# EDGAR Filing Document

**Accession Number:** 0001392116
**File Stem:** 0000940400-25-012030
**Filing Date:** 2025-11
**Character Count:** 275351
**Document Hash:** f9ee69c8b896cfca9b68a960990b751b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-012030.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-012030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya Separate Portfolios Trust
- **CENTRAL INDEX KEY:** 0001392116

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22025
- **FILM NUMBER:** 251536078

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 EAST DOUBLETREE RANCH ROAD
- **STREET 2:** STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258-2034

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING Separate Portfolios Trust
- **DATE OF NAME CHANGE:** 20070306

## Series and Classes Contracts Data

### Voya Investment Grade Credit Fund (Series ID: S000017462)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000122004 | Class R6     | VIGTX           |
| C000172348 | Class A      | VACFX           |
| C000172349 | Class I      | VIGCX           |
| C000191190 | Class W      | VIGWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Separate Portfolios Trust

- **b. Investment Company Act file number:** 811-22025

- **c. CIK number of Registrant:** 0001392116

- **d. LEI of Registrant:** 549300ZK3E04XAD4QG44

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA INVESTMENT GRADE CREDIT FUND

- **b. EDGAR series identifier (if any):** S000017462

- **c. LEI of Series:** 5493007IKJE2N4RJF070

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $102774363.41

**Total Liabilities:** $7771928.43

**Net Assets:** $95002434.98

**Delayed Delivery Securities:** $1529381.80

**Cash Not Reported:** $1204109.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7.61758000 | **1-Year:** 2104.26441000 | **5-Year:** 24607.83944000 | **10-Year:** 37043.33637000 | **30-Year:** 5281.71335000

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

- **3-Month:** 0.00000000 | **1-Year:** 6.93918000 | **5-Year:** 92.52279000 | **10-Year:** 42.40149000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191190 | 0.17%                | 0.83%                | 1.68%                |
| Class ID C000172348 | 0.04%                | 0.91%                | 1.55%                |
| Class ID C000122004 | 0.07%                | 0.94%                | 1.57%                |
| Class ID C000172349 | 0.17%                | 0.82%                | 1.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $98311.05                | $-364720.96                                |
| Month 2  | $283398.40               | $304928.40                                 |
| Month 3  | $350111.75               | $782849.91                                 |

