | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     22000 | PA      | $12565.10     | 0.03%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP            | Plains All American Pipeline LP                       | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71477.91     | 0.17%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                           | ERP Operating LP                                      | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63546.38     | 0.15%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)        | Bank of New York Mellon Corp. (The)                   | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76491.29     | 0.18%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.               | Cadence Design Systems, Inc.                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49840.68     | 0.12%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC               | Sabine Pass Liquefaction LLC                          | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41903.77     | 0.10%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center             | Willis-Knighton Medical Center, Series 2018           | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34215.67     | 0.08%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33004.25     | 0.08%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                             | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7802.86      | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp.                          | W R Berkley Corp.                                     | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3426.10      | 0.01%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                      | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19503.38     | 0.05%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                        | General Mills, Inc.                                   | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34255.43     | 0.08%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                     | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55471.15     | 0.13%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    113000 | PA      | $65773.61     | 0.15%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                  | Aptiv Swiss Holdings Ltd.                             | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     30000 | PA      | $18013.54     | 0.04%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                               | Exelon Corp.                                          | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67766.34     | 0.16%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                | Prologis LP                                           | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44476.69     | 0.10%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98821.99     | 0.23%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc., Series 20A | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76718.17     | 0.18%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85770.81     | 0.20%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                  | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110420.86    | 0.26%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                    | Boston Scientific Corp.                               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92213.91     | 0.21%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)      | Interpublic Group of Cos., Inc. (The)                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22292.93     | 0.05%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                            | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27087.24     | 0.06%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                   | Marathon Petroleum Corp.                              | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45011.32     | 0.10%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                               | Ecolab, Inc.                                          | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53380.65     | 0.12%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.         | Everest Reinsurance Holdings, Inc.                    | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18552.01     | 0.04%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.             | Southern California Edison Co.                        | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40942.52     | 0.10%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.      | Public Service Enterprise Group, Inc.                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8618.77      | 0.02%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                     | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9882.80      | 0.02%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                               | Ecolab, Inc.                                          | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15851.33     | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81528.49     | 0.19%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    138000 | PA      | $95777.67     | 0.22%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Linde, Inc.                                | Linde, Inc.                                           | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42934.27     | 0.10%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                            | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49210.00     | 0.11%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                     | Novartis Capital Corp.                                | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47122.62     | 0.11%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire        | Public Service Co. of New Hampshire                   | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7327.77      | 0.02%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                             | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9993.35      | 0.02%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                 | eBay, Inc.                                            | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46247.27     | 0.11%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.         | General Motors Financial Co., Inc.                    | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33988.11     | 0.08%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                     | Home Depot, Inc. (The)                                | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238385.73    | 0.55%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95512.77     | 0.22%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.      | NextEra Energy Capital Holdings, Inc.                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125205.00    | 0.29%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                        | Highwoods Realty LP                                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11272.88     | 0.03%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14862.67     | 0.03%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                         | ConocoPhillips Co.                                    | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198811.49    | 0.46%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                              | Enel Chile SA                                         | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     20000 | PA      | $20126.72     | 0.05%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                              | Owens Corning                                         | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15110.67     | 0.04%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                    | Micron Technology, Inc.                               | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30617.65     | 0.07%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp.                            | Albemarle Corp.                                       | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19276.58     | 0.04%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)        | Bank of New York Mellon Corp. (The)                   | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65701.80     | 0.15%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC          | LYB International Finance III LLC                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69270.84     | 0.16%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                | Aflac, Inc.                                           | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8628.10      | 0.02%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31915.79     | 0.07%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                      | Cheniere Energy, Inc.                                 | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28844.93     | 0.07%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66197.13     | 0.15%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                       | Meta Platforms, Inc.                                  | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83392.57     | 0.19%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                               | Oracle Corp.                                          | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81341.00     | 0.19%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                          | Hershey Co. (The)                                     | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20068.60     | 0.05%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39988.34     | 0.09%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                         | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $49028.87     | 0.11%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                       | American Express Co.                                  | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11734.63     | 0.03%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                   | UnitedHealth Group, Inc.                              | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66616.06     | 0.15%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                | Aetna, Inc.                                           | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29045.48     | 0.07%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     92000 | PA      | $100562.78    | 0.23%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Legg Mason, Inc.                           | Legg Mason, Inc.                                      | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9835.61      | 0.02%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                 | Willis North America, Inc.                            | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19706.61     | 0.05%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                     | BP Capital Markets plc                                | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $78450.18     | 0.18%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17689.30     | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                               | Oracle Corp.                                          | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182996.13    | 0.42%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                | Intel Corp.                                           | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37777.98     | 0.09%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30663.76     | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                   | Bristol-Myers Squibb Co.                              | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21428.38     | 0.05%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                       | Federal Realty OP LP                                  | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9488.51      | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.               | Pacific Gas and Electric Co.                          | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10246.77     | 0.02%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                   | Arch Capital Finance LLC                              | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9018.73      | 0.02%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                               | Nutrien Ltd.                                          | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $52720.26     | 0.12%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58480.20     | 0.14%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                             | Enbridge, Inc.                                        | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81866.07     | 0.19%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.        | Public Service Electric and Gas Co.                   | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     77000 | PA      | $57327.85     | 0.13%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                  | Williams Cos., Inc. (The)                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12711.24     | 0.03%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                          | Cigna Group (The)                                     | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25919.47     | 0.06%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                   | John Deere Capital Corp.                              | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40785.77     | 0.09%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                          | Hershey Co. (The)                                     | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6006.91      | 0.01%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                           | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3067.81      | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                               | Oracle Corp.                                          | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124904.49    | 0.29%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                     | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167090.38    | 0.39%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc         | Johnson Controls International plc                    | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20706.46     | 0.05%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Campbell's Co.                         | Campbell's Co. (The)                                  | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49661.17     | 0.12%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV             | Shell International Finance BV                        | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $69352.94     | 0.16%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.              | Canadian National Railway Co.                         | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $78814.72     | 0.18%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                     | Dow Chemical Co. (The)                                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31174.12     | 0.07%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                  | HCA, Inc.                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14565.30     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                              | MetLife, Inc.                                         | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29677.96     | 0.07%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                  | FMC Corp.                                             | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4926.28      | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                 | DCP Midstream Operating LP                            | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17828.87     | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                  | Bank of Nova Scotia (The)                             | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $181733.34    | 0.42%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC       | Equinix Europe 2 Financing Corp. LLC                  | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20386.23     | 0.05%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                       | JPMorgan Chase & Co.                                  | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100334.97    | 0.23%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.              | BHP Billiton Finance USA Ltd.                         | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $30731.40     | 0.07%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                               | Oracle Corp.                                          | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78181.74     | 0.18%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                             | Enbridge, Inc.                                        | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10654.13     | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91145.82     | 0.21%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                             | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9030.50      | 0.02%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                               | Exelon Corp.                                          | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10258.14     | 0.02%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                        | Kinder Morgan, Inc.                                   | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24036.91     | 0.06%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.               | Pacific Gas and Electric Co.                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110369.96    | 0.26%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                         | Regency Centers LP                                    | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8569.80      | 0.02%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                        | Union Pacific Corp.                                   | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79077.57     | 0.18%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                 | Alibaba Group Holding Ltd.                            | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $142352.98    | 0.33%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                     | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70859.56     | 0.16%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                              | Newmont Corp.                                         | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60504.05     | 0.14%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73554.94     | 0.17%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                  | NVR, Inc.                                             | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13063.48     | 0.03%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                 | AXIS Specialty Finance LLC                            | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25975.03     | 0.06%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                 | COPT Defense Properties LP                            | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17720.41     | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                            | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67262.37     | 0.16%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                          | Store Capital LLC                                     | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17025.68     | 0.04%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                             | Enbridge, Inc.                                        | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4952.68      | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                  | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30422.73     | 0.07%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                   | Host Hotels & Resorts LP, Series I                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9274.73      | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                               | Target Corp.                                          | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7778.35      | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                       | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91364.83     | 0.21%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.        | Public Service Electric and Gas Co.                   | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20364.66     | 0.05%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                   | Brookfield Finance, Inc.                              | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $180255.41    | 0.42%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                               | ING Groep NV                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198395.00    | 0.46%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                      | Las Vegas Sands Corp.                                 | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10253.82     | 0.02%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.  | Consolidated Edison Co. of New York, Inc.             | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44643.55     | 0.10%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                             | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44025.96     | 0.10%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                     | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13522.20     | 0.03%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                     | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68497.41     | 0.16%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                           | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24411.25     | 0.06%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Grid plc                          | National Grid plc                                     | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $26143.22     | 0.06%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                    | Digital Realty Trust LP                               | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9644.48      | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44384.52     | 0.10%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                         | State Street Corp.                                    | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105544.82    | 0.25%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                             | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24790.01     | 0.06%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                       | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34854.15     | 0.08%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    127000 | PA      | $118901.22    | 0.28%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                         | State Street Corp.                                    | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51556.14     | 0.12%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                      | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19591.45     | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)        | Bank of New York Mellon Corp. (The)                   | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19395.68     | 0.05%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                          | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161911.11    | 0.38%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Express Co.                       | American Express Co.                                  | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49148.26     | 0.11%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                 | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37873.65     | 0.09%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                | Amgen, Inc.                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118537.91    | 0.28%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                | Adobe, Inc.                                           | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20818.93     | 0.05%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** FlexShares Trust

**Signature:** Randal Rein

**Name of Signer:** Randal Rein

**Title:** Treasurer and PFO