**Designated Index Information**

- **Index Name:** BBG U.S. Corporate Investment Grade Index

- **Index Identifier:** LUACTRUU

### 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 HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22949.36     | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65475.15     | 0.07%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103978.91    | 0.11%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164051.80    | 0.17%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22524.85     | 0.02%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    306000 | PA      | $280457.26    | 0.30%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86575.44     | 0.09%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2014-2 A PTT                     | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121571 | PA      | $120579.27    | 0.13%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    197000 | PA      | $188108.06    | 0.20%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                             | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    353000 | PA      | $353257.63    | 0.37%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92847.81     | 0.10%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     63000 | PA      | $69446.34     | 0.07%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $322511.24    | 0.34%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                 | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58596.81     | 0.06%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49477.66     | 0.05%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                      | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267808.72    | 0.28%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                       | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206442.33    | 0.22%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    191000 | PA      | $194673.56    | 0.20%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     73000 | PA      | $65768.71     | 0.07%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220717.86    | 0.23%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204207.20    | 0.21%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72582.30     | 0.08%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                        | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83816.81     | 0.09%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                             | Chevron USA Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    178000 | PA      | $180207.71    | 0.19%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    107000 | PA      | $76360.76     | 0.08%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56824.39     | 0.06%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164045.69    | 0.17%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67236.15     | 0.07%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                      | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    218000 | PA      | $227235.11    | 0.24%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97026.09     | 0.10%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136520.61    | 0.14%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |     87362 | PA      | $87362.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                  | JP MORGAN SECURITIES LLC                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    196322 | PA      | $196322.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $76941.06     | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13189.15     | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                                          | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    282000 | PA      | $282304.56    | 0.30%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                     | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148727.42    | 0.16%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78883.00     | 0.08%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73352.80     | 0.08%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    265000 | PA      | $249025.66    | 0.26%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $162987.33    | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    104000 | PA      | $116188.71    | 0.12%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172393.89    | 0.18%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21267.14     | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57555.81     | 0.06%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97523.63     | 0.10%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96402.74     | 0.10%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    168000 | PA      | $147374.28    | 0.16%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    106000 | PA      | $112258.12    | 0.12%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146954.40    | 0.15%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                     | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330623.37    | 0.35%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213417.71    | 0.22%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                     | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183049.71    | 0.19%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $608907.04    | 0.64%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $390572.28    | 0.41%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                    | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $181655.30    | 0.19%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $74049.64     | 0.08%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    349000 | PA      | $347356.52    | 0.37%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    113000 | PA      | $121552.58    | 0.13%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                            | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118661.77    | 0.12%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295934.01    | 0.31%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    488000 | PA      | $521144.02    | 0.55%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $177181.49    | 0.19%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $181601.58    | 0.19%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    177000 | PA      | $164075.04    | 0.17%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                                 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144242.90    | 0.15%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253012.34    | 0.27%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39954.45     | 0.04%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                     | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154082.82    | 0.16%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179194.93    | 0.19%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                              | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144948.23    | 0.15%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                       | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44633.54     | 0.05%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $114946.68    | 0.12%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59417.04     | 0.06%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146854.10    | 0.15%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                       | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $99237.15     | 0.10%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    232000 | PA      | $240278.22    | 0.25%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81831.20     | 0.09%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183275.20    | 0.19%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                    | Snam SpA                                                                        | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $202942.99    | 0.21%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    144000 | PA      | $115087.60    | 0.12%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439021.06    | 0.46%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46032.30     | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $153407.24    | 0.16%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84600.53     | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    322000 | PA      | $324744.32    | 0.34%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                            | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    182000 | PA      | $160683.12    | 0.17%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                        | Verisk Analytics Inc                                                            | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83285.25     | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-34022.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145027.05    | 0.15%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81245.02     | 0.09%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $216077.88    | 0.23%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                           | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188014.98    | 0.20%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115862.70    | 0.12%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                             | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104175.29    | 0.11%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    398100 | PA      | $399468.47    | 0.42%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166533.93    | 0.18%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33217.59     | 0.03%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55752.28     | 0.06%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73424.85     | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    564000 | PA      | $571959.13    | 0.60%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92089.98     | 0.10%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39045.29     | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56772.71     | 0.06%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55452.07     | 0.06%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    596400 | PA      | $593394.70    | 0.62%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                    | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    271000 | PA      | $245360.01    | 0.26%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23243.60     | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86628.25     | 0.09%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94412.71     | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                    | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321103 | PA      | $311299.53    | 0.33%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74304.05     | 0.08%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174216.34    | 0.18%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137690.24    | 0.14%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143668.68    | 0.15%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76499.76     | 0.08%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55961.37     | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81265.42     | 0.09%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33559 | PA      | $34520.20     | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43499.70     | 0.05%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    168000 | PA      | $171303.54    | 0.18%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36839.71     | 0.04%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                     | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    403000 | PA      | $400286.45    | 0.42%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    143000 | PA      | $149108.09    | 0.16%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44297.54     | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $98578.68     | 0.10%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    304000 | PA      | $276924.52    | 0.29%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69034.07     | 0.07%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                    | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    304000 | PA      | $310824.07    | 0.33%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55807.53     | 0.06%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120629.26    | 0.13%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                         | Sherwin-Williams Co/The                                                         | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    142000 | PA      | $145078.98    | 0.15%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    159000 | PA      | $166354.77    | 0.18%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321921.38    | 0.34%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182414.10    | 0.19%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    224000 | PA      | $230676.24    | 0.24%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64925.49     | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     56000 | PA      | $40322.71     | 0.04%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $153851.96    | 0.16%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    223000 | PA      | $227608.03    | 0.24%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    161000 | PA      | $142859.11    | 0.15%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                               | SoftBank Corp                                                                   | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    469000 | PA      | $473311.49    | 0.50%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73442.50     | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204341.89    | 0.22%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $204479.32    | 0.22%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34558.64     | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66005.65     | 0.07%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142006.67    | 0.15%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169531.04    | 0.18%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28283.36     | 0.03%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113251.87    | 0.12%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85677.47     | 0.09%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85216.87     | 0.09%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65062.29     | 0.07%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                           | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    142000 | PA      | $145443.69    | 0.15%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                    | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123607.08    | 0.13%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145451.63    | 0.15%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24444.66     | 0.03%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60850.79     | 0.06%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110694.78    | 0.12%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    109000 | PA      | $115524.08    | 0.12%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5563.99      | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55941.33     | 0.06%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                      | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61516.81     | 0.06%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102875.87    | 0.11%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix Inc                                                                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155249.87    | 0.16%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55185.81     | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83086.34     | 0.09%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                    | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    194000 | PA      | $195599.84    | 0.21%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159109.19    | 0.17%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    304000 | PA      | $287090.40    | 0.30%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    152000 | PA      | $155570.97    | 0.16%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                              | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    140000 | PA      | $97509.74     | 0.10%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $448188.28    | 0.47%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79866.78     | 0.08%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87450.78     | 0.09%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41743.39     | 0.04%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27275.18     | 0.03%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                     | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85185.50     | 0.09%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32721.83     | 0.03%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137570.81    | 0.14%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180009.90    | 0.19%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92339.82     | 0.10%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119222.93    | 0.13%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125804.75    | 0.13%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19491.83     | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58061.61     | 0.06%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                        | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    312000 | PA      | $320468.06    | 0.34%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104302.69    | 0.11%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                    | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    295000 | PA      | $253525.32    | 0.27%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    306000 | PA      | $298502.77    | 0.31%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97479.67     | 0.10%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $77818.22     | 0.08%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91334.77     | 0.10%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153685.71    | 0.16%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                  | FedEx Corp                                                                      | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    148000 | PA      | $124431.43    | 0.13%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118209.75    | 0.12%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199176.69    | 0.21%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    466000 | PA      | $462850.86    | 0.49%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55253.74     | 0.06%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210057.72    | 0.22%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    126000 | PA      | $142690.59    | 0.15%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    106000 | PA      | $92750.36     | 0.10%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155339.83    | 0.16%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79319.38     | 0.08%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    391000 | PA      | $402900.11    | 0.42%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69739.41     | 0.07%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89429.05     | 0.09%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                     | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    319000 | PA      | $323918.22    | 0.34%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25908.38     | 0.03%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151450.83    | 0.16%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73604.97     | 0.08%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    114000 | PA      | $87572.46     | 0.09%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142949.40    | 0.15%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                       | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119357.16    | 0.13%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197244.46    | 0.21%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        89 | NC      | $-5485.41     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -141 | NC      | $-111580.99   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    337000 | PA      | $338549.37    | 0.36%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23665.73     | 0.02%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318923.81    | 0.34%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                      | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    358000 | PA      | $359785.12    | 0.38%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                    | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    381000 | PA      | $378892.09    | 0.40%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157821.95    | 0.17%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102461.54    | 0.11%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197300 | PA      | $201723.84    | 0.21%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128389.23    | 0.14%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    173000 | PA      | $177138.93    | 0.19%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101914.46    | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                      | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220516 | PA      | $216301.06    | 0.23%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25631.00     | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129742.85    | 0.14%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57665.62     | 0.06%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                            | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     76000 | PA      | $57679.61     | 0.06%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    259000 | PA      | $315615.89    | 0.33%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6520.46      | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69695.57     | 0.07%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                    | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $98915.93     | 0.10%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205154.32    | 0.22%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259854.34    | 0.27%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $197921.05    | 0.21%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173205.88    | 0.18%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                    | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160697 | PA      | $154454.03    | 0.16%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55041.77     | 0.06%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88347.08     | 0.09%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76973.54     | 0.08%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138075.44    | 0.15%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32758.80     | 0.03%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82970.08     | 0.09%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                    | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $65528.43     | 0.07%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50707.99     | 0.05%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173336.53    | 0.18%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201731.41    | 0.21%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114502.60    | 0.12%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                 | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    478000 | PA      | $492008.16    | 0.52%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154196.90    | 0.16%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90798.20     | 0.10%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47497.49     | 0.05%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    124000 | PA      | $108927.71    | 0.11%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                     | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     73000 | PA      | $78026.35     | 0.08%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36000.93     | 0.04%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160941.47    | 0.17%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32002.08     | 0.03%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                     | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40983.56     | 0.04%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199069.48    | 0.21%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17801.14     | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                       | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76312.18     | 0.08%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    141000 | PA      | $151148.86    | 0.16%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49123.97     | 0.05%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $92374.97     | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386500 | PA      | $385684.72    | 0.41%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                    | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    326000 | PA      | $330580.95    | 0.35%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38120.45     | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40362.73     | 0.04%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MOLEX ELECTRONICS TECH                      | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76359.15     | 0.08%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59042.76     | 0.06%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    813000 | PA      | $858150.35    | 0.90%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    377000 | PA      | $388344.02    | 0.41%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41171.44     | 0.04%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136873.10    | 0.14%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    211000 | PA      | $215409.43    | 0.23%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                           | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55350.24     | 0.06%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                           | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23397.14     | 0.02%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70614.28     | 0.07%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    119000 | PA      | $101042.31    | 0.11%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123228.66    | 0.13%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQT AB                                      | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $206792.01    | 0.22%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139841.13    | 0.15%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76200.26     | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     99000 | PA      | $105519.41    | 0.11%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                    | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231954.66    | 0.24%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                               | Takeda US Financing Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203369.75    | 0.21%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                       | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86962.12     | 0.09%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165543.36    | 0.17%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                   | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89803.03     | 0.09%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137361.54    | 0.14%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                    | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60251 | PA      | $58190.21     | 0.06%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                    | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41713.47     | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                          | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    113000 | PA      | $120089.96    | 0.13%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195570.22    | 0.21%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105844.50    | 0.11%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47479.67     | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     44000 | PA      | $33337.86     | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $155820.56    | 0.16%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100807.83    | 0.11%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68256.94     | 0.07%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    311000 | PA      | $347920.81    | 0.37%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        22 | NC      | $-4520.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80611.97     | 0.08%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                             | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87530.15     | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                      | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33665.57     | 0.04%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102936.84    | 0.11%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171944.76    | 0.18%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                           | Toyota Motor Corp                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    112000 | PA      | $114711.18    | 0.12%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    166000 | PA      | $144875.22    | 0.15%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120245.58    | 0.13%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115624.07    | 0.12%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71706.71     | 0.08%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174198.75    | 0.18%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                          | Valero Energy Corp                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    176000 | PA      | $181262.88    | 0.19%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112060.45    | 0.12%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                     | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    339000 | PA      | $340872.21    | 0.36%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1059934.61   | 1.12%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9610.28      | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    721000 | PA      | $726914.45    | 0.77%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289533.33    | 0.30%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $223449.32    | 0.24%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    403000 | PA      | $344066.97    | 0.36%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176920.69    | 0.19%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161950.52    | 0.17%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    142000 | PA      | $130065.98    | 0.14%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                            | NTT Finance Corp                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    363000 | PA      | $371877.51    | 0.39%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                            | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263982.64    | 0.28%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     56000 | PA      | $44989.11     | 0.05%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                         | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78990.28     | 0.08%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173169.58    | 0.18%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61897.41     | 0.07%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57738.37     | 0.06%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                             | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127097.67    | 0.13%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                    | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52181.65     | 0.05%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22016.56     | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40990.35     | 0.04%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                        | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37924.03     | 0.04%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $83150.42     | 0.09%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    119000 | PA      | $109392.44    | 0.12%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                               | SoftBank Corp                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    202000 | PA      | $203722.84    | 0.21%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    615000 | PA      | $424141.48    | 0.45%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37960.66     | 0.04%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    218000 | PA      | $208298.48    | 0.22%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186622.30    | 0.20%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    458000 | PA      | $409526.36    | 0.43%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204960.97    | 0.22%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114187.48    | 0.12%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     72000 | PA      | $77405.71     | 0.08%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199819.01    | 0.21%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82059.29     | 0.09%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144822.92    | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    168000 | PA      | $170016.78    | 0.18%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60249.48     | 0.06%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107030.88    | 0.11%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                        | Liberty Utilities Co                                                            | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153427.24    | 0.16%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    209000 | PA      | $210917.94    | 0.22%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    543000 | PA      | $563312.00    | 0.59%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122623.73    | 0.13%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP BILLITON FIN USA LTD                                                        | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    235000 | PA      | $244432.12    | 0.26%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105168.76    | 0.11%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196340.27    | 0.21%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $70600.83     | 0.07%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                               | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $189994.18    | 0.20%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                      | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    709000 | PA      | $713486.13    | 0.75%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115393.79    | 0.12%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    161000 | PA      | $165812.05    | 0.17%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                       | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38830 | PA      | $33695.34     | 0.04%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55135.01     | 0.06%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC                   | MIZUHO SECURITIES USA LLC                                                       | CUSIP: 000000000<br>LEI: 7TK5RJIZDFROZCA6XF66 | Long             | RA               | CORP              | US        |     48702 | PA      | $48702.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    148000 | PA      | $154190.05    | 0.16%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    513000 | PA      | $515003.91    | 0.54%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230804.58    | 0.24%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    137000 | PA      | $146457.28    | 0.15%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    328000 | PA      | $345223.85    | 0.36%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    191000 | PA      | $166193.20    | 0.17%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                      | Commonwealth Bank of Australia                                                  | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $207613.84    | 0.22%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73480.02     | 0.08%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                            | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $213441.13    | 0.22%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84019.47     | 0.09%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91583.16     | 0.10%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                 | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    546000 | PA      | $521594.41    | 0.55%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54014.60     | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73553.70     | 0.08%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     73000 | PA      | $48334.95     | 0.05%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63217.56     | 0.07%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    126000 | PA      | $121191.74    | 0.13%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39698.81     | 0.04%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81650.81     | 0.09%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123563.22    | 0.13%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                     | New York State Electric & Gas Corp                                              | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80848.29     | 0.09%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                       | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53433.55     | 0.06%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    109000 | PA      | $87082.20     | 0.09%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    198000 | PA      | $205428.12    | 0.22%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207877.89    | 0.22%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155873.49    | 0.16%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| TUCSON ELECTRIC POWER CO                    | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91643.48     | 0.10%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    232000 | PA      | $234607.15    | 0.25%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50480.38     | 0.05%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                 | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51141.68     | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42606.84     | 0.04%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                      | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56748.75     | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                           | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    557000 | PA      | $572124.53    | 0.60%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80326.96     | 0.08%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50572.59     | 0.05%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    124000 | PA      | $92579.50     | 0.10%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138513.33    | 0.15%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54383.61     | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                    | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280514.21    | 0.30%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $58371.71     | 0.06%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    117000 | PA      | $113450.77    | 0.12%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248348.35    | 0.26%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $201152.85    | 0.21%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                    | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     98000 | PA      | $97735.43     | 0.10%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                           | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41669.80     | 0.04%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    101000 | PA      | $94560.98     | 0.10%             | 2047-02-12      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173255.07    | 0.18%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $214005.69    | 0.23%             | 2034-01-12      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $159789.52    | 0.17%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29897.85     | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61028.62     | 0.06%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119341.64    | 0.13%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                 | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141545.81    | 0.15%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                     | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164044.13    | 0.17%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                     | United Airlines 2020-1 Class B Pass Through Trust                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69064 | PA      | $69075.99     | 0.07%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72959.72     | 0.08%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    248000 | PA      | $255305.83    | 0.27%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304273.00    | 0.32%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                       | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    326000 | PA      | $322755.80    | 0.34%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $208275.07    | 0.22%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72736.98     | 0.08%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110013.27    | 0.12%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                        | Mississippi Power Co                                                            | CUSIP: 605417BY9<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13519.13     | 0.01%             | 2041-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114628.10    | 0.12%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                        | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $177542.38    | 0.19%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                                    | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     13875 | NS      | $350343.75    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                    | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    101000 | PA      | $107021.78    | 0.11%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $161678.89    | 0.17%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120261.30    | 0.13%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                 | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217642.26    | 0.23%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                     | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    155000 | PA      | $125321.03    | 0.13%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56556.05     | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    408000 | PA      | $404553.71    | 0.43%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                          | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    316000 | PA      | $322115.36    | 0.34%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                    | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6568.94      | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                            | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161110.52    | 0.17%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    189000 | PA      | $179529.88    | 0.19%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     22000 | PA      | $14974.90     | 0.02%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35795.60     | 0.04%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111550.26    | 0.12%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105574.73    | 0.11%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                             | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116510.68    | 0.12%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114900.91    | 0.12%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                             | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118269.50    | 0.12%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22290.99     | 0.02%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55830.51     | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                       | BlackRock Funding Inc                                                           | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $167912.16    | 0.18%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                    | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42406 | PA      | $40449.29     | 0.04%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                          | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    159000 | PA      | $142184.79    | 0.15%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12316.23     | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                              | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $142392.59    | 0.15%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292812.08    | 0.31%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138943.69    | 0.15%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    244000 | PA      | $262505.85    | 0.28%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     78000 | PA      | $63631.34     | 0.07%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                               | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    208000 | PA      | $214445.64    | 0.23%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12436.98     | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    116000 | PA      | $129868.61    | 0.14%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $268340.10    | 0.28%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                  | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91835.55     | 0.10%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137211.16    | 0.14%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                    | Snam SpA                                                                        | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $207551.65    | 0.22%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                    | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $303856.25    | 0.32%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                       | Wynnton Funding Trust                                                           | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252187.41    | 0.27%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     46000 | PA      | $49390.76     | 0.05%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50309.94     | 0.05%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115417.91    | 0.12%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162857.74    | 0.17%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                             | Cameron LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99604.33     | 0.10%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                  | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160730.23    | 0.17%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $130643.92    | 0.14%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126562.27    | 0.13%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64594.65     | 0.07%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185312.12    | 0.20%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142391.13    | 0.15%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                       | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47594.32     | 0.05%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                  | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    138000 | PA      | $143497.83    | 0.15%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                  | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    394000 | PA      | $417258.18    | 0.44%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    366000 | PA      | $384240.31    | 0.40%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149379.30    | 0.16%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                         | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163288.06    | 0.17%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139284.52    | 0.15%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                        | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48258.24     | 0.05%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231454.99    | 0.24%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429568.28    | 0.45%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59996.88     | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                    | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150575.04    | 0.16%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64856.12     | 0.07%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                     | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    161000 | PA      | $166007.47    | 0.17%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89426.49     | 0.09%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122484.13    | 0.13%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $237186.71    | 0.25%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                         | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    314000 | PA      | $322257.42    | 0.34%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $235932.84    | 0.25%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $56762.76     | 0.06%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124387.38    | 0.13%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                         | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98751.16     | 0.10%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     83000 | PA      | $62106.47     | 0.07%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79737.41     | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234377.83    | 0.25%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                    | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163990.72    | 0.17%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                            | Ryder System Inc                                                                | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97075.88     | 0.10%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247916.38    | 0.26%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                      | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105835.61    | 0.11%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                              | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55738.80     | 0.06%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    189000 | PA      | $195179.25    | 0.21%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    111000 | PA      | $115111.00    | 0.12%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    362000 | PA      | $364868.98    | 0.38%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96440.84     | 0.10%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24094.88     | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                 | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200425.14    | 0.21%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81927.49     | 0.09%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36861.46     | 0.04%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111122.83    | 0.12%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $91713.40     | 0.10%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $231046.71    | 0.24%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56083.59     | 0.06%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $85679.32     | 0.09%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $45644.01     | 0.05%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72700.50     | 0.08%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42234.93     | 0.04%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $106547.09    | 0.11%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                    | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    293000 | PA      | $295536.86    | 0.31%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                | Evergy Metro Inc                                                                | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130441.34    | 0.14%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193718.41    | 0.20%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                     | New York State Electric & Gas Corp                                              | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66153.64     | 0.07%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234058.53    | 0.25%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                           | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    174000 | PA      | $163402.54    | 0.17%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                 | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286498.95    | 0.30%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $121374.80    | 0.13%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38679.64     | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| NATIONAL HEALTH INVESTOR                    | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    268000 | PA      | $265931.19    | 0.28%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                     | TD SECURITIES (USA) LLC                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79287.14     | 0.08%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112781.04    | 0.12%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TTX CO                                      | TTX Co                                                                          | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256479.51    | 0.27%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-158.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137074.00    | 0.14%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15738.17     | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28396.55     | 0.03%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $80782.75     | 0.09%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62355.04     | 0.07%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145970.52    | 0.15%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129648.83    | 0.14%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160300 | PA      | $159786.54    | 0.17%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    144000 | PA      | $115175.87    | 0.12%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89244.40     | 0.09%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61368.16     | 0.06%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                              | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123179.42    | 0.13%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    277000 | PA      | $276864.74    | 0.29%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255085.65    | 0.27%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192689.03    | 0.20%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53497.05     | 0.06%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                           | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122206.32    | 0.13%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53613.15     | 0.06%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                      | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30908.58     | 0.03%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                    | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    256000 | PA      | $261799.82    | 0.28%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                    | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22735 | PA      | $21886.99     | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $205049.54    | 0.22%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    194000 | PA      | $196965.61    | 0.21%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117233.58    | 0.12%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $483009.47    | 0.51%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.          | DAIWA CAPITAL MARKETS AMERICA INC                                               | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164517.60    | 0.17%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40136.28     | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68129.17     | 0.07%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206543.22    | 0.22%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126843.98    | 0.13%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247298.41    | 0.26%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96478.96     | 0.10%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $268872.39    | 0.28%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26152.64     | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107574.08    | 0.11%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $43374.60     | 0.05%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115730.18    | 0.12%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -57 | NC      | $10554.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41823.72     | 0.04%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     89000 | PA      | $66354.04     | 0.07%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16958.84     | 0.02%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137225.39    | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112262.97    | 0.12%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE                      | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    393000 | PA      | $417314.51    | 0.44%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                      | Indiana Michigan Power Co                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25870.78     | 0.03%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                    | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $239460.45    | 0.25%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                         | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     89000 | PA      | $95162.48     | 0.10%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71211.83     | 0.07%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86729.09     | 0.09%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.             | NATWEST MARKETS SECURITIES INC                                                  | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |    271429 | PA      | $271429.00    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133882.64    | 0.14%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    168000 | PA      | $175111.84    | 0.18%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                            | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167686.69    | 0.18%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81388.18     | 0.09%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                       | BOFA SECURITIES INC                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |     55503 | PA      | $55503.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133446.97    | 0.14%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $238462.40    | 0.25%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164818.84    | 0.17%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                              | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70530.66     | 0.07%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52683.88     | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38218.55     | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91427.49     | 0.10%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204245.70    | 0.21%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72312.79     | 0.08%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                    | Wynnton Funding Trust II                                                        | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $292742.91    | 0.31%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69456.94     | 0.07%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                    | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41118.80     | 0.04%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    109000 | PA      | $93011.72     | 0.10%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75231.55     | 0.08%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    184000 | PA      | $128779.13    | 0.14%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107016.69    | 0.11%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        17 | NC      | $58509.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58036.12     | 0.06%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     28000 | PA      | $28571.10     | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                         | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134792.43    | 0.14%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    211000 | PA      | $220255.24    | 0.23%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    142000 | PA      | $125852.20    | 0.13%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23160.73     | 0.02%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     77000 | PA      | $50042.48     | 0.05%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $157027.61    | 0.17%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64666.19     | 0.07%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    108000 | PA      | $98655.97     | 0.10%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    416000 | PA      | $415799.95    | 0.44%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43548.26     | 0.05%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                    | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42603.79     | 0.04%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $145042.57    | 0.15%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79110.74     | 0.08%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131134.26    | 0.14%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72048.46     | 0.08%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8586.74      | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                | KBC Group NV                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    224000 | PA      | $222899.42    | 0.23%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                     | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76036 | PA      | $75895.03     | 0.08%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Voya Separate Portfolios Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration