# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-25-010231
**Filing Date:** 2025-9
**Character Count:** 1786850
**Document Hash:** 15025440ef57c9a4320b9695dfbe9076
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010231.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-010231

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 251338717

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

### iShares U.S. Long Credit Bond Index Fund (Series ID: S000075203)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000234047 | iShares U.S. Long Credit Bond Index Fund |  |

## Nport-Ex

July 31, 2025

2025 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **BlackRock Funds**<sup>SM</sup> |
| • iShares U.S. Long Credit Bond Index Fund |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** |
| Interpublic Group of Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41<sup>(a)</sup> | $539 | &nbsp;&nbsp; $400490 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | 300 | &nbsp;&nbsp; 275550 |
|  |  | &nbsp;&nbsp; 676040 |
| **Aerospace & Defense — 2.7%** | **Aerospace & Defense — 2.7%** | **Aerospace & Defense — 2.7%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/38 | 200 | &nbsp;&nbsp; 216656 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 | 650 | &nbsp;&nbsp; 525022 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 | 350 | &nbsp;&nbsp; 274176 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/39<sup>(a)</sup> | 450 | &nbsp;&nbsp; 492715 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/40 | 500 | &nbsp;&nbsp; 502610 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 | 2259 | &nbsp;&nbsp; 2242632 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 | 463 | &nbsp;&nbsp; 315664 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 | 250 | &nbsp;&nbsp; 173697 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 | 620 | &nbsp;&nbsp; 428710 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 | 324 | &nbsp;&nbsp; 230557 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 | 770 | &nbsp;&nbsp; 559474 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 | 1097 | &nbsp;&nbsp; 776425 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | 5513 | &nbsp;&nbsp; 5310222 |
| &nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 | 2150 | &nbsp;&nbsp; 2365607 |
| &nbsp;&nbsp;&nbsp; 3.83%, 03/01/59<sup>(a)</sup> | 300 | &nbsp;&nbsp; 204309 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 | 1225 | &nbsp;&nbsp; 841639 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 | 2748 | &nbsp;&nbsp; 2631266 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 | 1510 | &nbsp;&nbsp; 1668646 |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited Co., <br> 4.42%, 11/15/35<br>| 900 | &nbsp;&nbsp; 862010 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 | 500 | &nbsp;&nbsp; 500716 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | 829 | &nbsp;&nbsp; 741642 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | 297 | &nbsp;&nbsp; 216563 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 | 550 | &nbsp;&nbsp; 437174 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 663 | &nbsp;&nbsp; 552869 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36 | 760 | &nbsp;&nbsp; 757711 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | 900 | &nbsp;&nbsp; 959050 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 | 450 | &nbsp;&nbsp; 524960 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | 600 | &nbsp;&nbsp; 531032 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/50 | 450 | &nbsp;&nbsp; 377421 |
| Howmet Aerospace, Inc., 5.95%, 02/01/37<sup>(a)</sup> | 600 | &nbsp;&nbsp; 636650 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 12/15/40 | 270 | &nbsp;&nbsp; 283531 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 | 458 | &nbsp;&nbsp; 425204 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53<sup>(a)</sup> | 515 | &nbsp;&nbsp; 502373 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54 | 680 | &nbsp;&nbsp; 654270 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 | 351 | &nbsp;&nbsp; 335728 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/01/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 310408 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | 1261 | &nbsp;&nbsp; 1051116 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | 1268 | &nbsp;&nbsp; 995213 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46<sup>(a)</sup> | 1370 | &nbsp;&nbsp; 1213603 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50<sup>(a)</sup> | 675 | &nbsp;&nbsp; 419619 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | 1563 | &nbsp;&nbsp; 1220105 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | 560 | &nbsp;&nbsp; 439812 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 | 1125 | &nbsp;&nbsp; 1123963 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55<sup>(a)</sup> | 1260 | &nbsp;&nbsp; 1174422 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 | 660 | &nbsp;&nbsp; 512602 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | 875 | &nbsp;&nbsp; 894012 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | 480 | &nbsp;&nbsp; 436310 |
| &nbsp;&nbsp;&nbsp; Series B, 6.15%, 09/01/36 | 475 | &nbsp;&nbsp; 520604 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40<sup>(a)</sup> | 500 | &nbsp;&nbsp; $485846 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/15/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 285886 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | 824 | &nbsp;&nbsp; 741744 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 | 625 | &nbsp;&nbsp; 492360 |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | 2475 | &nbsp;&nbsp; 1963313 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50<sup>(a)</sup> | 979 | &nbsp;&nbsp; 919223 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | 1270 | &nbsp;&nbsp; 1134008 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54 | 1300 | &nbsp;&nbsp; 1204404 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/36 | 300 | &nbsp;&nbsp; 322192 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | 550 | &nbsp;&nbsp; 589699 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | 1013 | &nbsp;&nbsp; 928787 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/15/40<sup>(a)</sup> | 600 | &nbsp;&nbsp; 617235 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | 563 | &nbsp;&nbsp; 526645 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | 426 | &nbsp;&nbsp; 386852 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | 3274 | &nbsp;&nbsp; 2889454 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | 350 | &nbsp;&nbsp; 315346 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | 813 | &nbsp;&nbsp; 665380 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | 1120 | &nbsp;&nbsp; 850467 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | 629 | &nbsp;&nbsp; 521555 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | 738 | &nbsp;&nbsp; 584282 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | 1936 | &nbsp;&nbsp; 1662120 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | 653 | &nbsp;&nbsp; 429479 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | 763 | &nbsp;&nbsp; 465910 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | 1300 | &nbsp;&nbsp; 827775 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53<sup>(a)</sup> | 1190 | &nbsp;&nbsp; 1131148 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54<sup>(a)</sup> | 1555 | &nbsp;&nbsp; 1696420 |
|  |  | &nbsp;&nbsp; 62008250 |
| **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | 163 | &nbsp;&nbsp; 123644 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/49 | 350 | &nbsp;&nbsp; 300724 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | 1428 | &nbsp;&nbsp; 857230 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | 1063 | &nbsp;&nbsp; 764344 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/13/54 | 300 | &nbsp;&nbsp; 270785 |
| BorgWarner, Inc., 4.38%, 03/15/45<sup>(a)</sup> | 400 | &nbsp;&nbsp; 328271 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49<sup>(a)</sup> | 463 | &nbsp;&nbsp; 398557 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | 376 | &nbsp;&nbsp; 240667 |
|  |  | &nbsp;&nbsp; 3284222 |
| **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | 275 | &nbsp;&nbsp; 257768 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | 613 | &nbsp;&nbsp; 362127 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54<sup>(a)</sup> | 785 | &nbsp;&nbsp; 758722 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | 1650 | &nbsp;&nbsp; 1277917 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46<sup>(a)</sup> | 375 | &nbsp;&nbsp; 390431 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 | 1200 | &nbsp;&nbsp; 980375 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | 1063 | &nbsp;&nbsp; 1122979 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | 1013 | &nbsp;&nbsp; 942489 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | 1063 | &nbsp;&nbsp; 1054750 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | 1654 | &nbsp;&nbsp; 1437110 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | 617 | &nbsp;&nbsp; 643455 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(a)</sup> | 807 | &nbsp;&nbsp; 712314 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 | 663 | &nbsp;&nbsp; 626574 |
|  |  | &nbsp;&nbsp; 10567011 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks — 7.5%** | **Banks — 7.5%** | **Banks — 7.5%** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | $1600 | &nbsp;&nbsp; $1681744 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | 950 | &nbsp;&nbsp; 1131897 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | 1261 | &nbsp;&nbsp; 1317236 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | 1236 | &nbsp;&nbsp; 1162469 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | 429 | &nbsp;&nbsp; 395288 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 2.97%, 07/21/52<sup>(a)(b)</sup> | 1805 | &nbsp;&nbsp; 1162423 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.31%, 04/22/42<sup>(b)</sup> | 3939 | &nbsp;&nbsp; 3005947 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 2.83%, 10/24/51<sup>(b)</sup> | 1125 | &nbsp;&nbsp; 701445 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 2.68%, 06/19/41<sup>(b)</sup> | 5489 | &nbsp;&nbsp; 3908865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 3.95%, <br> 01/23/49<sup>(b)</sup><br>| 1296 | &nbsp;&nbsp; 1010810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.58%), 4.08%, <br> 04/23/40<sup>(b)</sup><br>| 1729 | &nbsp;&nbsp; 1496083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.78%), 4.33%, <br> 03/15/50<sup>(b)</sup><br>| 2559 | &nbsp;&nbsp; 2116646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.08%), 4.24%, <br> 04/24/38<sup>(b)</sup><br>| 2293 | &nbsp;&nbsp; 2079451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.25%), 4.44%, <br> 01/20/48<sup>(b)</sup><br>| 2328 | &nbsp;&nbsp; 1983954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.41%), 4.08%, <br> 03/20/51<sup>(b)</sup><br>| 4885 | &nbsp;&nbsp; 3873850 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45 | 350 | &nbsp;&nbsp; 309007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.65%), 3.48%, <br> 03/13/52<sup>(b)</sup><br>| 816 | &nbsp;&nbsp; 581711 |
| Bank of America N.A., Series BKNT, 6.00%, 10/15/36 | 1200 | &nbsp;&nbsp; 1271493 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45<sup>(a)</sup> | 1475 | &nbsp;&nbsp; 1399789 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | 1078 | &nbsp;&nbsp; 974792 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.42%), 6.04%, 03/12/55<sup>(b)</sup> | 900 | &nbsp;&nbsp; 932222 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 3.33%, 11/24/42<sup>(b)</sup> | 728 | &nbsp;&nbsp; 541769 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 3.81%, 03/10/42<sup>(b)</sup> | 950 | &nbsp;&nbsp; 745230 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | 300 | &nbsp;&nbsp; 312814 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | 675 | &nbsp;&nbsp; 844450 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42<sup>(a)</sup> | 1123 | &nbsp;&nbsp; 1160886 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43<sup>(a)</sup> | 738 | &nbsp;&nbsp; 807186 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | 763 | &nbsp;&nbsp; 714752 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | 1670 | &nbsp;&nbsp; 1456754 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | 2118 | &nbsp;&nbsp; 1825058 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | 1968 | &nbsp;&nbsp; 1700065 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 2.90%, 11/03/42<sup>(b)</sup> | 1108 | &nbsp;&nbsp; 783474 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 5.61%, 03/04/56<sup>(a)(b)</sup> | 2250 | &nbsp;&nbsp; 2194362 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.55%), 5.32%, 03/26/41<sup>(b)</sup> | 1640 | &nbsp;&nbsp; 1591830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 3.88%, <br> 01/24/39<sup>(b)</sup><br>| 625 | &nbsp;&nbsp; 536913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.10%), 4.28%, <br> 04/24/48<sup>(b)</sup><br>| 1054 | &nbsp;&nbsp; 865480 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | 1300 | &nbsp;&nbsp; 1298914 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/04/45 | 947 | &nbsp;&nbsp; 886737 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.25%, 05/24/41 | 1149 | &nbsp;&nbsp; 1125074 |
| Fifth Third Bancorp, 8.25%, 03/01/38<sup>(a)</sup> | 475 | &nbsp;&nbsp; 575847 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | 650 | &nbsp;&nbsp; 696521 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | 4974 | &nbsp;&nbsp; 5470380 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | 2354 | &nbsp;&nbsp; 2519624 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | 1461 | &nbsp;&nbsp; 1312265 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | 1843 | &nbsp;&nbsp; 1664723 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | 1625 | &nbsp;&nbsp; 1438260 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 2.91%, 07/21/42<sup>(b)</sup> | 2134 | &nbsp;&nbsp; 1523709 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 3.21%, 04/22/42<sup>(b)</sup> | 2279 | &nbsp;&nbsp; 1702293 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.56%, 11/19/45<sup>(b)</sup> | 2300 | &nbsp;&nbsp; 2271244 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 3.44%, 02/24/43<sup>(b)</sup> | $2154 | &nbsp;&nbsp; $1640255 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.73%, 01/28/56<sup>(b)</sup> | 2020 | &nbsp;&nbsp; 2027828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 4.02%, <br> 10/31/38<sup>(b)</sup><br>| 2559 | &nbsp;&nbsp; 2233724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.41%, <br> 04/23/39<sup>(b)</sup><br>| 1404 | &nbsp;&nbsp; 1266374 |
| &nbsp;&nbsp;&nbsp; HSBC Bank USA N.A., Series BKNT, 7.00%, <br> 01/15/39<sup>(a)</sup><br>| 511 | &nbsp;&nbsp; 594056 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | 1928 | &nbsp;&nbsp; 2052733 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | 2265 | &nbsp;&nbsp; 2406164 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | 1250 | &nbsp;&nbsp; 1363668 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(a)</sup> | 1029 | &nbsp;&nbsp; 1089665 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/44 | 1418 | &nbsp;&nbsp; 1340184 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 6.33%, 03/09/44<sup>(b)</sup> | 2215 | &nbsp;&nbsp; 2363351 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | 2561 | &nbsp;&nbsp; 2846253 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | 859 | &nbsp;&nbsp; 869055 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 604 | &nbsp;&nbsp; 618921 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | 429 | &nbsp;&nbsp; 427620 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | 1413 | &nbsp;&nbsp; 1416423 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | 1026 | &nbsp;&nbsp; 946335 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | 1636 | &nbsp;&nbsp; 1484634 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.53%, 11/29/45<sup>(b)</sup> | 1190 | &nbsp;&nbsp; 1191121 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.33%, 04/22/52<sup>(b)</sup> | 3341 | &nbsp;&nbsp; 2320750 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.44%), 3.11%, 04/22/51<sup>(b)</sup> | 2909 | &nbsp;&nbsp; 1951207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.46%), 3.16%, <br> 04/22/42<sup>(b)</sup><br>| 2108 | &nbsp;&nbsp; 1589208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.48%), 3.90%, <br> 01/23/49<sup>(b)</sup><br>| 2050 | &nbsp;&nbsp; 1607380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.53%, <br> 11/19/41<sup>(b)</sup><br>| 1993 | &nbsp;&nbsp; 1396437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.62%), 3.88%, <br> 07/24/38<sup>(b)</sup><br>| 2800 | &nbsp;&nbsp; 2460413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.96%, <br> 11/15/48<sup>(b)</sup><br>| 3473 | &nbsp;&nbsp; 2761250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.72%), 4.03%, <br> 07/24/48<sup>(b)</sup><br>| 1763 | &nbsp;&nbsp; 1420467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.84%), 4.26%, <br> 02/22/48<sup>(b)</sup><br>| 1904 | &nbsp;&nbsp; 1593466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.46%), 3.11%, <br> 04/22/41<sup>(b)</sup><br>| 1261 | &nbsp;&nbsp; 962650 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | 621 | &nbsp;&nbsp; 579003 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48<sup>(a)</sup> | 1151 | &nbsp;&nbsp; 917923 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.50%), 3.37%, 12/14/46<sup>(a)(b)</sup> | 1000 | &nbsp;&nbsp; 720553 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(a)</sup> | 238 | &nbsp;&nbsp; 221904 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(a)</sup> | 400 | &nbsp;&nbsp; 366888 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | 1232 | &nbsp;&nbsp; 1054471 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(b)</sup> | 2479 | &nbsp;&nbsp; 2168052 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | 99 | &nbsp;&nbsp; 108546 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | 2379 | &nbsp;&nbsp; 2024119 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47<sup>(a)</sup> | 2450 | &nbsp;&nbsp; 2085706 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 2.80%, 01/25/52<sup>(b)</sup> | 2664 | &nbsp;&nbsp; 1648380 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.22%, 04/22/42<sup>(a)(b)</sup> | 2550 | &nbsp;&nbsp; 1933646 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.71%), 5.52%, 11/19/55<sup>(b)</sup> | 2425 | &nbsp;&nbsp; 2371677 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.84%), 5.60%, 03/24/51<sup>(a)(b)</sup> | 1704 | &nbsp;&nbsp; 1683706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.46%, <br> 04/22/39<sup>(b)</sup><br>| 2089 | &nbsp;&nbsp; 1930611 |
| Regions Bank, Series BKNT, 6.45%, 06/26/37 | 450 | &nbsp;&nbsp; 476785 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Regions Financial Corp., 7.38%, 12/10/37 | 100 | &nbsp;&nbsp; $112555 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 | 500 | &nbsp;&nbsp; 339527 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | 1055 | &nbsp;&nbsp; 757023 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 | 850 | &nbsp;&nbsp; 636411 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43<sup>(a)</sup> | 675 | &nbsp;&nbsp; 717709 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44 | 800 | &nbsp;&nbsp; 807939 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.80%, 07/08/46<sup>(b)</sup> | 500 | &nbsp;&nbsp; 497914 |
| UBS AG/London, 4.50%, 06/26/48 | 925 | &nbsp;&nbsp; 797116 |
| UBS Group AG, 4.88%, 05/15/45 | 1757 | &nbsp;&nbsp; 1586233 |
| Wachovia Corp., 5.50%, 08/01/35 | 1300 | &nbsp;&nbsp; 1320720 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | 1095 | &nbsp;&nbsp; 1038262 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | 2617 | &nbsp;&nbsp; 2544172 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | 1300 | &nbsp;&nbsp; 1113627 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | 2328 | &nbsp;&nbsp; 1847144 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | 1218 | &nbsp;&nbsp; 1073252 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | 2106 | &nbsp;&nbsp; 1726419 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | 2300 | &nbsp;&nbsp; 1981530 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.13%), 4.61%, 04/25/53<sup>(b)</sup> | 3606 | &nbsp;&nbsp; 3074887 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 3.07%, 04/30/41<sup>(b)</sup> | 4009 | &nbsp;&nbsp; 3021427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.50%), 5.01%, <br> 04/04/51<sup>(b)</sup><br>| 4857 | &nbsp;&nbsp; 4395251 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Bank N.A., Series BKNT, 6.60%, <br> 01/15/38<br>| 900 | &nbsp;&nbsp; 994032 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/26/36 | 325 | &nbsp;&nbsp; 339592 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.85%, 02/01/37 | 1350 | &nbsp;&nbsp; 1401342 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | 729 | &nbsp;&nbsp; 655763 |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | 925 | &nbsp;&nbsp; 682864 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41 | 701 | &nbsp;&nbsp; 511647 |
|  |  | &nbsp;&nbsp; 171571656 |
| **Beverages — 2.4%** | **Beverages — 2.4%** | **Beverages — 2.4%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 5403 | &nbsp;&nbsp; 5243116 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 7863 | &nbsp;&nbsp; 7185688 |
| Anheuser-Busch InBev Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36<sup>(a)</sup> | 600 | &nbsp;&nbsp; 581005 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | 413 | &nbsp;&nbsp; 367507 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 1538 | &nbsp;&nbsp; 1402246 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38<sup>(a)</sup> | 479 | &nbsp;&nbsp; 444427 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | 753 | &nbsp;&nbsp; 952340 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | 1829 | &nbsp;&nbsp; 1853522 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | 1688 | &nbsp;&nbsp; 1582245 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | 650 | &nbsp;&nbsp; 575111 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | 3048 | &nbsp;&nbsp; 2574570 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | 4089 | &nbsp;&nbsp; 4023444 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | 1775 | &nbsp;&nbsp; 1536335 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | 1229 | &nbsp;&nbsp; 1245619 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | 413 | &nbsp;&nbsp; 358421 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | 550 | &nbsp;&nbsp; 472947 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | 979 | &nbsp;&nbsp; 706998 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41<sup>(a)</sup> | 663 | &nbsp;&nbsp; 495150 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50<sup>(a)</sup> | 450 | &nbsp;&nbsp; 374499 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | 1104 | &nbsp;&nbsp; 678841 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | 1570 | &nbsp;&nbsp; 1040871 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51<sup>(a)</sup> | 2013 | &nbsp;&nbsp; 1194666 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Coca-Cola Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | 975 | &nbsp;&nbsp; $943591 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | 1125 | &nbsp;&nbsp; 1071557 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60<sup>(a)</sup> | 1550 | &nbsp;&nbsp; 917744 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | 1030 | &nbsp;&nbsp; 993458 |
| Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43 | 400 | &nbsp;&nbsp; 376951 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | 550 | &nbsp;&nbsp; 452409 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | 363 | &nbsp;&nbsp; 280260 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | 250 | &nbsp;&nbsp; 227832 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | 313 | &nbsp;&nbsp; 227049 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | 400 | &nbsp;&nbsp; 429146 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | 731 | &nbsp;&nbsp; 590681 |
| Diageo Investment Corp., 4.25%, 05/11/42 | 163 | &nbsp;&nbsp; 139587 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | 600 | &nbsp;&nbsp; 501983 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | 113 | &nbsp;&nbsp; 92560 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | 250 | &nbsp;&nbsp; 224024 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | 738 | &nbsp;&nbsp; 539773 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | 563 | &nbsp;&nbsp; 375012 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52<sup>(a)</sup> | 938 | &nbsp;&nbsp; 770117 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | 725 | &nbsp;&nbsp; 658594 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | 1518 | &nbsp;&nbsp; 1202780 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 250 | &nbsp;&nbsp; 256608 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 | 250 | &nbsp;&nbsp; 205037 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | 250 | &nbsp;&nbsp; 238882 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | 663 | &nbsp;&nbsp; 466110 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/42<sup>(a)</sup> | 200 | &nbsp;&nbsp; 168354 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/13/42 | 400 | &nbsp;&nbsp; 318476 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/44<sup>(a)</sup> | 250 | &nbsp;&nbsp; 216341 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | 850 | &nbsp;&nbsp; 745431 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | 716 | &nbsp;&nbsp; 532022 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | 450 | &nbsp;&nbsp; 362126 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | 400 | &nbsp;&nbsp; 283929 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | 863 | &nbsp;&nbsp; 562601 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | 1229 | &nbsp;&nbsp; 917153 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51<sup>(a)</sup> | 943 | &nbsp;&nbsp; 584229 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | 375 | &nbsp;&nbsp; 305106 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | 500 | &nbsp;&nbsp; 439411 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54<sup>(a)</sup> | 800 | &nbsp;&nbsp; 770295 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | 275 | &nbsp;&nbsp; 204528 |
|  |  | &nbsp;&nbsp; 53481315 |
| **Biotechnology — 1.8%** | **Biotechnology — 1.8%** | **Biotechnology — 1.8%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | 400 | &nbsp;&nbsp; 435824 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/01/39 | 300 | &nbsp;&nbsp; 322905 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | 1854 | &nbsp;&nbsp; 1422356 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/40 | 350 | &nbsp;&nbsp; 355606 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 | 1411 | &nbsp;&nbsp; 1008419 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | 650 | &nbsp;&nbsp; 595591 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | 663 | &nbsp;&nbsp; 620270 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 | 350 | &nbsp;&nbsp; 346943 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 | 2375 | &nbsp;&nbsp; 2343704 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | 2470 | &nbsp;&nbsp; 2087642 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | 1038 | &nbsp;&nbsp; 875492 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | 2029 | &nbsp;&nbsp; 1410435 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | 2828 | &nbsp;&nbsp; 2391629 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 985 | &nbsp;&nbsp; 625695 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | 1210 | &nbsp;&nbsp; 937448 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Amgen, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53<sup>(a)</sup> | 400 | &nbsp;&nbsp; $346250 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | 4525 | &nbsp;&nbsp; 4377399 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | 1879 | &nbsp;&nbsp; 1097215 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | 1575 | &nbsp;&nbsp; 1211562 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | 1520 | &nbsp;&nbsp; 1461392 |
| Baxalta, Inc., 5.25%, 06/23/45 | 302 | &nbsp;&nbsp; 280217 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | 850 | &nbsp;&nbsp; 757368 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50<sup>(a)</sup> | 1687 | &nbsp;&nbsp; 1050208 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | 461 | &nbsp;&nbsp; 288737 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | 150 | &nbsp;&nbsp; 153537 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | 1219 | &nbsp;&nbsp; 1177665 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | 750 | &nbsp;&nbsp; 681400 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | 730 | &nbsp;&nbsp; 520034 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | 619 | &nbsp;&nbsp; 627934 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | 1786 | &nbsp;&nbsp; 1622177 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 1753 | &nbsp;&nbsp; 1518918 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | 2318 | &nbsp;&nbsp; 2066407 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | 1503 | &nbsp;&nbsp; 1224742 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50<sup>(a)</sup> | 1594 | &nbsp;&nbsp; 997113 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 | 1050 | &nbsp;&nbsp; 1031919 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | 750 | &nbsp;&nbsp; 732713 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | 650 | &nbsp;&nbsp; 634592 |
| Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/50 | 691 | &nbsp;&nbsp; 412002 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | 1054 | &nbsp;&nbsp; 790394 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50<sup>(a)</sup> | 650 | &nbsp;&nbsp; 439858 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | 513 | &nbsp;&nbsp; 330663 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | 225 | &nbsp;&nbsp; 217179 |
|  |  | &nbsp;&nbsp; 41829554 |
| **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** |
| TJX Cos., Inc., 4.50%, 04/15/50 | 513 | &nbsp;&nbsp; 441098 |
| **Building Materials — 0.5%** | **Building Materials — 0.5%** | **Building Materials — 0.5%** |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | 1679 | &nbsp;&nbsp; 1326676 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | 1217 | &nbsp;&nbsp; 892490 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54<sup>(a)</sup> | 311 | &nbsp;&nbsp; 331578 |
| CRH America Finance, Inc., 5.88%, 01/09/55 | 370 | &nbsp;&nbsp; 376691 |
| Fortune Brands Innovations, Inc., 4.50%, 03/25/52 | 413 | &nbsp;&nbsp; 329128 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 | 300 | &nbsp;&nbsp; 321436 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 | 370 | &nbsp;&nbsp; 319048 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | 453 | &nbsp;&nbsp; 380758 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(c)</sup> | 290 | &nbsp;&nbsp; 247757 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | 613 | &nbsp;&nbsp; 494012 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | 625 | &nbsp;&nbsp; 413754 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54<sup>(a)</sup> | 895 | &nbsp;&nbsp; 859537 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | 350 | &nbsp;&nbsp; 282319 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51<sup>(a)</sup> | 197 | &nbsp;&nbsp; 122261 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | 500 | &nbsp;&nbsp; 563704 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | 650 | &nbsp;&nbsp; 525782 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | 329 | &nbsp;&nbsp; 268546 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(a)</sup> | 385 | &nbsp;&nbsp; 388165 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | 300 | &nbsp;&nbsp; 263982 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Trane Technologies Financing Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | 213 | &nbsp;&nbsp; $180361 |
| Trane Technologies Global Holding Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43 | 450 | &nbsp;&nbsp; 461293 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | 238 | &nbsp;&nbsp; 197085 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 713 | &nbsp;&nbsp; 599727 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | 550 | &nbsp;&nbsp; 474042 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | 600 | &nbsp;&nbsp; 593128 |
|  |  | &nbsp;&nbsp; 11213260 |
| **Building Products — 1.3%** | **Building Products — 1.3%** | **Building Products — 1.3%** |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | 2300 | &nbsp;&nbsp; 2457593 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | 1411 | &nbsp;&nbsp; 1119152 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | 463 | &nbsp;&nbsp; 465034 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 938 | &nbsp;&nbsp; 984993 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | 945 | &nbsp;&nbsp; 800016 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | 650 | &nbsp;&nbsp; 597511 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | 1036 | &nbsp;&nbsp; 887663 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | 1129 | &nbsp;&nbsp; 940076 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | 1094 | &nbsp;&nbsp; 855103 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | 729 | &nbsp;&nbsp; 622112 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | 1396 | &nbsp;&nbsp; 935634 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 1298 | &nbsp;&nbsp; 906305 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | 1695 | &nbsp;&nbsp; 953910 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | 1038 | &nbsp;&nbsp; 633490 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | 1808 | &nbsp;&nbsp; 1308649 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(a)</sup> | 1055 | &nbsp;&nbsp; 955169 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54<sup>(a)</sup> | 1005 | &nbsp;&nbsp; 956762 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | 1700 | &nbsp;&nbsp; 1172764 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64<sup>(a)</sup> | 440 | &nbsp;&nbsp; 419865 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | 400 | &nbsp;&nbsp; 410108 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | 329 | &nbsp;&nbsp; 307154 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41<sup>(a)</sup> | 1213 | &nbsp;&nbsp; 843028 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | 200 | &nbsp;&nbsp; 176224 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 429 | &nbsp;&nbsp; 351038 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | 1150 | &nbsp;&nbsp; 847110 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | 1579 | &nbsp;&nbsp; 1218858 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | 550 | &nbsp;&nbsp; 447963 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50<sup>(a)</sup> | 500 | &nbsp;&nbsp; 444994 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | 1919 | &nbsp;&nbsp; 1188417 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | 829 | &nbsp;&nbsp; 561896 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | 1658 | &nbsp;&nbsp; 1283172 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 | 1095 | &nbsp;&nbsp; 1047379 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/53<sup>(a)</sup> | 555 | &nbsp;&nbsp; 537587 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | 1350 | &nbsp;&nbsp; 1035762 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 700 | &nbsp;&nbsp; 674411 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | 375 | &nbsp;&nbsp; 361887 |
|  |  | &nbsp;&nbsp; 29708789 |
| **Capital Markets — 0.3%** | **Capital Markets — 0.3%** | **Capital Markets — 0.3%** |
| Apollo Global Management, Inc., 5.80%, 05/21/54<sup>(a)</sup> | 850 | &nbsp;&nbsp; 842541 |
| Ares Management Corp., 5.60%, 10/11/54 | 850 | &nbsp;&nbsp; 800411 |
| Blue Owl Finance LLC, 4.13%, 10/07/51 | 300 | &nbsp;&nbsp; 205074 |
| CI Financial Corp., 4.10%, 06/15/51<sup>(a)</sup> | 400 | &nbsp;&nbsp; 286708 |
| Franklin Resources, Inc., 2.95%, 08/12/51 | 325 | &nbsp;&nbsp; 198449 |
| Invesco Finance PLC, 5.38%, 11/30/43 | 513 | &nbsp;&nbsp; 489039 |
| Jefferies Financial Group, Inc., 6.25%, 01/15/36 | 950 | &nbsp;&nbsp; 985806 |
| Legg Mason, Inc., 5.63%, 01/15/44 | 616 | &nbsp;&nbsp; 608332 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | 713 | &nbsp;&nbsp; $641071 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | 575 | &nbsp;&nbsp; 418704 |
| Voya Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | 413 | &nbsp;&nbsp; 401074 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 | 305 | &nbsp;&nbsp; 264685 |
|  |  | &nbsp;&nbsp; 6141894 |
| **Chemicals — 1.3%** | **Chemicals — 1.3%** | **Chemicals — 1.3%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | 633 | &nbsp;&nbsp; 457798 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | 934 | &nbsp;&nbsp; 584900 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 | 375 | &nbsp;&nbsp; 316562 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/52<sup>(a)</sup> | 100 | &nbsp;&nbsp; 83347 |
| CF Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | 663 | &nbsp;&nbsp; 588919 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | 688 | &nbsp;&nbsp; 641011 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | 629 | &nbsp;&nbsp; 808381 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | 826 | &nbsp;&nbsp; 740054 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | 863 | &nbsp;&nbsp; 686478 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | 50 | &nbsp;&nbsp; 40360 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | 829 | &nbsp;&nbsp; 739810 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | 629 | &nbsp;&nbsp; 501081 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | 1663 | &nbsp;&nbsp; 1098085 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(a)</sup> | 550 | &nbsp;&nbsp; 575762 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | 950 | &nbsp;&nbsp; 838006 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55<sup>(a)</sup> | 550 | &nbsp;&nbsp; 509051 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | 838 | &nbsp;&nbsp; 859206 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | 2018 | &nbsp;&nbsp; 2015527 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 | 663 | &nbsp;&nbsp; 577461 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | 629 | &nbsp;&nbsp; 529043 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 700 | &nbsp;&nbsp; 555743 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | 810 | &nbsp;&nbsp; 436036 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | 616 | &nbsp;&nbsp; 375027 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55<sup>(a)</sup> | 300 | &nbsp;&nbsp; 176976 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | 607 | &nbsp;&nbsp; 455093 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53<sup>(a)</sup> | 270 | &nbsp;&nbsp; 259742 |
| International Flavors & Fragrances, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | 688 | &nbsp;&nbsp; 534516 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | 363 | &nbsp;&nbsp; 310026 |
| Linde, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | 725 | &nbsp;&nbsp; 569633 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | 333 | &nbsp;&nbsp; 173976 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 700 | &nbsp;&nbsp; 614097 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | 838 | &nbsp;&nbsp; 703111 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | 741 | &nbsp;&nbsp; 537299 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | 1166 | &nbsp;&nbsp; 848800 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | 763 | &nbsp;&nbsp; 555925 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | 853 | &nbsp;&nbsp; 559473 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | 355 | &nbsp;&nbsp; 223249 |
| LyondellBasell Industries NV, 4.63%, 02/26/55<sup>(a)</sup> | 645 | &nbsp;&nbsp; 497709 |
| Mosaic Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 | 300 | &nbsp;&nbsp; 265428 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | 420 | &nbsp;&nbsp; 401956 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | 660 | &nbsp;&nbsp; $680538 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | 400 | &nbsp;&nbsp; 393507 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 | 350 | &nbsp;&nbsp; 359261 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | 213 | &nbsp;&nbsp; 190014 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | 220 | &nbsp;&nbsp; 203385 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | 520 | &nbsp;&nbsp; 459953 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50<sup>(a)</sup> | 513 | &nbsp;&nbsp; 383267 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53<sup>(a)</sup> | 810 | &nbsp;&nbsp; 798453 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | 163 | &nbsp;&nbsp; 149784 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/48<sup>(a)</sup> | 400 | &nbsp;&nbsp; 325089 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | 500 | &nbsp;&nbsp; 421455 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | 1104 | &nbsp;&nbsp; 920621 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | 577 | &nbsp;&nbsp; 424844 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 | 200 | &nbsp;&nbsp; 133621 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 | 725 | &nbsp;&nbsp; 439141 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/41 | 295 | &nbsp;&nbsp; 199067 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46<sup>(a)</sup> | 820 | &nbsp;&nbsp; 706295 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | 265 | &nbsp;&nbsp; 206564 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | 520 | &nbsp;&nbsp; 318820 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/61 | 470 | &nbsp;&nbsp; 276760 |
|  |  | &nbsp;&nbsp; 30235096 |
| **Commercial Services & Supplies — 1.3%** | **Commercial Services & Supplies — 1.3%** | **Commercial Services & Supplies — 1.3%** |
| American University, Series 2019, 3.67%, 04/01/49 | 111 | &nbsp;&nbsp; 82273 |
| Brown University, Series A, 2.92%, 09/01/50 | 610 | &nbsp;&nbsp; 400245 |
| California Endowment, Series 2021, 2.50%, 04/01/51 | 300 | &nbsp;&nbsp; 170926 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/2111 | 350 | &nbsp;&nbsp; 281134 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/2119 | 1229 | &nbsp;&nbsp; 769676 |
| &nbsp;&nbsp;&nbsp; Case Western Reserve University, Series 2022-C, <br> 5.41%, 06/01/2122<br>| 279 | &nbsp;&nbsp; 257235 |
| Claremont Mckenna College, 3.78%, 01/01/2122 | 100 | &nbsp;&nbsp; 63649 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | 125 | &nbsp;&nbsp; 88410 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55 | 1280 | &nbsp;&nbsp; 786333 |
| Emory University, Series 2020, 2.97%, 09/01/50 | 288 | &nbsp;&nbsp; 187301 |
| Ford Foundation, Series 2020, 2.82%, 06/01/70 | 620 | &nbsp;&nbsp; 342617 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | 150 | &nbsp;&nbsp; 137754 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | 400 | &nbsp;&nbsp; 248073 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54<sup>(a)</sup> | 745 | &nbsp;&nbsp; 748662 |
| George Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/15/45 | 251 | &nbsp;&nbsp; 225243 |
| &nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44 | 163 | &nbsp;&nbsp; 136697 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | 606 | &nbsp;&nbsp; 484858 |
| Georgetown University |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.94%, 04/01/50 | 102 | &nbsp;&nbsp; 63884 |
| &nbsp;&nbsp;&nbsp; Series B, 4.32%, 04/01/49 | 225 | &nbsp;&nbsp; 182883 |
| Global Payments, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | 543 | &nbsp;&nbsp; 398484 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52 | 685 | &nbsp;&nbsp; 651059 |
| Howard University, Series 22A, 5.21%, 10/01/52 | 64 | &nbsp;&nbsp; 54597 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013, 4.08%, 07/01/53 | 225 | &nbsp;&nbsp; 178708 |
| &nbsp;&nbsp;&nbsp; Series A, 2.81%, 01/01/60 | 150 | &nbsp;&nbsp; 87742 |
| Leland Stanford Junior University |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | 695 | &nbsp;&nbsp; 533780 |
| &nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | 600 | &nbsp;&nbsp; 354342 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38 | $1967 | &nbsp;&nbsp; $1783426 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | 130 | &nbsp;&nbsp; 86682 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | 488 | &nbsp;&nbsp; 484255 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | 275 | &nbsp;&nbsp; 227209 |
| &nbsp;&nbsp;&nbsp; 3.89%, 07/01/2116 | 300 | &nbsp;&nbsp; 206032 |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | 116 | &nbsp;&nbsp; 77467 |
| &nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51<sup>(a)</sup> | 101 | &nbsp;&nbsp; 56580 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/19/41<sup>(a)</sup> | 697 | &nbsp;&nbsp; 487555 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | 600 | &nbsp;&nbsp; 566996 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | 300 | &nbsp;&nbsp; 265152 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 364 | &nbsp;&nbsp; 242170 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | 316 | &nbsp;&nbsp; 232395 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61<sup>(a)</sup> | 384 | &nbsp;&nbsp; 236805 |
| &nbsp;&nbsp;&nbsp; Northeastern University, Series 2020, 2.89%, <br> 10/01/50<sup>(a)</sup><br>| 275 | &nbsp;&nbsp; 180637 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; 4.94%, 12/01/35 | 550 | &nbsp;&nbsp; 553082 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.66%, 12/01/57<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 712989 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50<sup>(a)</sup> | 1175 | &nbsp;&nbsp; 804228 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 | 830 | &nbsp;&nbsp; 758029 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54<sup>(a)</sup> | 350 | &nbsp;&nbsp; 340429 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | 755 | &nbsp;&nbsp; 691954 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | 200 | &nbsp;&nbsp; 193671 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | 1513 | &nbsp;&nbsp; 1077110 |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50<sup>(a)</sup> | 133 | &nbsp;&nbsp; 79685 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/52 | 100 | &nbsp;&nbsp; 75362 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56<sup>(a)</sup> | 579 | &nbsp;&nbsp; 391418 |
| Quanta Services, Inc., 3.05%, 10/01/41 | 151 | &nbsp;&nbsp; 108030 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation, Series 2020, 2.49%, <br> 10/01/50<br>| 704 | &nbsp;&nbsp; 418297 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | 545 | &nbsp;&nbsp; 382092 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | 849 | &nbsp;&nbsp; 637091 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | 763 | &nbsp;&nbsp; 388722 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | 225 | &nbsp;&nbsp; 168408 |
| Thomas Jefferson University, 3.85%, 11/01/57 | 43 | &nbsp;&nbsp; 30077 |
| TR Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/35 | 350 | &nbsp;&nbsp; 353475 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/40 | 500 | &nbsp;&nbsp; 509120 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 | 279 | &nbsp;&nbsp; 272161 |
| Trustees of Boston College, 3.13%, 07/01/52<sup>(a)</sup> | 413 | &nbsp;&nbsp; 281575 |
| &nbsp;&nbsp;&nbsp; Trustees of Columbia University in the City of New <br> York, Series 2024, 4.36%, 10/01/35<sup>(a)</sup><br>| 270 | &nbsp;&nbsp; 257319 |
| Trustees of Princeton University |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | 263 | &nbsp;&nbsp; 277421 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/52 | 1000 | &nbsp;&nbsp; 824392 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50<sup>(a)</sup> | 346 | &nbsp;&nbsp; 209579 |
| Trustees of the University of Pennsylvania |  |  |
| &nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119 | 228 | &nbsp;&nbsp; 143818 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | 674 | &nbsp;&nbsp; 389874 |
| University of Chicago |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/53 | 100 | &nbsp;&nbsp; 77645 |
| &nbsp;&nbsp;&nbsp; Series C, 2.55%, 04/01/50 | 164 | &nbsp;&nbsp; 104681 |
| University of Miami, Series 2022, 4.06%, 04/01/52<sup>(a)</sup> | 500 | &nbsp;&nbsp; 392195 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015, 3.44%, 02/15/45 | 400 | &nbsp;&nbsp; 305573 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.39%, 02/15/48 | 278 | &nbsp;&nbsp; 204107 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 10/01/39 | 780 | &nbsp;&nbsp; $623190 |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | 63 | &nbsp;&nbsp; 39223 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53<sup>(a)</sup> | 365 | &nbsp;&nbsp; 333158 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/2111<sup>(a)</sup> | 175 | &nbsp;&nbsp; 159177 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.84%, 10/01/47 | 1000 | &nbsp;&nbsp; 782463 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51 | 983 | &nbsp;&nbsp; 631716 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120<sup>(a)</sup> | 61 | &nbsp;&nbsp; 34653 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | 300 | &nbsp;&nbsp; 287590 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | 372 | &nbsp;&nbsp; 263234 |
| Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | 129 | &nbsp;&nbsp; 97113 |
| &nbsp;&nbsp;&nbsp; Series 2022, 3.52%, 04/15/54 | 1450 | &nbsp;&nbsp; 1035135 |
| William Marsh Rice University |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/15/45 | 375 | &nbsp;&nbsp; 294479 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/15/55 | 265 | &nbsp;&nbsp; 198513 |
| Yale University, Series 2020, 2.40%, 04/15/50<sup>(a)</sup> | 113 | &nbsp;&nbsp; 66871 |
|  |  | &nbsp;&nbsp; 30310050 |
| **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** |
| Juniper Networks, Inc., 5.95%, 03/15/41 | 413 | &nbsp;&nbsp; 408290 |
| Motorola Solutions, Inc., 5.50%, 09/01/44 | 300 | &nbsp;&nbsp; 292506 |
|  |  | &nbsp;&nbsp; 700796 |
| **Consumer Finance — 0.4%** | **Consumer Finance — 0.4%** | **Consumer Finance — 0.4%** |
| American Express Co., 4.05%, 12/03/42 | 825 | &nbsp;&nbsp; 693829 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | 650 | &nbsp;&nbsp; 511471 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | 550 | &nbsp;&nbsp; 438416 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | 713 | &nbsp;&nbsp; 536436 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | 1444 | &nbsp;&nbsp; 1121378 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51<sup>(a)</sup> | 404 | &nbsp;&nbsp; 262387 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | 1213 | &nbsp;&nbsp; 1146197 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | 729 | &nbsp;&nbsp; 544278 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | 2700 | &nbsp;&nbsp; 2323014 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | 776 | &nbsp;&nbsp; 599134 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | 1936 | &nbsp;&nbsp; 1038058 |
| Western Union Co., 6.20%, 11/17/36<sup>(a)</sup> | 433 | &nbsp;&nbsp; 436501 |
|  |  | &nbsp;&nbsp; 9651099 |
| **Consumer Staples Distribution & Retail — 0.7%** | **Consumer Staples Distribution & Retail — 0.7%** | **Consumer Staples Distribution & Retail — 0.7%** |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | 454 | &nbsp;&nbsp; 342315 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52<sup>(a)</sup> | 300 | &nbsp;&nbsp; 276766 |
| Dollar Tree, Inc., 3.38%, 12/01/51 | 429 | &nbsp;&nbsp; 273074 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36<sup>(a)</sup> | 300 | &nbsp;&nbsp; 303344 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/37 | 400 | &nbsp;&nbsp; 444586 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | 455 | &nbsp;&nbsp; 523662 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | 1100 | &nbsp;&nbsp; 920299 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | 452 | &nbsp;&nbsp; 338213 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | 638 | &nbsp;&nbsp; 495967 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | 625 | &nbsp;&nbsp; 395507 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(a)</sup> | 1025 | &nbsp;&nbsp; 907322 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | 925 | &nbsp;&nbsp; 959898 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | 1000 | &nbsp;&nbsp; 1137515 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/15/38 | 650 | &nbsp;&nbsp; 721775 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | 200 | &nbsp;&nbsp; 180833 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40 | 359 | &nbsp;&nbsp; 378366 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/40 | 350 | &nbsp;&nbsp; 349382 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/41 | 575 | &nbsp;&nbsp; 599995 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| Walmart, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | 1004 | &nbsp;&nbsp; $703750 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/11/43 | 175 | &nbsp;&nbsp; 147474 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/22/44 | 300 | &nbsp;&nbsp; 264740 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/15/47 | 250 | &nbsp;&nbsp; 190761 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 | 2093 | &nbsp;&nbsp; 1713999 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 | 675 | &nbsp;&nbsp; 451554 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 | 1292 | &nbsp;&nbsp; 797869 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52<sup>(a)</sup> | 800 | &nbsp;&nbsp; 694550 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 | 1500 | &nbsp;&nbsp; 1303509 |
|  |  | &nbsp;&nbsp; 15817025 |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | 538 | &nbsp;&nbsp; 411469 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | 445 | &nbsp;&nbsp; 278415 |
| Smurfit Kappa Treasury ULC, 5.78%, 04/03/54<sup>(a)</sup> | 950 | &nbsp;&nbsp; 946219 |
| Sonoco Products Co., 5.75%, 11/01/40 | 450 | &nbsp;&nbsp; 444497 |
|  |  | &nbsp;&nbsp; 2080600 |
| **Distributors — 0.1%** | **Distributors — 0.1%** | **Distributors — 0.1%** |
| WW Grainger, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | 686 | &nbsp;&nbsp; 603307 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 350 | &nbsp;&nbsp; 270561 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | 450 | &nbsp;&nbsp; 367167 |
|  |  | &nbsp;&nbsp; 1241035 |
| **Diversified REITs — 0.7%** | **Diversified REITs — 0.7%** | **Diversified REITs — 0.7%** |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | 500 | &nbsp;&nbsp; 362538 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | 978 | &nbsp;&nbsp; 634644 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51<sup>(a)</sup> | 1345 | &nbsp;&nbsp; 844811 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance, Inc., <br> 3.45%, 04/15/50<br>| 725 | &nbsp;&nbsp; 492703 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | 873 | &nbsp;&nbsp; 748735 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | 481 | &nbsp;&nbsp; 333120 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | 329 | &nbsp;&nbsp; 229469 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54<sup>(a)</sup> | 915 | &nbsp;&nbsp; 922974 |
| &nbsp;&nbsp;&nbsp; 5.81%, 03/03/55 | 375 | &nbsp;&nbsp; 369781 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41<sup>(a)</sup> | 1609 | &nbsp;&nbsp; 1149507 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | 300 | &nbsp;&nbsp; 257687 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | 450 | &nbsp;&nbsp; 403637 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 250 | &nbsp;&nbsp; 186452 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | 500 | &nbsp;&nbsp; 382856 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51<sup>(a)</sup> | 750 | &nbsp;&nbsp; 491480 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | 664 | &nbsp;&nbsp; 416401 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | 350 | &nbsp;&nbsp; 213687 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52<sup>(a)</sup> | 535 | &nbsp;&nbsp; 356507 |
| Federal Realty OP LP, 4.50%, 12/01/44 | 100 | &nbsp;&nbsp; 84381 |
| &nbsp;&nbsp;&nbsp; GLP Capital LP/GLP Financing II, Inc., 6.25%, <br> 09/15/54<sup>(a)</sup><br>| 200 | &nbsp;&nbsp; 197160 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36<sup>(a)</sup> | 350 | &nbsp;&nbsp; 350666 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45<sup>(a)</sup> | 500 | &nbsp;&nbsp; 410724 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | 250 | &nbsp;&nbsp; 197065 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | 408 | &nbsp;&nbsp; 339643 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | 413 | &nbsp;&nbsp; 299971 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | 196 | &nbsp;&nbsp; 161463 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | 100 | &nbsp;&nbsp; 64672 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | 700 | &nbsp;&nbsp; 449701 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Prologis LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50<sup>(a)</sup> | 300 | &nbsp;&nbsp; $158100 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | 985 | &nbsp;&nbsp; 919972 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | 875 | &nbsp;&nbsp; 816624 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | 463 | &nbsp;&nbsp; 384325 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | 300 | &nbsp;&nbsp; 255971 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | 629 | &nbsp;&nbsp; 575896 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54 | 520 | &nbsp;&nbsp; 509792 |
| Weyerhaeuser Co., 4.00%, 03/09/52<sup>(a)</sup> | 600 | &nbsp;&nbsp; 452534 |
|  |  | &nbsp;&nbsp; 15425649 |
| **Diversified Telecommunication Services — 3.7%** | **Diversified Telecommunication Services — 3.7%** | **Diversified Telecommunication Services — 3.7%** |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 | 950 | &nbsp;&nbsp; 941858 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | 925 | &nbsp;&nbsp; 881021 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/38 | 300 | &nbsp;&nbsp; 320636 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/15/39<sup>(a)</sup> | 300 | &nbsp;&nbsp; 325996 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | 1500 | &nbsp;&nbsp; 1406436 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40 | 550 | &nbsp;&nbsp; 531154 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | 100 | &nbsp;&nbsp; 106564 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 2600 | &nbsp;&nbsp; 2032693 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/41 | 500 | &nbsp;&nbsp; 490346 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | 750 | &nbsp;&nbsp; 631285 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 | 1050 | &nbsp;&nbsp; 757728 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | 405 | &nbsp;&nbsp; 349112 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44<sup>(a)</sup> | 200 | &nbsp;&nbsp; 177035 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | 250 | &nbsp;&nbsp; 206169 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | 2000 | &nbsp;&nbsp; 1743287 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | 780 | &nbsp;&nbsp; 713984 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/47 | 900 | &nbsp;&nbsp; 894509 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 | 300 | &nbsp;&nbsp; 283134 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | 650 | &nbsp;&nbsp; 536992 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | 1050 | &nbsp;&nbsp; 869516 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/50<sup>(a)</sup> | 500 | &nbsp;&nbsp; 447942 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | 2150 | &nbsp;&nbsp; 1515182 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52<sup>(a)</sup> | 1450 | &nbsp;&nbsp; 948269 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | 7664 | &nbsp;&nbsp; 5170074 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55<sup>(a)</sup> | 7333 | &nbsp;&nbsp; 4917660 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 | 1615 | &nbsp;&nbsp; 1636863 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/57<sup>(a)</sup> | 350 | &nbsp;&nbsp; 335059 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | 6399 | &nbsp;&nbsp; 4456499 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | 5986 | &nbsp;&nbsp; 3991405 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | 1300 | &nbsp;&nbsp; 899932 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61<sup>(a)</sup> | 850 | &nbsp;&nbsp; 542515 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | 1035 | &nbsp;&nbsp; 833520 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | 273 | &nbsp;&nbsp; 210276 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/17/51 | 200 | &nbsp;&nbsp; 139551 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | 441 | &nbsp;&nbsp; 301724 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(a)</sup> | 675 | &nbsp;&nbsp; 631667 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | 1609 | &nbsp;&nbsp; 1715953 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 1777 | &nbsp;&nbsp; 1818598 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | 1805 | &nbsp;&nbsp; 1737409 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | 555 | &nbsp;&nbsp; 549687 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | 860 | &nbsp;&nbsp; 827400 |
| Nokia OYJ, 6.63%, 05/15/39 | 400 | &nbsp;&nbsp; 407505 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | 1915 | &nbsp;&nbsp; 2118096 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | 355 | &nbsp;&nbsp; 318555 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47<sup>(a)</sup> | 1867 | &nbsp;&nbsp; 1649301 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Telefonica Emisiones SA (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | 882 | &nbsp;&nbsp; $742412 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49<sup>(a)</sup> | 1200 | &nbsp;&nbsp; 1095787 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35<sup>(a)</sup> | 350 | &nbsp;&nbsp; 368114 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | 950 | &nbsp;&nbsp; 874603 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | 1250 | &nbsp;&nbsp; 1239192 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(d)</sup> | 1000 | &nbsp;&nbsp; 998080 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | 1342 | &nbsp;&nbsp; 1250580 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | 3138 | &nbsp;&nbsp; 2201476 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | 3486 | &nbsp;&nbsp; 2692483 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | 1288 | &nbsp;&nbsp; 910090 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | 400 | &nbsp;&nbsp; 359069 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | 463 | &nbsp;&nbsp; 368070 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | 500 | &nbsp;&nbsp; 544666 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | 950 | &nbsp;&nbsp; 757947 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | 2084 | &nbsp;&nbsp; 1848772 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47<sup>(a)</sup> | 500 | &nbsp;&nbsp; 481825 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48<sup>(a)</sup> | 1250 | &nbsp;&nbsp; 1043423 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49<sup>(a)</sup> | 400 | &nbsp;&nbsp; 360871 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | 1279 | &nbsp;&nbsp; 974430 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50<sup>(a)</sup> | 2123 | &nbsp;&nbsp; 1316078 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | 4149 | &nbsp;&nbsp; 2952011 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52<sup>(a)</sup> | 1722 | &nbsp;&nbsp; 1276726 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54<sup>(a)</sup> | 360 | &nbsp;&nbsp; 346195 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | 1100 | &nbsp;&nbsp; 976943 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55<sup>(a)</sup> | 900 | &nbsp;&nbsp; 757142 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56<sup>(a)</sup> | 4114 | &nbsp;&nbsp; 2467241 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(a)</sup> | 2025 | &nbsp;&nbsp; 1190778 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61<sup>(a)</sup> | 3287 | &nbsp;&nbsp; 2258625 |
|  |  | &nbsp;&nbsp; 84973726 |
| **Electric Utilities — 11.0%** | **Electric Utilities — 11.0%** | **Electric Utilities — 11.0%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/47 | 250 | &nbsp;&nbsp; 182627 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | 379 | &nbsp;&nbsp; 251525 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | 280 | &nbsp;&nbsp; 251694 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 | 300 | &nbsp;&nbsp; 227173 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | 263 | &nbsp;&nbsp; 178407 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 200 | &nbsp;&nbsp; 156795 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 600 | &nbsp;&nbsp; 452714 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | 200 | &nbsp;&nbsp; 161116 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 | 829 | &nbsp;&nbsp; 616087 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | 164 | &nbsp;&nbsp; 108796 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53<sup>(a)</sup> | 700 | &nbsp;&nbsp; 672416 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | 413 | &nbsp;&nbsp; 302767 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | 379 | &nbsp;&nbsp; 231027 |
| &nbsp;&nbsp;&nbsp; Series O, 4.50%, 06/15/52 | 450 | &nbsp;&nbsp; 376733 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/38 | 179 | &nbsp;&nbsp; 192061 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/39 | 450 | &nbsp;&nbsp; 477898 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/01/42 | 600 | &nbsp;&nbsp; 480527 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/44 | 375 | &nbsp;&nbsp; 307407 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | 268 | &nbsp;&nbsp; 207679 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/02/46 | 213 | &nbsp;&nbsp; 178259 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | 570 | &nbsp;&nbsp; 404643 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51<sup>(a)</sup> | 921 | &nbsp;&nbsp; 611300 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | 675 | &nbsp;&nbsp; 435778 |
| &nbsp;&nbsp;&nbsp; Series A, 4.30%, 07/15/48 | 100 | &nbsp;&nbsp; 82620 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 12/01/47 | 277 | &nbsp;&nbsp; 208343 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | $463 | &nbsp;&nbsp; $377016 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 675 | &nbsp;&nbsp; 506942 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 475 | &nbsp;&nbsp; 400800 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | 147 | &nbsp;&nbsp; 98892 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/51 | 175 | &nbsp;&nbsp; 108946 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | 400 | &nbsp;&nbsp; 408225 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | 950 | &nbsp;&nbsp; 935263 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | 575 | &nbsp;&nbsp; 572706 |
| American Electric Power Co., Inc., 3.25%, 03/01/50 | 529 | &nbsp;&nbsp; 343560 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/38 | 400 | &nbsp;&nbsp; 444365 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44<sup>(a)</sup> | 263 | &nbsp;&nbsp; 215910 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/45 | 400 | &nbsp;&nbsp; 325523 |
| &nbsp;&nbsp;&nbsp; Series Y, 4.50%, 03/01/49 | 350 | &nbsp;&nbsp; 282585 |
| &nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50 | 425 | &nbsp;&nbsp; 297909 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/41 | 263 | &nbsp;&nbsp; 239336 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | 329 | &nbsp;&nbsp; 279142 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | 350 | &nbsp;&nbsp; 283914 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 325 | &nbsp;&nbsp; 241503 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 263 | &nbsp;&nbsp; 203452 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/49 | 300 | &nbsp;&nbsp; 234809 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 211 | &nbsp;&nbsp; 143136 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | 650 | &nbsp;&nbsp; 438964 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/50<sup>(a)</sup> | 450 | &nbsp;&nbsp; 264958 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | 496 | &nbsp;&nbsp; 403746 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 300 | &nbsp;&nbsp; 222546 |
| Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | 388 | &nbsp;&nbsp; 422676 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | 279 | &nbsp;&nbsp; 203486 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 400 | &nbsp;&nbsp; 303041 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | 250 | &nbsp;&nbsp; 201255 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | 595 | &nbsp;&nbsp; 399476 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 421 | &nbsp;&nbsp; 262003 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 630 | &nbsp;&nbsp; 530571 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | 710 | &nbsp;&nbsp; 679063 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 650 | &nbsp;&nbsp; 642840 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | 1188 | &nbsp;&nbsp; 1268754 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | 454 | &nbsp;&nbsp; 480048 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | 713 | &nbsp;&nbsp; 672085 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 179 | &nbsp;&nbsp; 154139 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | 763 | &nbsp;&nbsp; 570424 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | 1113 | &nbsp;&nbsp; 924223 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | 579 | &nbsp;&nbsp; 461447 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | 1629 | &nbsp;&nbsp; 1001805 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | 1129 | &nbsp;&nbsp; 946791 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/46 | 250 | &nbsp;&nbsp; 194767 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 | 213 | &nbsp;&nbsp; 154143 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | 526 | &nbsp;&nbsp; 402958 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | 550 | &nbsp;&nbsp; 475275 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 413 | &nbsp;&nbsp; 321828 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53<sup>(a)</sup> | 260 | &nbsp;&nbsp; 248646 |
| &nbsp;&nbsp;&nbsp; Series AC, 4.25%, 02/01/49 | 650 | &nbsp;&nbsp; 527386 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50<sup>(a)</sup> | 25 | &nbsp;&nbsp; 15753 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | 663 | &nbsp;&nbsp; 459601 |
| &nbsp;&nbsp;&nbsp; Series AH, 3.60%, 03/01/52 | 450 | &nbsp;&nbsp; 325119 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | 200 | &nbsp;&nbsp; 177502 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Cleco Corporate Holdings LLC, 4.97%, 05/01/46 | $300 | &nbsp;&nbsp; $253625 |
| Cleveland Electric Illuminating Co., 5.95%, 12/15/36 | 280 | &nbsp;&nbsp; 288374 |
| CMS Energy Corp., 4.88%, 03/01/44 | 250 | &nbsp;&nbsp; 221146 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | 900 | &nbsp;&nbsp; 952846 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | 100 | &nbsp;&nbsp; 109670 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | 320 | &nbsp;&nbsp; 254507 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | 175 | &nbsp;&nbsp; 153202 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 213 | &nbsp;&nbsp; 164006 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | 800 | &nbsp;&nbsp; 674640 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | 620 | &nbsp;&nbsp; 468005 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 429 | &nbsp;&nbsp; 338068 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | 529 | &nbsp;&nbsp; 410611 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | 263 | &nbsp;&nbsp; 169974 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | 365 | &nbsp;&nbsp; 343899 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 495 | &nbsp;&nbsp; 490141 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | 530 | &nbsp;&nbsp; 549739 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | 400 | &nbsp;&nbsp; 303008 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | 605 | &nbsp;&nbsp; 408557 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | 879 | &nbsp;&nbsp; 580254 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | 513 | &nbsp;&nbsp; 310748 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | 659 | &nbsp;&nbsp; 494560 |
| Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | 600 | &nbsp;&nbsp; 507517 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 710 | &nbsp;&nbsp; 555063 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | 400 | &nbsp;&nbsp; 372933 |
| &nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | 300 | &nbsp;&nbsp; 244388 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | 400 | &nbsp;&nbsp; 406732 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | 572 | &nbsp;&nbsp; 464811 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | 688 | &nbsp;&nbsp; 593743 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | 663 | &nbsp;&nbsp; 567040 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | 429 | &nbsp;&nbsp; 331426 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | 550 | &nbsp;&nbsp; 363920 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | 800 | &nbsp;&nbsp; 840126 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | 725 | &nbsp;&nbsp; 738494 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 | 775 | &nbsp;&nbsp; 769621 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | 725 | &nbsp;&nbsp; 608545 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | 229 | &nbsp;&nbsp; 185149 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | 680 | &nbsp;&nbsp; 469833 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61<sup>(a)</sup> | 720 | &nbsp;&nbsp; 489821 |
| &nbsp;&nbsp;&nbsp; Series 2006-A, 5.85%, 03/15/36 | 625 | &nbsp;&nbsp; 653424 |
| &nbsp;&nbsp;&nbsp; Series 2006-B, 6.20%, 06/15/36<sup>(a)</sup> | 75 | &nbsp;&nbsp; 80521 |
| &nbsp;&nbsp;&nbsp; Series 2007-A, 6.30%, 08/15/37 | 493 | &nbsp;&nbsp; 534615 |
| &nbsp;&nbsp;&nbsp; Series 2008-B, 6.75%, 04/01/38 | 800 | &nbsp;&nbsp; 905467 |
| &nbsp;&nbsp;&nbsp; Series 2009-C, 5.50%, 12/01/39 | 867 | &nbsp;&nbsp; 868385 |
| &nbsp;&nbsp;&nbsp; Series 2012-A, 4.20%, 03/15/42 | 329 | &nbsp;&nbsp; 279770 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | 600 | &nbsp;&nbsp; 456817 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | 1154 | &nbsp;&nbsp; 894594 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | 313 | &nbsp;&nbsp; 246186 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | 213 | &nbsp;&nbsp; 166924 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | 370 | &nbsp;&nbsp; 272170 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | 660 | &nbsp;&nbsp; 391146 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | 463 | &nbsp;&nbsp; 399366 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 647 | &nbsp;&nbsp; 688085 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | 413 | &nbsp;&nbsp; 413340 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | 619 | &nbsp;&nbsp; 608015 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | 490 | &nbsp;&nbsp; 529617 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/54 | 1000 | &nbsp;&nbsp; 981659 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | 300 | &nbsp;&nbsp; 244014 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Consumers Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/46 | $600 | &nbsp;&nbsp; $435623 |
| &nbsp;&nbsp;&nbsp; 3.95%, 07/15/47 | 300 | &nbsp;&nbsp; 238006 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/15/48<sup>(a)</sup> | 650 | &nbsp;&nbsp; 520425 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | 429 | &nbsp;&nbsp; 357978 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/50 | 250 | &nbsp;&nbsp; 186773 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | 590 | &nbsp;&nbsp; 393950 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | 529 | &nbsp;&nbsp; 385747 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/52<sup>(a)</sup> | 134 | &nbsp;&nbsp; 81358 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 | 710 | &nbsp;&nbsp; 575241 |
| Dayton Power & Light Co., 3.95%, 06/15/49 | 300 | &nbsp;&nbsp; 220814 |
| Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/15/38<sup>(a)</sup> | 100 | &nbsp;&nbsp; 105784 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | 579 | &nbsp;&nbsp; 573453 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 563 | &nbsp;&nbsp; 494740 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 | 440 | &nbsp;&nbsp; 473174 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | 613 | &nbsp;&nbsp; 544433 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | 163 | &nbsp;&nbsp; 184095 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 | 329 | &nbsp;&nbsp; 281584 |
| &nbsp;&nbsp;&nbsp; Series A, 4.60%, 03/15/49 | 513 | &nbsp;&nbsp; 419250 |
| &nbsp;&nbsp;&nbsp; Series B, 3.30%, 04/15/41 | 325 | &nbsp;&nbsp; 239736 |
| &nbsp;&nbsp;&nbsp; Series B, 4.85%, 08/15/52 | 800 | &nbsp;&nbsp; 676367 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41 | 509 | &nbsp;&nbsp; 457775 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/01/44 | 400 | &nbsp;&nbsp; 335638 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | 434 | &nbsp;&nbsp; 336272 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | 163 | &nbsp;&nbsp; 124830 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 330 | &nbsp;&nbsp; 250438 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | 750 | &nbsp;&nbsp; 587677 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | 529 | &nbsp;&nbsp; 344609 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53<sup>(a)</sup> | 500 | &nbsp;&nbsp; 485177 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 445 | &nbsp;&nbsp; 459008 |
| &nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43 | 397 | &nbsp;&nbsp; 325121 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | 463 | &nbsp;&nbsp; 372239 |
| &nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51 | 479 | &nbsp;&nbsp; 326427 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | 367 | &nbsp;&nbsp; 268462 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | 413 | &nbsp;&nbsp; 436761 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/38 | 900 | &nbsp;&nbsp; 954140 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38 | 511 | &nbsp;&nbsp; 541491 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | 713 | &nbsp;&nbsp; 708668 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | 279 | &nbsp;&nbsp; 238348 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | 513 | &nbsp;&nbsp; 421867 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 | 500 | &nbsp;&nbsp; 386633 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 | 800 | &nbsp;&nbsp; 621678 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 438 | &nbsp;&nbsp; 326326 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | 329 | &nbsp;&nbsp; 257022 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | 669 | &nbsp;&nbsp; 451634 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 425 | &nbsp;&nbsp; 299053 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 392 | &nbsp;&nbsp; 281235 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | 950 | &nbsp;&nbsp; 905246 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | 732 | &nbsp;&nbsp; 704021 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | 779 | &nbsp;&nbsp; 581954 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 | 663 | &nbsp;&nbsp; 572714 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | 1393 | &nbsp;&nbsp; 1028729 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | 413 | &nbsp;&nbsp; 310360 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | 613 | &nbsp;&nbsp; 474811 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 | 679 | &nbsp;&nbsp; 463715 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 | 850 | &nbsp;&nbsp; 742055 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 | 425 | &nbsp;&nbsp; 432141 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Duke Energy Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/54 | $825 | &nbsp;&nbsp; $805955 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | 500 | &nbsp;&nbsp; 543898 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | 1100 | &nbsp;&nbsp; 1200364 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/40 | 300 | &nbsp;&nbsp; 305704 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/15/42 | 200 | &nbsp;&nbsp; 159184 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | 863 | &nbsp;&nbsp; 616006 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/48 | 450 | &nbsp;&nbsp; 358726 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | 425 | &nbsp;&nbsp; 268407 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | 525 | &nbsp;&nbsp; 539705 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53<sup>(a)</sup> | 150 | &nbsp;&nbsp; 159775 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/15/35 | 500 | &nbsp;&nbsp; 531104 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/38 | 275 | &nbsp;&nbsp; 299216 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/01/39 | 200 | &nbsp;&nbsp; 218403 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 463 | &nbsp;&nbsp; 349772 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | 500 | &nbsp;&nbsp; 307102 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | 500 | &nbsp;&nbsp; 475468 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/55 | 260 | &nbsp;&nbsp; 265600 |
| &nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43 | 163 | &nbsp;&nbsp; 148330 |
| &nbsp;&nbsp;&nbsp; Series YYY, 3.25%, 10/01/49 | 800 | &nbsp;&nbsp; 542999 |
| Duke Energy Ohio, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/46 | 163 | &nbsp;&nbsp; 121664 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/01/49 | 300 | &nbsp;&nbsp; 242293 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 | 225 | &nbsp;&nbsp; 222037 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 475 | &nbsp;&nbsp; 461337 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/01/38 | 300 | &nbsp;&nbsp; 323517 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | 922 | &nbsp;&nbsp; 765864 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | 863 | &nbsp;&nbsp; 710361 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | 326 | &nbsp;&nbsp; 275603 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | 313 | &nbsp;&nbsp; 255827 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | 363 | &nbsp;&nbsp; 298239 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | 288 | &nbsp;&nbsp; 217593 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 829 | &nbsp;&nbsp; 605930 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | 413 | &nbsp;&nbsp; 240445 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | 576 | &nbsp;&nbsp; 356740 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 300 | &nbsp;&nbsp; 229687 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | 500 | &nbsp;&nbsp; 473159 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 | 475 | &nbsp;&nbsp; 465173 |
| Emera U.S. Finance LP, 4.75%, 06/15/46 | 988 | &nbsp;&nbsp; 816745 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | 425 | &nbsp;&nbsp; 335958 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51<sup>(a)</sup> | 975 | &nbsp;&nbsp; 573512 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/15/52<sup>(a)</sup> | 338 | &nbsp;&nbsp; 226199 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 | 200 | &nbsp;&nbsp; 198954 |
| Entergy Corp., 3.75%, 06/15/50 | 714 | &nbsp;&nbsp; 509298 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 | 525 | &nbsp;&nbsp; 384279 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | 450 | &nbsp;&nbsp; 399190 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 913 | &nbsp;&nbsp; 726369 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 479 | &nbsp;&nbsp; 378081 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | 643 | &nbsp;&nbsp; 400358 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | 500 | &nbsp;&nbsp; 427141 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | 775 | &nbsp;&nbsp; 764804 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | 525 | &nbsp;&nbsp; 523622 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 | 413 | &nbsp;&nbsp; 308133 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/51 | 325 | &nbsp;&nbsp; 224406 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 | 275 | &nbsp;&nbsp; 273896 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 | 375 | &nbsp;&nbsp; 374193 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 | $425 | &nbsp;&nbsp; $385138 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 | 405 | &nbsp;&nbsp; 284995 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | 300 | &nbsp;&nbsp; 263237 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | 75 | &nbsp;&nbsp; 73705 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | 125 | &nbsp;&nbsp; 119086 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | 575 | &nbsp;&nbsp; 477101 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | 400 | &nbsp;&nbsp; 326517 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | 311 | &nbsp;&nbsp; 253709 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | 113 | &nbsp;&nbsp; 74802 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | 513 | &nbsp;&nbsp; 353300 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 | 345 | &nbsp;&nbsp; 339806 |
| Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | 340 | &nbsp;&nbsp; 328658 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/47 | 250 | &nbsp;&nbsp; 199908 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 150 | &nbsp;&nbsp; 118950 |
| &nbsp;&nbsp;&nbsp; Series 2019, 4.13%, 04/01/49 | 350 | &nbsp;&nbsp; 274166 |
| Eversource Energy, 3.45%, 01/15/50 | 929 | &nbsp;&nbsp; 646381 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | 763 | &nbsp;&nbsp; 692265 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | 300 | &nbsp;&nbsp; 247995 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | 738 | &nbsp;&nbsp; 617543 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52<sup>(a)</sup> | 459 | &nbsp;&nbsp; 350475 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | 975 | &nbsp;&nbsp; 929951 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | 800 | &nbsp;&nbsp; 794053 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 | 750 | &nbsp;&nbsp; 637218 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 | 750 | &nbsp;&nbsp; 504927 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/37 | 300 | &nbsp;&nbsp; 311364 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | 450 | &nbsp;&nbsp; 479283 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | 450 | &nbsp;&nbsp; 474446 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | 513 | &nbsp;&nbsp; 528559 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | 413 | &nbsp;&nbsp; 406803 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | 663 | &nbsp;&nbsp; 561278 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | 700 | &nbsp;&nbsp; 587237 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/42 | 400 | &nbsp;&nbsp; 327085 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | 620 | &nbsp;&nbsp; 510765 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 829 | &nbsp;&nbsp; 626633 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 1163 | &nbsp;&nbsp; 919368 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | 413 | &nbsp;&nbsp; 332102 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | 663 | &nbsp;&nbsp; 519052 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | 883 | &nbsp;&nbsp; 593411 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | 1450 | &nbsp;&nbsp; 907825 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | 795 | &nbsp;&nbsp; 758952 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | 845 | &nbsp;&nbsp; 842044 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | 965 | &nbsp;&nbsp; 974874 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | 600 | &nbsp;&nbsp; 607480 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | 1229 | &nbsp;&nbsp; 1057010 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/43 | 40 | &nbsp;&nbsp; 33924 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52<sup>(a)</sup> | 730 | &nbsp;&nbsp; 681831 |
| &nbsp;&nbsp;&nbsp; Series 2010-C, 4.75%, 09/01/40 | 150 | &nbsp;&nbsp; 139429 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | 775 | &nbsp;&nbsp; 529351 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | 829 | &nbsp;&nbsp; 617830 |
| Iberdrola International BV, 6.75%, 07/15/36 | 500 | &nbsp;&nbsp; 570797 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 220 | &nbsp;&nbsp; 211270 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 | 321 | &nbsp;&nbsp; 318751 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | 430 | &nbsp;&nbsp; 423979 |
| &nbsp;&nbsp;&nbsp; Series K, 4.20%, 03/01/48 | 400 | &nbsp;&nbsp; 321658 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/37 | $513 | &nbsp;&nbsp; $548554 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | 413 | &nbsp;&nbsp; 327418 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 400 | &nbsp;&nbsp; 261675 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/53 | 455 | &nbsp;&nbsp; 445360 |
| &nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46<sup>(a)</sup> | 346 | &nbsp;&nbsp; 292168 |
| &nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47 | 229 | &nbsp;&nbsp; 170522 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/39 | 260 | &nbsp;&nbsp; 274055 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | 313 | &nbsp;&nbsp; 229958 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/49<sup>(a)</sup> | 177 | &nbsp;&nbsp; 124057 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/30/51<sup>(a)</sup> | 355 | &nbsp;&nbsp; 225007 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/54 | 400 | &nbsp;&nbsp; 382394 |
| ITC Holdings Corp., 5.30%, 07/01/43 | 100 | &nbsp;&nbsp; 91674 |
| &nbsp;&nbsp;&nbsp; John Sevier Combined Cycle Generation LLC, 4.63%, <br> 01/15/42<br>| 576 | &nbsp;&nbsp; 551753 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion Turbine <br> Generation LLC, 5.08%, 10/01/54<br>| 497 | &nbsp;&nbsp; 469527 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | 450 | &nbsp;&nbsp; 438265 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | 829 | &nbsp;&nbsp; 697370 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | 375 | &nbsp;&nbsp; 253619 |
| Louisville Gas and Electric Co., 4.25%, 04/01/49 | 454 | &nbsp;&nbsp; 363698 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/35 | 200 | &nbsp;&nbsp; 210854 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/15/36 | 300 | &nbsp;&nbsp; 316876 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | 213 | &nbsp;&nbsp; 192135 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 | 829 | &nbsp;&nbsp; 708324 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 | 325 | &nbsp;&nbsp; 269126 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | 400 | &nbsp;&nbsp; 313303 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | 1013 | &nbsp;&nbsp; 751825 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | 943 | &nbsp;&nbsp; 764927 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | 613 | &nbsp;&nbsp; 412711 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52<sup>(a)</sup> | 425 | &nbsp;&nbsp; 261233 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54<sup>(a)</sup> | 1100 | &nbsp;&nbsp; 1125901 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | 470 | &nbsp;&nbsp; 444967 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | 388 | &nbsp;&nbsp; 331861 |
| &nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51<sup>(a)</sup> | 413 | &nbsp;&nbsp; 270807 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 | 270 | &nbsp;&nbsp; 226477 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | 388 | &nbsp;&nbsp; 321689 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 | 450 | &nbsp;&nbsp; 453140 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50 | 429 | &nbsp;&nbsp; 273296 |
| &nbsp;&nbsp;&nbsp; Series GG, 5.90%, 05/01/53 | 350 | &nbsp;&nbsp; 347737 |
| &nbsp;&nbsp;&nbsp; Series N, 6.65%, 04/01/36 | 100 | &nbsp;&nbsp; 109486 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 554 | &nbsp;&nbsp; 343384 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1193715 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54<sup>(a)</sup> | 700 | &nbsp;&nbsp; 666533 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | 550 | &nbsp;&nbsp; 548210 |
| Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/01/37 | 400 | &nbsp;&nbsp; 434057 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/39 | 350 | &nbsp;&nbsp; 354889 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | 505 | &nbsp;&nbsp; 384406 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/44 | 250 | &nbsp;&nbsp; 205984 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 350 | &nbsp;&nbsp; 281235 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/15/46 | 500 | &nbsp;&nbsp; 375274 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 953 | &nbsp;&nbsp; 704683 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 | 391 | &nbsp;&nbsp; 253939 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | 436 | &nbsp;&nbsp; 262428 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | 495 | &nbsp;&nbsp; 334653 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Northern States Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | $626 | &nbsp;&nbsp; $528130 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | 650 | &nbsp;&nbsp; 602089 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | 420 | &nbsp;&nbsp; 406078 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 700 | &nbsp;&nbsp; 703154 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55<sup>(a)</sup> | 380 | &nbsp;&nbsp; 381005 |
| NorthWestern Corp., 4.18%, 11/15/44 | 350 | &nbsp;&nbsp; 282467 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | 100 | &nbsp;&nbsp; 100003 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | 250 | &nbsp;&nbsp; 210516 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | 250 | &nbsp;&nbsp; 164283 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 231 | &nbsp;&nbsp; 191193 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 425 | &nbsp;&nbsp; 377410 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/39 | 450 | &nbsp;&nbsp; 458081 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/40 | 300 | &nbsp;&nbsp; 289914 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | 479 | &nbsp;&nbsp; 393042 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 | 329 | &nbsp;&nbsp; 290568 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 | 163 | &nbsp;&nbsp; 114850 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/50 | 400 | &nbsp;&nbsp; 357639 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 | 425 | &nbsp;&nbsp; 434806 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/54 | 450 | &nbsp;&nbsp; 433763 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 | 125 | &nbsp;&nbsp; 123115 |
| Ohio Edison Co., 6.88%, 07/15/36 | 200 | &nbsp;&nbsp; 225242 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | 404 | &nbsp;&nbsp; 311111 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | 400 | &nbsp;&nbsp; 301625 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | 609 | &nbsp;&nbsp; 368566 |
| Oklahoma Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/47 | 450 | &nbsp;&nbsp; 359364 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/47 | 150 | &nbsp;&nbsp; 114742 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 | 395 | &nbsp;&nbsp; 384152 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(a)</sup> | 380 | &nbsp;&nbsp; 379197 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | 463 | &nbsp;&nbsp; 454184 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | 450 | &nbsp;&nbsp; 396789 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | 345 | &nbsp;&nbsp; 330056 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | 563 | &nbsp;&nbsp; 432996 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | 404 | &nbsp;&nbsp; 304338 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | 413 | &nbsp;&nbsp; 325555 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | 679 | &nbsp;&nbsp; 505452 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49<sup>(a)</sup> | 1009 | &nbsp;&nbsp; 662957 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/50 | 470 | &nbsp;&nbsp; 342089 |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | 626 | &nbsp;&nbsp; 368647 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | 200 | &nbsp;&nbsp; 167574 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 450 | &nbsp;&nbsp; 401021 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52<sup>(a)</sup> | 300 | &nbsp;&nbsp; 281701 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | 700 | &nbsp;&nbsp; 679861 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(a)(d)</sup> | 650 | &nbsp;&nbsp; 653789 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | 2084 | &nbsp;&nbsp; 1761383 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | 941 | &nbsp;&nbsp; 687404 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | 712 | &nbsp;&nbsp; 554948 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | 425 | &nbsp;&nbsp; 336378 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/42 | 350 | &nbsp;&nbsp; 252881 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 275 | &nbsp;&nbsp; 220912 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | 613 | &nbsp;&nbsp; 507203 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | 376 | &nbsp;&nbsp; 285119 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | 325 | &nbsp;&nbsp; 241360 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 510 | &nbsp;&nbsp; 364862 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 905 | &nbsp;&nbsp; 644562 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | 3171 | &nbsp;&nbsp; 2622182 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | 2495 | &nbsp;&nbsp; 1633186 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Pacific Gas and Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | $543 | &nbsp;&nbsp; $456834 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | 930 | &nbsp;&nbsp; 965554 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | 665 | &nbsp;&nbsp; 676760 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | 850 | &nbsp;&nbsp; 796423 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | 475 | &nbsp;&nbsp; 456245 |
| PacifiCorp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/01/36 | 400 | &nbsp;&nbsp; 415760 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/37 | 500 | &nbsp;&nbsp; 505492 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/37 | 100 | &nbsp;&nbsp; 104827 |
| &nbsp;&nbsp;&nbsp; 6.35%, 07/15/38 | 243 | &nbsp;&nbsp; 256620 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | 125 | &nbsp;&nbsp; 128627 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 | 363 | &nbsp;&nbsp; 290558 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 | 429 | &nbsp;&nbsp; 325641 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | 763 | &nbsp;&nbsp; 578493 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 | 625 | &nbsp;&nbsp; 398000 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 | 976 | &nbsp;&nbsp; 576780 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | 1150 | &nbsp;&nbsp; 1026491 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54<sup>(a)</sup> | 1135 | &nbsp;&nbsp; 1036782 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 | 1400 | &nbsp;&nbsp; 1332708 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/36 | 360 | &nbsp;&nbsp; 381659 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 | 275 | &nbsp;&nbsp; 226973 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/47 | 300 | &nbsp;&nbsp; 226621 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | 829 | &nbsp;&nbsp; 646528 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | 226 | &nbsp;&nbsp; 147336 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | 225 | &nbsp;&nbsp; 140647 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | 332 | &nbsp;&nbsp; 214983 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | 443 | &nbsp;&nbsp; 277823 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | 300 | &nbsp;&nbsp; 256390 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | 400 | &nbsp;&nbsp; 328883 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | 655 | &nbsp;&nbsp; 618492 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | 450 | &nbsp;&nbsp; 498461 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | 613 | &nbsp;&nbsp; 508140 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | 300 | &nbsp;&nbsp; 290718 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | 250 | &nbsp;&nbsp; 273052 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | 363 | &nbsp;&nbsp; 327629 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 | 300 | &nbsp;&nbsp; 250754 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | 300 | &nbsp;&nbsp; 249556 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | 100 | &nbsp;&nbsp; 79090 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | 500 | &nbsp;&nbsp; 404436 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | 110 | &nbsp;&nbsp; 71764 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | 700 | &nbsp;&nbsp; 666532 |
| Progress Energy, Inc., 6.00%, 12/01/39 | 800 | &nbsp;&nbsp; 829712 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/38 | 200 | &nbsp;&nbsp; 219650 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 463 | &nbsp;&nbsp; 354763 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 | 300 | &nbsp;&nbsp; 245806 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | 229 | &nbsp;&nbsp; 170763 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/48 | 300 | &nbsp;&nbsp; 231838 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 | 329 | &nbsp;&nbsp; 251643 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | 550 | &nbsp;&nbsp; 504545 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | 650 | &nbsp;&nbsp; 641937 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 650 | &nbsp;&nbsp; 648095 |
| &nbsp;&nbsp;&nbsp; Series 17, 744448BZ3, 6.25%, 09/01/37 | 300 | &nbsp;&nbsp; 319783 |
| &nbsp;&nbsp;&nbsp; Series 34, 3.20%, 03/01/50 | 600 | &nbsp;&nbsp; 396767 |
| &nbsp;&nbsp;&nbsp; Series 36, 2.70%, 01/15/51 | 360 | &nbsp;&nbsp; 211802 |
| &nbsp;&nbsp;&nbsp; Series 39, 4.50%, 06/01/52 | 500 | &nbsp;&nbsp; 406543 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | 129 | &nbsp;&nbsp; 94444 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | 275 | &nbsp;&nbsp; 253407 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 | $900 | &nbsp;&nbsp; $903721 |
| &nbsp;&nbsp;&nbsp; Series K, 3.15%, 08/15/51 | 430 | &nbsp;&nbsp; 268809 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/37 | 388 | &nbsp;&nbsp; 407736 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/40 | 100 | &nbsp;&nbsp; 101274 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | 460 | &nbsp;&nbsp; 378159 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | 400 | &nbsp;&nbsp; 313881 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/01/43 | 435 | &nbsp;&nbsp; 347422 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | 636 | &nbsp;&nbsp; 493174 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | 300 | &nbsp;&nbsp; 222595 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/48 | 375 | &nbsp;&nbsp; 299183 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | 413 | &nbsp;&nbsp; 316383 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | 400 | &nbsp;&nbsp; 275071 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | 429 | &nbsp;&nbsp; 290060 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | 350 | &nbsp;&nbsp; 215431 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/50 | 200 | &nbsp;&nbsp; 106547 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | 429 | &nbsp;&nbsp; 279830 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | 415 | &nbsp;&nbsp; 387014 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | 300 | &nbsp;&nbsp; 292248 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | 400 | &nbsp;&nbsp; 391294 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | 550 | &nbsp;&nbsp; 522263 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.50%, 03/01/55<sup>(a)</sup> | 65 | &nbsp;&nbsp; 64056 |
| Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.27%, 03/15/37<sup>(a)</sup> | 400 | &nbsp;&nbsp; 428247 |
| &nbsp;&nbsp;&nbsp; 5.76%, 10/01/39 | 300 | &nbsp;&nbsp; 306453 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | 213 | &nbsp;&nbsp; 218118 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/15/41<sup>(a)</sup> | 250 | &nbsp;&nbsp; 245907 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | 400 | &nbsp;&nbsp; 328074 |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | 513 | &nbsp;&nbsp; 408683 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | 470 | &nbsp;&nbsp; 312356 |
| &nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | 300 | &nbsp;&nbsp; 183794 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 | 320 | &nbsp;&nbsp; 303320 |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | 450 | &nbsp;&nbsp; 442969 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | 400 | &nbsp;&nbsp; 419084 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | 500 | &nbsp;&nbsp; 445883 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 229 | &nbsp;&nbsp; 179317 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 400 | &nbsp;&nbsp; 286604 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | 895 | &nbsp;&nbsp; 835194 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | 300 | &nbsp;&nbsp; 287684 |
| &nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | 450 | &nbsp;&nbsp; 333456 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | 350 | &nbsp;&nbsp; 274720 |
| &nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | 100 | &nbsp;&nbsp; 67416 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | 800 | &nbsp;&nbsp; 504532 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | 929 | &nbsp;&nbsp; 770578 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | 659 | &nbsp;&nbsp; 666185 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | 979 | &nbsp;&nbsp; 726149 |
| Sierra Pacific Power Co., 5.90%, 03/15/54 | 250 | &nbsp;&nbsp; 248954 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | 400 | &nbsp;&nbsp; 390078 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39<sup>(a)</sup> | 400 | &nbsp;&nbsp; 406060 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40<sup>(a)</sup> | 425 | &nbsp;&nbsp; 407871 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 354 | &nbsp;&nbsp; 297842 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 | 340 | &nbsp;&nbsp; 264578 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | 263 | &nbsp;&nbsp; 216956 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | 1779 | &nbsp;&nbsp; 1294986 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50<sup>(a)</sup> | 1079 | &nbsp;&nbsp; 734098 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | 805 | &nbsp;&nbsp; 516955 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | 465 | &nbsp;&nbsp; 418402 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 | 670 | &nbsp;&nbsp; 622763 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 450 | &nbsp;&nbsp; 412184 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Southern California Edison Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55<sup>(a)</sup> | $365 | &nbsp;&nbsp; $343888 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55<sup>(a)</sup> | 675 | &nbsp;&nbsp; 663593 |
| &nbsp;&nbsp;&nbsp; Series 2006-E, 5.55%, 01/15/37 | 125 | &nbsp;&nbsp; 120887 |
| &nbsp;&nbsp;&nbsp; Series 2008-A, 5.95%, 02/01/38 | 513 | &nbsp;&nbsp; 511063 |
| &nbsp;&nbsp;&nbsp; Series 2013-A, 3.90%, 03/15/43 | 482 | &nbsp;&nbsp; 362037 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | 900 | &nbsp;&nbsp; 527139 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | 563 | &nbsp;&nbsp; 459744 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | 438 | &nbsp;&nbsp; 303992 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | 1479 | &nbsp;&nbsp; 1104789 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | 268 | &nbsp;&nbsp; 233135 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | 629 | &nbsp;&nbsp; 414827 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | 775 | &nbsp;&nbsp; 707210 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | 1920 | &nbsp;&nbsp; 1594912 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/41<sup>(a)</sup> | 725 | &nbsp;&nbsp; 682124 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 113 | &nbsp;&nbsp; 105896 |
| &nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | 354 | &nbsp;&nbsp; 308173 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 50 | &nbsp;&nbsp; 51733 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | 979 | &nbsp;&nbsp; 632419 |
| &nbsp;&nbsp;&nbsp; Series J, 3.90%, 04/01/45 | 240 | &nbsp;&nbsp; 180183 |
| &nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | 413 | &nbsp;&nbsp; 301236 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/41 | 200 | &nbsp;&nbsp; 173706 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 | 150 | &nbsp;&nbsp; 102743 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | 413 | &nbsp;&nbsp; 300814 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | 429 | &nbsp;&nbsp; 308947 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | 500 | &nbsp;&nbsp; 501421 |
| &nbsp;&nbsp;&nbsp; Series 6, 4.40%, 11/15/48 | 250 | &nbsp;&nbsp; 199547 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | 704 | &nbsp;&nbsp; 452941 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | 113 | &nbsp;&nbsp; 93778 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/44 | 300 | &nbsp;&nbsp; 251487 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 | 329 | &nbsp;&nbsp; 267218 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | 461 | &nbsp;&nbsp; 377467 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/50 | 150 | &nbsp;&nbsp; 106618 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51 | 300 | &nbsp;&nbsp; 207426 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | 175 | &nbsp;&nbsp; 154977 |
| Toledo Edison Co., 6.15%, 05/15/37 | 276 | &nbsp;&nbsp; 295207 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | 163 | &nbsp;&nbsp; 140949 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 | 500 | &nbsp;&nbsp; 374247 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 130 | &nbsp;&nbsp; 84014 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 | 450 | &nbsp;&nbsp; 422209 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/55 | 225 | &nbsp;&nbsp; 222396 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/37 | 300 | &nbsp;&nbsp; 301654 |
| &nbsp;&nbsp;&nbsp; 8.45%, 03/15/39 | 300 | &nbsp;&nbsp; 381678 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 | 440 | &nbsp;&nbsp; 355863 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/45 | 535 | &nbsp;&nbsp; 406354 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 104 | &nbsp;&nbsp; 81440 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | 413 | &nbsp;&nbsp; 278489 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 | 525 | &nbsp;&nbsp; 311115 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | 529 | &nbsp;&nbsp; 400382 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 200 | &nbsp;&nbsp; 191886 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | 350 | &nbsp;&nbsp; 324453 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 | 250 | &nbsp;&nbsp; 229194 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/30/37 | 550 | &nbsp;&nbsp; 589963 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | 750 | &nbsp;&nbsp; 985519 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Virginia Electric and Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | 638 | &nbsp;&nbsp; $515021 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | 788 | &nbsp;&nbsp; 671173 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | 424 | &nbsp;&nbsp; 357249 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | 359 | &nbsp;&nbsp; 242273 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | 1166 | &nbsp;&nbsp; 656049 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51<sup>(a)</sup> | 563 | &nbsp;&nbsp; 351251 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 | 135 | &nbsp;&nbsp; 128683 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 | 650 | &nbsp;&nbsp; 643360 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54 | 575 | &nbsp;&nbsp; 540224 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | 580 | &nbsp;&nbsp; 560757 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55<sup>(a)</sup> | 375 | &nbsp;&nbsp; 369961 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | 663 | &nbsp;&nbsp; 699227 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | 829 | &nbsp;&nbsp; 876353 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | 300 | &nbsp;&nbsp; 245395 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | 663 | &nbsp;&nbsp; 497250 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | 575 | &nbsp;&nbsp; 445570 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52 | 779 | &nbsp;&nbsp; 656317 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | 313 | &nbsp;&nbsp; 275091 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/36 | 250 | &nbsp;&nbsp; 263470 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/48<sup>(a)</sup> | 270 | &nbsp;&nbsp; 219701 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/54 | 210 | &nbsp;&nbsp; 190508 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/37 | 200 | &nbsp;&nbsp; 217322 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 | 300 | &nbsp;&nbsp; 212722 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.67%, 12/01/42 | 100 | &nbsp;&nbsp; 77819 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/44 | 400 | &nbsp;&nbsp; 355005 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | 516 | &nbsp;&nbsp; 352090 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/51<sup>(a)</sup> | 453 | &nbsp;&nbsp; 279782 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/36 | 250 | &nbsp;&nbsp; 267967 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 530 | &nbsp;&nbsp; 364190 |
|  |  | &nbsp;&nbsp; 249996566 |
| **Electronic Equipment, Instruments & Components — 0.5%** | **Electronic Equipment, Instruments & Components — 0.5%** | **Electronic Equipment, Instruments & Components — 0.5%** |
| ABB Finance USA, Inc., 4.38%, 05/08/42 | 525 | &nbsp;&nbsp; 463194 |
| Amphenol Corp., 5.38%, 11/15/54<sup>(a)</sup> | 425 | &nbsp;&nbsp; 412959 |
| Corning, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/37<sup>(a)</sup> | 400 | &nbsp;&nbsp; 382540 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/40 | 350 | &nbsp;&nbsp; 354249 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 550 | &nbsp;&nbsp; 493361 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | 420 | &nbsp;&nbsp; 392390 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | 413 | &nbsp;&nbsp; 311746 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 | 795 | &nbsp;&nbsp; 633989 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | 196 | &nbsp;&nbsp; 187721 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | 863 | &nbsp;&nbsp; 783683 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/39 | 100 | &nbsp;&nbsp; 100059 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | 529 | &nbsp;&nbsp; 331645 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51<sup>(a)</sup> | 932 | &nbsp;&nbsp; 584120 |
| Fortive Corp., 4.30%, 06/15/46 | 375 | &nbsp;&nbsp; 305856 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | 450 | &nbsp;&nbsp; 470691 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | 400 | &nbsp;&nbsp; 416360 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41<sup>(a)</sup> | 400 | &nbsp;&nbsp; 404953 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | 413 | &nbsp;&nbsp; 316255 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | 859 | &nbsp;&nbsp; 540426 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | 1775 | &nbsp;&nbsp; 1668909 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| Honeywell International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | 625 | &nbsp;&nbsp; $586552 |
| Tyco Electronics Group SA, 7.13%, 10/01/37 | 525 | &nbsp;&nbsp; 605232 |
|  |  | &nbsp;&nbsp; 10746890 |
| **Energy Equipment & Services — 0.3%** | **Energy Equipment & Services — 0.3%** | **Energy Equipment & Services — 0.3%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 1101 | &nbsp;&nbsp; 1049462 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-<br> Obligor, Inc., 4.08%, 12/15/47<br>| 1143 | &nbsp;&nbsp; 890787 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 | 1179 | &nbsp;&nbsp; 1132146 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 | 300 | &nbsp;&nbsp; 326183 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | 930 | &nbsp;&nbsp; 1078510 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | 550 | &nbsp;&nbsp; 470783 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | 836 | &nbsp;&nbsp; 721479 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45<sup>(a)</sup> | 1309 | &nbsp;&nbsp; 1149261 |
| NOV, Inc., 3.95%, 12/01/42 | 1092 | &nbsp;&nbsp; 820055 |
|  |  | &nbsp;&nbsp; 7638666 |
| **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** |
| Nature Conservancy, Series A, 3.96%, 03/01/52<sup>(a)</sup> | 391 | &nbsp;&nbsp; 301227 |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | 400 | &nbsp;&nbsp; 431709 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | 400 | &nbsp;&nbsp; 409111 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | 500 | &nbsp;&nbsp; 335991 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | 604 | &nbsp;&nbsp; 394607 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | 875 | &nbsp;&nbsp; 552772 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 | 570 | &nbsp;&nbsp; 418435 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | 530 | &nbsp;&nbsp; 437978 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | 663 | &nbsp;&nbsp; 537258 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | 1350 | &nbsp;&nbsp; 791479 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | 1005 | &nbsp;&nbsp; 970722 |
|  |  | &nbsp;&nbsp; 5581289 |
| **Financial Services — 0.4%** | **Financial Services — 0.4%** | **Financial Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust, 3.85%, 10/29/41<br>| 725 | &nbsp;&nbsp; 579577 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | 979 | &nbsp;&nbsp; 973395 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | 400 | &nbsp;&nbsp; 334022 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | 1129 | &nbsp;&nbsp; 813684 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | 1113 | &nbsp;&nbsp; 914197 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | 1159 | &nbsp;&nbsp; 754534 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | 1321 | &nbsp;&nbsp; 1186983 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60<sup>(a)</sup> | 1435 | &nbsp;&nbsp; 865426 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | 1125 | &nbsp;&nbsp; 1043262 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 | 250 | &nbsp;&nbsp; 171974 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | 30 | &nbsp;&nbsp; 20110 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | 1102 | &nbsp;&nbsp; 822090 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53<sup>(a)</sup> | 350 | &nbsp;&nbsp; 355934 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | 800 | &nbsp;&nbsp; 817238 |
|  |  | &nbsp;&nbsp; 9652426 |
| **Food Products — 1.6%** | **Food Products — 1.6%** | **Food Products — 1.6%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/35 | 450 | &nbsp;&nbsp; 465575 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | 350 | &nbsp;&nbsp; 310253 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | 59 | &nbsp;&nbsp; 48798 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | 254 | &nbsp;&nbsp; 192109 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 529 | &nbsp;&nbsp; 447859 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Archer-Daniels-Midland Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | $600 | &nbsp;&nbsp; $362452 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | 729 | &nbsp;&nbsp; 684690 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>(a)</sup> | 1073 | &nbsp;&nbsp; 945146 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | 300 | &nbsp;&nbsp; 291432 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 | 400 | &nbsp;&nbsp; 342335 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51<sup>(a)</sup> | 646 | &nbsp;&nbsp; 409248 |
| Hershey Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/46 | 275 | &nbsp;&nbsp; 198283 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | 413 | &nbsp;&nbsp; 277306 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 | 400 | &nbsp;&nbsp; 240252 |
| Hormel Foods Corp., 3.05%, 06/03/51 | 513 | &nbsp;&nbsp; 333403 |
| Ingredion, Inc., 3.90%, 06/01/50 | 413 | &nbsp;&nbsp; 298383 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 | 625 | &nbsp;&nbsp; 665133 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | 563 | &nbsp;&nbsp; 462835 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(a)</sup> | 705 | &nbsp;&nbsp; 752718 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 | 1175 | &nbsp;&nbsp; 891097 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 | 1325 | &nbsp;&nbsp; 1352936 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 | 700 | &nbsp;&nbsp; 773614 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Foods Group <br> Holdings, Inc./JBS USA Food Co.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/36 | 1100 | &nbsp;&nbsp; 1095941 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/56 | 1100 | &nbsp;&nbsp; 1087160 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/66 | 1100 | &nbsp;&nbsp; 1087265 |
| &nbsp;&nbsp;&nbsp; JBS USA LUX SARL/JBS USA Food Co./JBS USA <br> Foods Group, 6.38%, 02/25/55<sup>(a)(d)</sup><br>| 410 | &nbsp;&nbsp; 411847 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 678 | &nbsp;&nbsp; 579402 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54<sup>(a)</sup> | 275 | &nbsp;&nbsp; 269423 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 400 | &nbsp;&nbsp; 406158 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | 813 | &nbsp;&nbsp; 875964 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 | 88 | &nbsp;&nbsp; 77039 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40<sup>(a)</sup> | 321 | &nbsp;&nbsp; 333688 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | 1237 | &nbsp;&nbsp; 1102813 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | 1428 | &nbsp;&nbsp; 1267901 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | 2452 | &nbsp;&nbsp; 1948647 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | 1237 | &nbsp;&nbsp; 1033312 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | 863 | &nbsp;&nbsp; 780276 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/15/38 | 350 | &nbsp;&nbsp; 391109 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | 500 | &nbsp;&nbsp; 488678 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 | 250 | &nbsp;&nbsp; 226709 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | 209 | &nbsp;&nbsp; 191637 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | 513 | &nbsp;&nbsp; 387452 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | 729 | &nbsp;&nbsp; 600530 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | 213 | &nbsp;&nbsp; 178789 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | 713 | &nbsp;&nbsp; 665261 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | 725 | &nbsp;&nbsp; 540674 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | 1240 | &nbsp;&nbsp; 1168717 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | 1495 | &nbsp;&nbsp; 1412182 |
| McCormick & Co., Inc., 4.20%, 08/15/47 | 360 | &nbsp;&nbsp; 285881 |
| Mondelez International, Inc., 2.63%, 09/04/50<sup>(a)</sup> | 1155 | &nbsp;&nbsp; 680316 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | 450 | &nbsp;&nbsp; 453305 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | 650 | &nbsp;&nbsp; 708308 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | 397 | &nbsp;&nbsp; 349373 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Sysco Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 128 | &nbsp;&nbsp; $107392 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | 213 | &nbsp;&nbsp; 176848 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/50<sup>(a)</sup> | 600 | &nbsp;&nbsp; 400997 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50<sup>(a)</sup> | 779 | &nbsp;&nbsp; 844561 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | 1000 | &nbsp;&nbsp; 636696 |
| The Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | 620 | &nbsp;&nbsp; 534681 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50<sup>(a)</sup> | 590 | &nbsp;&nbsp; 377959 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54 | 350 | &nbsp;&nbsp; 315076 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | 288 | &nbsp;&nbsp; 260439 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | 763 | &nbsp;&nbsp; 632296 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 | 1318 | &nbsp;&nbsp; 1175525 |
|  |  | &nbsp;&nbsp; 37294084 |
| **Ground Transportation — 2.6%** | **Ground Transportation — 2.6%** | **Ground Transportation — 2.6%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/36 | 250 | &nbsp;&nbsp; 272276 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | 650 | &nbsp;&nbsp; 705706 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | 750 | &nbsp;&nbsp; 776729 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | 450 | &nbsp;&nbsp; 427693 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | 500 | &nbsp;&nbsp; 494102 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | 350 | &nbsp;&nbsp; 328264 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | 347 | &nbsp;&nbsp; 303429 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | 613 | &nbsp;&nbsp; 531253 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | 330 | &nbsp;&nbsp; 288009 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | 963 | &nbsp;&nbsp; 919589 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | 1013 | &nbsp;&nbsp; 939085 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | 813 | &nbsp;&nbsp; 713879 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | 1063 | &nbsp;&nbsp; 878283 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | 738 | &nbsp;&nbsp; 659793 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | 809 | &nbsp;&nbsp; 639797 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | 763 | &nbsp;&nbsp; 620558 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | 529 | &nbsp;&nbsp; 423278 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | 913 | &nbsp;&nbsp; 738787 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | 431 | &nbsp;&nbsp; 312724 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | 679 | &nbsp;&nbsp; 444089 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | 1129 | &nbsp;&nbsp; 772306 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | 175 | &nbsp;&nbsp; 108786 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | 1150 | &nbsp;&nbsp; 955487 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 | 810 | &nbsp;&nbsp; 756677 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 1360 | &nbsp;&nbsp; 1326930 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 | 1325 | &nbsp;&nbsp; 1347364 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | 550 | &nbsp;&nbsp; 604113 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | 50 | &nbsp;&nbsp; 55396 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | 585 | &nbsp;&nbsp; 413897 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | 393 | &nbsp;&nbsp; 297111 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | 800 | &nbsp;&nbsp; 684454 |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | 724 | &nbsp;&nbsp; 423586 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52<sup>(a)</sup> | 393 | &nbsp;&nbsp; 329785 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/53 | 210 | &nbsp;&nbsp; 226061 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 513 | &nbsp;&nbsp; 497051 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | 250 | &nbsp;&nbsp; 263940 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/02/41<sup>(a)</sup> | 892 | &nbsp;&nbsp; 645649 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | 400 | &nbsp;&nbsp; 339253 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | 619 | &nbsp;&nbsp; 551672 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 | 450 | &nbsp;&nbsp; 408170 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 | 513 | &nbsp;&nbsp; 449665 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | 738 | &nbsp;&nbsp; 523871 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Canadian Pacific Railway Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51<sup>(a)</sup> | $1442 | &nbsp;&nbsp; $939644 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | 177 | &nbsp;&nbsp; 132421 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | 913 | &nbsp;&nbsp; 926723 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | 125 | &nbsp;&nbsp; 133129 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | 650 | &nbsp;&nbsp; 699672 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | 750 | &nbsp;&nbsp; 806236 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | 550 | &nbsp;&nbsp; 547172 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | 1011 | &nbsp;&nbsp; 920388 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | 650 | &nbsp;&nbsp; 535275 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | 750 | &nbsp;&nbsp; 578922 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | 995 | &nbsp;&nbsp; 820370 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | 325 | &nbsp;&nbsp; 285626 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 429 | &nbsp;&nbsp; 361145 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | 590 | &nbsp;&nbsp; 408844 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | 554 | &nbsp;&nbsp; 415773 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | 871 | &nbsp;&nbsp; 672200 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51<sup>(a)</sup> | 475 | &nbsp;&nbsp; 272002 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52<sup>(a)</sup> | 925 | &nbsp;&nbsp; 772996 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | 413 | &nbsp;&nbsp; 341949 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55<sup>(a)</sup> | 610 | &nbsp;&nbsp; 540008 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | 313 | &nbsp;&nbsp; 238135 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | 513 | &nbsp;&nbsp; 415462 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 | 600 | &nbsp;&nbsp; 550132 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | 626 | &nbsp;&nbsp; 508406 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | 563 | &nbsp;&nbsp; 480857 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 | 525 | &nbsp;&nbsp; 460302 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | 745 | &nbsp;&nbsp; 581184 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | 713 | &nbsp;&nbsp; 569676 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 | 50 | &nbsp;&nbsp; 39260 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | 476 | &nbsp;&nbsp; 331442 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/50<sup>(a)</sup> | 875 | &nbsp;&nbsp; 570443 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | 626 | &nbsp;&nbsp; 391472 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | 829 | &nbsp;&nbsp; 643828 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | 422 | &nbsp;&nbsp; 304913 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | 875 | &nbsp;&nbsp; 735330 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/54<sup>(a)</sup> | 1100 | &nbsp;&nbsp; 1046229 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55<sup>(a)</sup> | 954 | &nbsp;&nbsp; 606155 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 | 325 | &nbsp;&nbsp; 331056 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | 300 | &nbsp;&nbsp; 252512 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | 279 | &nbsp;&nbsp; 192330 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.89%, 04/06/36 | 775 | &nbsp;&nbsp; 636153 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | 561 | &nbsp;&nbsp; 483362 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 | 500 | &nbsp;&nbsp; 415175 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | 1050 | &nbsp;&nbsp; 798293 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | 493 | &nbsp;&nbsp; 378617 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | 388 | &nbsp;&nbsp; 312117 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | 516 | &nbsp;&nbsp; 413791 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 | 275 | &nbsp;&nbsp; 196612 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | 500 | &nbsp;&nbsp; 394839 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | 413 | &nbsp;&nbsp; 348327 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | 750 | &nbsp;&nbsp; 612858 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50<sup>(a)</sup> | 1911 | &nbsp;&nbsp; 1302141 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | 713 | &nbsp;&nbsp; 531861 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | 786 | &nbsp;&nbsp; 495323 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52<sup>(a)</sup> | 575 | &nbsp;&nbsp; 521561 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | 1516 | &nbsp;&nbsp; 1062641 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | 625 | &nbsp;&nbsp; 562267 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54<sup>(a)</sup> | 825 | &nbsp;&nbsp; 816851 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Union Pacific Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | 400 | &nbsp;&nbsp; $300106 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | 645 | &nbsp;&nbsp; 471881 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | 1076 | &nbsp;&nbsp; 770679 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | 577 | &nbsp;&nbsp; 383586 |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | 2100 | &nbsp;&nbsp; 1210385 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/20/63 | 200 | &nbsp;&nbsp; 180832 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | 400 | &nbsp;&nbsp; 293112 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | 475 | &nbsp;&nbsp; 320210 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | 559 | &nbsp;&nbsp; 378968 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | 451 | &nbsp;&nbsp; 308846 |
|  |  | &nbsp;&nbsp; 58659560 |
| **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** | **Health Care Equipment & Supplies — 0.9%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36<sup>(a)</sup> | 1416 | &nbsp;&nbsp; 1392938 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 | 550 | &nbsp;&nbsp; 606421 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/39 | 250 | &nbsp;&nbsp; 271693 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | 863 | &nbsp;&nbsp; 871606 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 | 263 | &nbsp;&nbsp; 245937 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | 2875 | &nbsp;&nbsp; 2679626 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | 238 | &nbsp;&nbsp; 168035 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51 | 946 | &nbsp;&nbsp; 595921 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | 140 | &nbsp;&nbsp; 155767 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | 465 | &nbsp;&nbsp; 435823 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 | 50 | &nbsp;&nbsp; 59603 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49<sup>(a)</sup> | 914 | &nbsp;&nbsp; 812145 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 675 | &nbsp;&nbsp; 575945 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | 788 | &nbsp;&nbsp; 474657 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | 960 | &nbsp;&nbsp; 595331 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | 604 | &nbsp;&nbsp; 480767 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | 658 | &nbsp;&nbsp; 466452 |
| GE HealthCare Technologies, Inc., 6.38%, 11/22/52 | 915 | &nbsp;&nbsp; 984046 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/11/38 | 824 | &nbsp;&nbsp; 911003 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/42 | 313 | &nbsp;&nbsp; 281906 |
| Medtronic, Inc., 4.63%, 03/15/45<sup>(a)</sup> | 1900 | &nbsp;&nbsp; 1698009 |
| Revvity, Inc., 3.63%, 03/15/51 | 300 | &nbsp;&nbsp; 204728 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/30/54<sup>(a)</sup> | 825 | &nbsp;&nbsp; 819270 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/64 | 525 | &nbsp;&nbsp; 518611 |
| STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51 | 150 | &nbsp;&nbsp; 105485 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | 425 | &nbsp;&nbsp; 352131 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 | 175 | &nbsp;&nbsp; 149894 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | 836 | &nbsp;&nbsp; 738580 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 438 | &nbsp;&nbsp; 284486 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | 1477 | &nbsp;&nbsp; 1059725 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | 435 | &nbsp;&nbsp; 430154 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | 150 | &nbsp;&nbsp; 146965 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 | 663 | &nbsp;&nbsp; 545260 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/39 | 300 | &nbsp;&nbsp; 299262 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45<sup>(a)</sup> | 388 | &nbsp;&nbsp; 328110 |
|  |  | &nbsp;&nbsp; 20746292 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services — 5.2%** | **Health Care Providers & Services — 5.2%** | **Health Care Providers & Services — 5.2%** |
| &nbsp;&nbsp;&nbsp; AdventHealth Obligated Group, Series E, 2.80%, <br> 11/15/51<br>| $66 | &nbsp;&nbsp; $40111 |
| Adventist Health System, 3.63%, 03/01/49 | 227 | &nbsp;&nbsp; 149945 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 | 27 | &nbsp;&nbsp; 22096 |
| &nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 | 1585 | &nbsp;&nbsp; 1114583 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.01%, 06/15/50 | 198 | &nbsp;&nbsp; 129160 |
| Aetna, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | 500 | &nbsp;&nbsp; 537219 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | 550 | &nbsp;&nbsp; 593597 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | 253 | &nbsp;&nbsp; 208461 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 | 449 | &nbsp;&nbsp; 377468 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 | 500 | &nbsp;&nbsp; 361630 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/01/45 | 100 | &nbsp;&nbsp; 92707 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.78%, 07/01/51<sup>(a)</sup> | 961 | &nbsp;&nbsp; 588535 |
| Allina Health System<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.89%, 04/15/49 | 142 | &nbsp;&nbsp; 105624 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.90%, 11/15/51 | 350 | &nbsp;&nbsp; 212807 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | 943 | &nbsp;&nbsp; 746019 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | 1150 | &nbsp;&nbsp; 890477 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/42 | 1140 | &nbsp;&nbsp; 817472 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/51 | 231 | &nbsp;&nbsp; 146256 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50<sup>(a)</sup> | 118 | &nbsp;&nbsp; 76865 |
| &nbsp;&nbsp;&nbsp; BayCare Health System, Inc., Series 2020, 3.83%, <br> 11/15/50<br>| 538 | &nbsp;&nbsp; 408498 |
| &nbsp;&nbsp;&nbsp; Baylor Scott & White Holdings, Series 2021, 2.84%, <br> 11/15/50<br>| 2096 | &nbsp;&nbsp; 1310341 |
| &nbsp;&nbsp;&nbsp; Catholic Health Services of Long Island Obligated <br> Group, Series 2020, 3.37%, 07/01/50<br>| 145 | &nbsp;&nbsp; 97577 |
| &nbsp;&nbsp;&nbsp; Children's Hospital Corp., Series 2017, 4.12%, <br> 01/01/47<br>| 130 | &nbsp;&nbsp; 105841 |
| Children's Hospital Medical Center, 4.27%, 05/15/44 | 1000 | &nbsp;&nbsp; 834770 |
| &nbsp;&nbsp;&nbsp; Children's Hospital of Philadelphia, Series 2020, <br> 2.70%, 07/01/50<sup>(a)</sup><br>| 93 | &nbsp;&nbsp; 56854 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | 2104 | &nbsp;&nbsp; 1953447 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | 929 | &nbsp;&nbsp; 702777 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/41 | 350 | &nbsp;&nbsp; 360705 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | 1261 | &nbsp;&nbsp; 1090254 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | 695 | &nbsp;&nbsp; 516904 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | 2493 | &nbsp;&nbsp; 2154981 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | 1404 | &nbsp;&nbsp; 946663 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | 1561 | &nbsp;&nbsp; 1040054 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | 1025 | &nbsp;&nbsp; 968488 |
| City of Hope, Series 2013, 5.62%, 11/15/43 | 610 | &nbsp;&nbsp; 584716 |
| Cleveland Clinic Foundation, 4.86%, 01/01/2114<sup>(a)</sup> | 250 | &nbsp;&nbsp; 208353 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/42<sup>(a)</sup> | 100 | &nbsp;&nbsp; 83926 |
| &nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 | 1087 | &nbsp;&nbsp; 792025 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49<sup>(a)</sup> | 1361 | &nbsp;&nbsp; 1054491 |
| &nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 | 200 | &nbsp;&nbsp; 146233 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 | 343 | &nbsp;&nbsp; 362717 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 | 805 | &nbsp;&nbsp; 757282 |
| &nbsp;&nbsp;&nbsp; Community Health Network, Inc., Series 2020-A, <br> 3.10%, 05/01/50<sup>(a)</sup><br>| 225 | &nbsp;&nbsp; 141885 |
| &nbsp;&nbsp;&nbsp; Corewell Health Obligated Group, Series 19A, 3.49%, <br> 07/15/49<br>| 1000 | &nbsp;&nbsp; 723101 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, 3.30%, <br> 11/01/49<sup>(a)</sup><br>| 1000 | &nbsp;&nbsp; 690612 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| &nbsp;&nbsp;&nbsp; Dartmouth-Hitchcock Health, Series B, 4.18%, <br> 08/01/48<br>| $664 | &nbsp;&nbsp; $507145 |
| Dignity Health, 5.27%, 11/01/64<sup>(a)</sup> | 151 | &nbsp;&nbsp; 133179 |
| &nbsp;&nbsp;&nbsp; Duke University Health System, Inc., Series 2017, <br> 3.92%, 06/01/47<br>| 862 | &nbsp;&nbsp; 676300 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/36 | 200 | &nbsp;&nbsp; 207169 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | 350 | &nbsp;&nbsp; 374920 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | 975 | &nbsp;&nbsp; 848623 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | 259 | &nbsp;&nbsp; 224713 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | 745 | &nbsp;&nbsp; 677341 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | 888 | &nbsp;&nbsp; 761172 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | 679 | &nbsp;&nbsp; 546548 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | 820 | &nbsp;&nbsp; 671824 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | 450 | &nbsp;&nbsp; 319204 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | 999 | &nbsp;&nbsp; 637136 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | 1470 | &nbsp;&nbsp; 1017743 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | 679 | &nbsp;&nbsp; 547909 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | 810 | &nbsp;&nbsp; 814425 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | 900 | &nbsp;&nbsp; 792877 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54<sup>(a)</sup> | 1440 | &nbsp;&nbsp; 1363636 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55<sup>(a)</sup> | 1375 | &nbsp;&nbsp; 1312933 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 850 | &nbsp;&nbsp; 814571 |
| &nbsp;&nbsp;&nbsp; Franciscan Missionaries of Our Lady Health System, <br> Inc., Series B, 3.91%, 07/01/49<br>| 350 | &nbsp;&nbsp; 255460 |
| &nbsp;&nbsp;&nbsp; Fred Hutchinson Cancer Center, Series 2022, 4.97%, <br> 01/01/52<br>| 426 | &nbsp;&nbsp; 379511 |
| Hackensack Meridian Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.21%, 07/01/48 | 100 | &nbsp;&nbsp; 80489 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/57<sup>(a)</sup> | 700 | &nbsp;&nbsp; 582193 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | 126 | &nbsp;&nbsp; 87684 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | 457 | &nbsp;&nbsp; 285148 |
| Hartford HealthCare Corp., 3.45%, 07/01/54<sup>(a)</sup> | 113 | &nbsp;&nbsp; 78374 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | 979 | &nbsp;&nbsp; 918101 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | 500 | &nbsp;&nbsp; 416806 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | 1479 | &nbsp;&nbsp; 1366811 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | 2056 | &nbsp;&nbsp; 1815645 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | 1645 | &nbsp;&nbsp; 1080130 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | 1856 | &nbsp;&nbsp; 1482499 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | 985 | &nbsp;&nbsp; 943610 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54<sup>(a)</sup> | 1690 | &nbsp;&nbsp; 1643099 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | 705 | &nbsp;&nbsp; 679974 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | 755 | &nbsp;&nbsp; 754359 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | 1300 | &nbsp;&nbsp; 1261591 |
| &nbsp;&nbsp;&nbsp; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<sup>(a)</sup><br>| 627 | &nbsp;&nbsp; 470184 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | 379 | &nbsp;&nbsp; 319659 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | 838 | &nbsp;&nbsp; 725861 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | 380 | &nbsp;&nbsp; 316569 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | 450 | &nbsp;&nbsp; 321709 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 800 | &nbsp;&nbsp; 714622 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 875 | &nbsp;&nbsp; 812533 |
| &nbsp;&nbsp;&nbsp; Indiana University Health, Inc. Obligated Group, <br> Series 2021, 2.85%, 11/01/51<br>| 913 | &nbsp;&nbsp; 565183 |
| Inova Health System Foundation, 4.07%, 05/15/52 | 25 | &nbsp;&nbsp; 19603 |
| &nbsp;&nbsp;&nbsp; Integris Baptist Medical Center, Inc., Series A, 3.88%, <br> 08/15/50<br>| 222 | &nbsp;&nbsp; 156469 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp., 3.84%, <br> 05/15/46<br>| 1113 | &nbsp;&nbsp; 871905 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | 1119 | &nbsp;&nbsp; 914175 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Kaiser Foundation Hospitals (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | $643 | &nbsp;&nbsp; $442988 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | 1530 | &nbsp;&nbsp; 1092099 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | 2855 | &nbsp;&nbsp; 1841218 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings, 4.70%, <br> 02/01/45<br>| 721 | &nbsp;&nbsp; 628001 |
| Mass General Brigham, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | 600 | &nbsp;&nbsp; 454248 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49 | 913 | &nbsp;&nbsp; 621013 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | 429 | &nbsp;&nbsp; 277196 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | 225 | &nbsp;&nbsp; 178582 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61 | 1001 | &nbsp;&nbsp; 621604 |
| &nbsp;&nbsp;&nbsp; McLaren Health Care Corp., Series A, 4.39%, <br> 05/15/48<br>| 350 | &nbsp;&nbsp; 286626 |
| MedStar Health, Inc., Series 20A, 3.63%, 08/15/49 | 325 | &nbsp;&nbsp; 228111 |
| Memorial Health Services, 3.45%, 11/01/49 | 423 | &nbsp;&nbsp; 296745 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/42<sup>(a)</sup> | 130 | &nbsp;&nbsp; 122239 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52<sup>(a)</sup> | 330 | &nbsp;&nbsp; 261255 |
| &nbsp;&nbsp;&nbsp; Series 2015, 4.20%, 07/01/55 | 100 | &nbsp;&nbsp; 79762 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.96%, 01/01/50 | 1505 | &nbsp;&nbsp; 970877 |
| Methodist Hospital, Series 20A, 2.71%, 12/01/50 | 942 | &nbsp;&nbsp; 567912 |
| Montefiore Obligated Group, 4.29%, 09/01/50 | 300 | &nbsp;&nbsp; 203264 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated Group, <br> Series 2022, 3.80%, 11/15/52<br>| 103 | &nbsp;&nbsp; 74702 |
| Mount Sinai Hospital |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.98%, 07/01/48 | 1000 | &nbsp;&nbsp; 742834 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.74%, 07/01/49 | 225 | &nbsp;&nbsp; 154213 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.39%, 07/01/50<sup>(a)</sup> | 120 | &nbsp;&nbsp; 74096 |
| MyMichigan Health, Series 2020, 3.41%, 06/01/50 | 350 | &nbsp;&nbsp; 241819 |
| Nationwide Children's Hospital, Inc., 4.56%, 11/01/52 | 25 | &nbsp;&nbsp; 21174 |
| New York and Presbyterian Hospital |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | 513 | &nbsp;&nbsp; 350532 |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45<sup>(a)</sup> | 597 | &nbsp;&nbsp; 484210 |
| &nbsp;&nbsp;&nbsp; 2.61%, 08/01/60<sup>(a)</sup> | 413 | &nbsp;&nbsp; 222181 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | 270 | &nbsp;&nbsp; 179885 |
| Northwell Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46 | 130 | &nbsp;&nbsp; 100162 |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | 100 | &nbsp;&nbsp; 79468 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | 1544 | &nbsp;&nbsp; 1119286 |
| &nbsp;&nbsp;&nbsp; Northwestern Memorial Healthcare Obligated Group, <br> Series 2021, 2.63%, 07/15/51<sup>(a)</sup><br>| 100 | &nbsp;&nbsp; 59947 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 | 66 | &nbsp;&nbsp; 51264 |
| &nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 | 1058 | &nbsp;&nbsp; 690543 |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61<sup>(a)</sup> | 141 | &nbsp;&nbsp; 89184 |
| &nbsp;&nbsp;&nbsp; NY Society for Relief of Ruptured & Crippled <br> Maintaining Hosp Special Surgery, Series 2020, <br> 2.67%, 10/01/50<br>| 375 | &nbsp;&nbsp; 222413 |
| NYU Langone Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 4.78%, 07/01/44 | 200 | &nbsp;&nbsp; 179240 |
| &nbsp;&nbsp;&nbsp; 4.37%, 07/01/47<sup>(a)</sup> | 645 | &nbsp;&nbsp; 547608 |
| &nbsp;&nbsp;&nbsp; Series 13-A, 5.75%, 07/01/43 | 600 | &nbsp;&nbsp; 604013 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.38%, 07/01/55 | 500 | &nbsp;&nbsp; 332595 |
| OhioHealth Corp., 2.83%, 11/15/41 | 272 | &nbsp;&nbsp; 193795 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.48%, 10/01/35<sup>(a)</sup> | 255 | &nbsp;&nbsp; 262050 |
| &nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 | 100 | &nbsp;&nbsp; 79444 |
| &nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 | 125 | &nbsp;&nbsp; 87142 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.79%, 11/15/48 | 250 | &nbsp;&nbsp; 208239 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.22%, 11/15/50 | 166 | &nbsp;&nbsp; 104319 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Piedmont Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 01/01/52<sup>(a)</sup> | $375 | &nbsp;&nbsp; $232637 |
| &nbsp;&nbsp;&nbsp; Series 2042, 2.72%, 01/01/42 | 106 | &nbsp;&nbsp; 73301 |
| Presbyterian Healthcare Services, 4.88%, 08/01/52<sup>(a)</sup> | 108 | &nbsp;&nbsp; 95170 |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health Obligated Group, <br> Series 21A, 2.70%, 10/01/51<sup>(a)</sup><br>| 1599 | &nbsp;&nbsp; 918937 |
| Queen's Health Systems, 4.81%, 07/01/52 | 60 | &nbsp;&nbsp; 53052 |
| Quest Diagnostics, Inc., 4.70%, 03/30/45<sup>(a)</sup> | 363 | &nbsp;&nbsp; 317218 |
| &nbsp;&nbsp;&nbsp; Rady Children's Hospital-San Diego, Series 21A, <br> 3.15%, 08/15/51<br>| 257 | &nbsp;&nbsp; 169477 |
| &nbsp;&nbsp;&nbsp; Seattle Children's Hospital, Series 2021, 2.72%, <br> 10/01/50<sup>(a)</sup><br>| 213 | &nbsp;&nbsp; 130493 |
| Sentara Health, Series 2021, 2.93%, 11/01/51<sup>(a)</sup> | 63 | &nbsp;&nbsp; 38799 |
| Stanford Health Care |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 08/15/51<sup>(a)</sup> | 579 | &nbsp;&nbsp; 374519 |
| &nbsp;&nbsp;&nbsp; Series 2018, 3.80%, 11/15/48 | 500 | &nbsp;&nbsp; 380465 |
| Summa Health, 3.51%, 11/15/51<sup>(a)</sup> | 130 | &nbsp;&nbsp; 102900 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/53<sup>(a)</sup> | 915 | &nbsp;&nbsp; 892031 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | 27 | &nbsp;&nbsp; 21325 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.54%, 08/15/35 | 700 | &nbsp;&nbsp; 719822 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40 | 115 | &nbsp;&nbsp; 88286 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50 | 800 | &nbsp;&nbsp; 550538 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 11/15/50 | 382 | &nbsp;&nbsp; 209896 |
| &nbsp;&nbsp;&nbsp; 4.33%, 11/15/55<sup>(a)</sup> | 125 | &nbsp;&nbsp; 101024 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/45 | 1000 | &nbsp;&nbsp; 809255 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48 | 64 | &nbsp;&nbsp; 46588 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40<sup>(a)</sup> | 29 | &nbsp;&nbsp; 20570 |
| &nbsp;&nbsp;&nbsp; UMass Memorial Health Care Obligated Group, <br> 5.36%, 07/01/52<br>| 212 | &nbsp;&nbsp; 192811 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | 1000 | &nbsp;&nbsp; 1039225 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | 500 | &nbsp;&nbsp; 543018 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | 800 | &nbsp;&nbsp; 877731 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | 726 | &nbsp;&nbsp; 815096 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | 1784 | &nbsp;&nbsp; 1425578 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | 1175 | &nbsp;&nbsp; 839220 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | 226 | &nbsp;&nbsp; 230294 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | 1239 | &nbsp;&nbsp; 903691 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | 496 | &nbsp;&nbsp; 438833 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | 650 | &nbsp;&nbsp; 556446 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | 597 | &nbsp;&nbsp; 478485 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | 1163 | &nbsp;&nbsp; 965436 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | 900 | &nbsp;&nbsp; 867234 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | 1943 | &nbsp;&nbsp; 1696369 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | 620 | &nbsp;&nbsp; 493267 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | 829 | &nbsp;&nbsp; 662362 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | 1113 | &nbsp;&nbsp; 815686 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | 1410 | &nbsp;&nbsp; 1115896 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | 779 | &nbsp;&nbsp; 633876 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | 1443 | &nbsp;&nbsp; 1033199 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | 1319 | &nbsp;&nbsp; 809232 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | 2358 | &nbsp;&nbsp; 1538289 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | 2000 | &nbsp;&nbsp; 1682112 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | 1400 | &nbsp;&nbsp; 1382111 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | 1400 | &nbsp;&nbsp; 1230480 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | 1800 | &nbsp;&nbsp; 1655522 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | 2400 | &nbsp;&nbsp; 2285704 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55 | 85 | &nbsp;&nbsp; 85003 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | 1379 | &nbsp;&nbsp; 959307 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| UnitedHealth Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | 1200 | &nbsp;&nbsp; $705009 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | 1000 | &nbsp;&nbsp; 842678 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | 625 | &nbsp;&nbsp; 623841 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | 1305 | &nbsp;&nbsp; 1141962 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | 1200 | &nbsp;&nbsp; 1098795 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | 1950 | &nbsp;&nbsp; 1860380 |
| UPMC, 5.38%, 05/15/43 | 500 | &nbsp;&nbsp; 474560 |
| WakeMed, Series A, 3.29%, 10/01/52<sup>(a)</sup> | 159 | &nbsp;&nbsp; 106515 |
| &nbsp;&nbsp;&nbsp; West Virginia United Health System Obligated Group, <br> Series 2020, 3.13%, 06/01/50<br>| 100 | &nbsp;&nbsp; 61508 |
| &nbsp;&nbsp;&nbsp; Willis-Knighton Medical Center, Series 2018, 4.81%, <br> 09/01/48<sup>(a)</sup><br>| 278 | &nbsp;&nbsp; 236588 |
| &nbsp;&nbsp;&nbsp; Yale-New Haven Health Services Corp., Series 2020, <br> 2.50%, 07/01/50<br>| 57 | &nbsp;&nbsp; 32562 |
|  |  | &nbsp;&nbsp; 117386163 |
| **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 | 150 | &nbsp;&nbsp; 150810 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 | 365 | &nbsp;&nbsp; 358424 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | 263 | &nbsp;&nbsp; 221311 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50<sup>(a)</sup> | 379 | &nbsp;&nbsp; 281387 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | 830 | &nbsp;&nbsp; 504232 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52<sup>(a)</sup> | 1130 | &nbsp;&nbsp; 764117 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/53 | 245 | &nbsp;&nbsp; 214011 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/54<sup>(a)</sup> | 750 | &nbsp;&nbsp; 702192 |
| Healthpeak OP LLC, 6.75%, 02/01/41 | 250 | &nbsp;&nbsp; 274011 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | 350 | &nbsp;&nbsp; 339651 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | 400 | &nbsp;&nbsp; 326497 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | 100 | &nbsp;&nbsp; 85600 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | 450 | &nbsp;&nbsp; 493146 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48<sup>(a)</sup> | 550 | &nbsp;&nbsp; 505966 |
|  |  | &nbsp;&nbsp; 5221355 |
| **Hotels, Restaurants & Leisure — 0.6%** | **Hotels, Restaurants & Leisure — 0.6%** | **Hotels, Restaurants & Leisure — 0.6%** |
| Darden Restaurants, Inc., 4.55%, 02/15/48 | 363 | &nbsp;&nbsp; 295206 |
| Marriott International, Inc., 5.50%, 04/15/37 | 800 | &nbsp;&nbsp; 798997 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | 421 | &nbsp;&nbsp; 409217 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | 875 | &nbsp;&nbsp; 952592 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | 579 | &nbsp;&nbsp; 626980 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | 300 | &nbsp;&nbsp; 307226 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/40<sup>(a)</sup> | 139 | &nbsp;&nbsp; 130416 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | 826 | &nbsp;&nbsp; 649909 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | 275 | &nbsp;&nbsp; 212113 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | 579 | &nbsp;&nbsp; 500001 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | 1479 | &nbsp;&nbsp; 1326607 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | 863 | &nbsp;&nbsp; 723916 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | 225 | &nbsp;&nbsp; 186968 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | 1999 | &nbsp;&nbsp; 1449275 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 622 | &nbsp;&nbsp; 493135 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52 | 800 | &nbsp;&nbsp; 732120 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53<sup>(a)</sup> | 940 | &nbsp;&nbsp; 901450 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 679 | &nbsp;&nbsp; 495777 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | 755 | &nbsp;&nbsp; 624850 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | 1075 | &nbsp;&nbsp; 878587 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Starbucks Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | 554 | &nbsp;&nbsp; $370344 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50<sup>(a)</sup> | 1135 | &nbsp;&nbsp; 782854 |
|  |  | &nbsp;&nbsp; 13848540 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| D.R. Horton, Inc., 5.50%, 10/15/35 | 550 | &nbsp;&nbsp; 557718 |
| Leggett & Platt, Inc., 3.50%, 11/15/51 | 450 | &nbsp;&nbsp; 289823 |
| MDC Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43<sup>(a)</sup> | 529 | &nbsp;&nbsp; 482087 |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61 | 200 | &nbsp;&nbsp; 135485 |
|  |  | &nbsp;&nbsp; 1465113 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | 470 | &nbsp;&nbsp; 365490 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 400 | &nbsp;&nbsp; 357586 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | 600 | &nbsp;&nbsp; 688606 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | 413 | &nbsp;&nbsp; 412838 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | 311 | &nbsp;&nbsp; 220373 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | 470 | &nbsp;&nbsp; 371483 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | 660 | &nbsp;&nbsp; 427592 |
|  |  | &nbsp;&nbsp; 2843968 |
| **Industrial Conglomerates — 0.4%** | **Industrial Conglomerates — 0.4%** | **Industrial Conglomerates — 0.4%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37<sup>(a)</sup> | 350 | &nbsp;&nbsp; 366691 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/44 | 300 | &nbsp;&nbsp; 238156 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | 563 | &nbsp;&nbsp; 383896 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 | 600 | &nbsp;&nbsp; 440842 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48<sup>(a)</sup> | 1279 | &nbsp;&nbsp; 1011028 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | 955 | &nbsp;&nbsp; 646792 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50<sup>(a)</sup> | 518 | &nbsp;&nbsp; 377002 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | 813 | &nbsp;&nbsp; 695738 |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | 250 | &nbsp;&nbsp; 198529 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52<sup>(a)</sup> | 500 | &nbsp;&nbsp; 443515 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | 569 | &nbsp;&nbsp; 531994 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | 1275 | &nbsp;&nbsp; 1050482 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | 295 | &nbsp;&nbsp; 319812 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | 525 | &nbsp;&nbsp; 453257 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | 613 | &nbsp;&nbsp; 494564 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49<sup>(a)</sup> | 463 | &nbsp;&nbsp; 364680 |
|  |  | &nbsp;&nbsp; 8016978 |
| **Insurance — 3.5%** | **Insurance — 3.5%** | **Insurance — 3.5%** |
| Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | 515 | &nbsp;&nbsp; 401630 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | 293 | &nbsp;&nbsp; 253262 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/44 | 250 | &nbsp;&nbsp; 226854 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 | 504 | &nbsp;&nbsp; 338030 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/36 | 350 | &nbsp;&nbsp; 370338 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | 547 | &nbsp;&nbsp; 471658 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | 579 | &nbsp;&nbsp; 470981 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 | 559 | &nbsp;&nbsp; 421090 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.38%), 6.50%, 05/15/67<sup>(a)(b)</sup> | 325 | &nbsp;&nbsp; 332388 |
| American Financial Group, Inc., 4.50%, 06/15/47 | 445 | &nbsp;&nbsp; 359219 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | 500 | &nbsp;&nbsp; 434045 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| American International Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45<sup>(a)</sup> | $200 | &nbsp;&nbsp; $179683 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48<sup>(a)</sup> | 929 | &nbsp;&nbsp; 817915 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | 1038 | &nbsp;&nbsp; 858575 |
| Aon Corp., 6.25%, 09/30/40 | 105 | &nbsp;&nbsp; 111561 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | 1100 | &nbsp;&nbsp; 672585 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | 939 | &nbsp;&nbsp; 688938 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | 588 | &nbsp;&nbsp; 506881 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | 663 | &nbsp;&nbsp; 576347 |
| Aon North America, Inc., 5.75%, 03/01/54 | 1520 | &nbsp;&nbsp; 1480236 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 | 600 | &nbsp;&nbsp; 540408 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | 629 | &nbsp;&nbsp; 456083 |
| Arch Capital Group U.S., Inc., 5.14%, 11/01/43 | 459 | &nbsp;&nbsp; 423830 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | 963 | &nbsp;&nbsp; 661050 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | 200 | &nbsp;&nbsp; 123987 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 | 444 | &nbsp;&nbsp; 428775 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | 535 | &nbsp;&nbsp; 583009 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | 455 | &nbsp;&nbsp; 438901 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | 1405 | &nbsp;&nbsp; 1326528 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings, Inc., 3.60%, <br> 09/15/51<br>| 400 | &nbsp;&nbsp; 272940 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | 494 | &nbsp;&nbsp; 346182 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 | 500 | &nbsp;&nbsp; 316131 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 | 875 | &nbsp;&nbsp; 863264 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/55 | 400 | &nbsp;&nbsp; 411170 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/40 | 300 | &nbsp;&nbsp; 321201 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | 676 | &nbsp;&nbsp; 614239 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | 563 | &nbsp;&nbsp; 491117 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48<sup>(a)</sup> | 2159 | &nbsp;&nbsp; 1788542 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | 1879 | &nbsp;&nbsp; 1566749 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50<sup>(a)</sup> | 2004 | &nbsp;&nbsp; 1273408 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 | 928 | &nbsp;&nbsp; 548952 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | 2392 | &nbsp;&nbsp; 1825612 |
| Berkshire Hathaway, Inc., 4.50%, 02/11/43<sup>(a)</sup> | 911 | &nbsp;&nbsp; 844239 |
| Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 | 485 | &nbsp;&nbsp; 359418 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | 250 | &nbsp;&nbsp; 153339 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52<sup>(a)</sup> | 470 | &nbsp;&nbsp; 402132 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | 1120 | &nbsp;&nbsp; 1148258 |
| Chubb Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | 700 | &nbsp;&nbsp; 751336 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | 326 | &nbsp;&nbsp; 363498 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | 300 | &nbsp;&nbsp; 337938 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | 447 | &nbsp;&nbsp; 378312 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | 1559 | &nbsp;&nbsp; 1337595 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | 838 | &nbsp;&nbsp; 534336 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61<sup>(a)</sup> | 1286 | &nbsp;&nbsp; 780209 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | 225 | &nbsp;&nbsp; 188770 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/05/52<sup>(a)</sup> | 1105 | &nbsp;&nbsp; 884133 |
| Equitable Holdings, Inc., 5.00%, 04/20/48 | 942 | &nbsp;&nbsp; 829901 |
| Everest Reinsurance Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | 375 | &nbsp;&nbsp; 329619 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50<sup>(a)</sup> | 1113 | &nbsp;&nbsp; 755141 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Everest Reinsurance Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | $715 | &nbsp;&nbsp; $442690 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 | 890 | &nbsp;&nbsp; 895162 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 | 500 | &nbsp;&nbsp; 486079 |
| Fidelity National Financial, Inc., 3.20%, 09/17/51 | 522 | &nbsp;&nbsp; 320694 |
| Hartford Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | 200 | &nbsp;&nbsp; 211167 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | 376 | &nbsp;&nbsp; 389992 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | 200 | &nbsp;&nbsp; 168164 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | 500 | &nbsp;&nbsp; 416530 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | 656 | &nbsp;&nbsp; 477325 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51<sup>(a)</sup> | 629 | &nbsp;&nbsp; 393718 |
| Jackson Financial, Inc., 4.00%, 11/23/51 | 500 | &nbsp;&nbsp; 337731 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | 363 | &nbsp;&nbsp; 380040 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | 450 | &nbsp;&nbsp; 495195 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | 115 | &nbsp;&nbsp; 91353 |
| Loews Corp., 4.13%, 05/15/43 | 675 | &nbsp;&nbsp; 565655 |
| Manulife Financial Corp., 5.38%, 03/04/46 | 679 | &nbsp;&nbsp; 669540 |
| Markel Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/05/46 | 525 | &nbsp;&nbsp; 463794 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | 220 | &nbsp;&nbsp; 175234 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | 600 | &nbsp;&nbsp; 521564 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | 213 | &nbsp;&nbsp; 162515 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | 575 | &nbsp;&nbsp; 384121 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | 615 | &nbsp;&nbsp; 611338 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | 375 | &nbsp;&nbsp; 353462 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | 230 | &nbsp;&nbsp; 222021 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | 513 | &nbsp;&nbsp; 428677 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | 538 | &nbsp;&nbsp; 438093 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | 2029 | &nbsp;&nbsp; 1812564 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/51 | 518 | &nbsp;&nbsp; 321172 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | 400 | &nbsp;&nbsp; 428068 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 460 | &nbsp;&nbsp; 440476 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53<sup>(a)</sup> | 625 | &nbsp;&nbsp; 621762 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | 550 | &nbsp;&nbsp; 526593 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | 1360 | &nbsp;&nbsp; 1297349 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | 655 | &nbsp;&nbsp; 675133 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | 825 | &nbsp;&nbsp; 690348 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | 1036 | &nbsp;&nbsp; 945459 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | 450 | &nbsp;&nbsp; 397046 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | 1013 | &nbsp;&nbsp; 822320 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | 893 | &nbsp;&nbsp; 786458 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | 1185 | &nbsp;&nbsp; 1067686 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54<sup>(a)</sup> | 900 | &nbsp;&nbsp; 843192 |
| Nationwide Financial Services, Inc., 6.75%, 05/15/87 | 340 | &nbsp;&nbsp; 339147 |
| Old Republic International Corp., 3.85%, 06/11/51 | 550 | &nbsp;&nbsp; 387102 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36 | 300 | &nbsp;&nbsp; 318503 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | 250 | &nbsp;&nbsp; 221593 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | 300 | &nbsp;&nbsp; 255166 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | 288 | &nbsp;&nbsp; 238917 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 325 | &nbsp;&nbsp; 311968 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | 376 | &nbsp;&nbsp; 321099 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | 130 | &nbsp;&nbsp; 100797 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | 763 | &nbsp;&nbsp; 623813 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 513 | &nbsp;&nbsp; 421235 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | 563 | &nbsp;&nbsp; 438126 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Progressive Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 655 | &nbsp;&nbsp; $486984 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36<sup>(a)</sup> | 900 | &nbsp;&nbsp; 939723 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | 375 | &nbsp;&nbsp; 417709 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | 579 | &nbsp;&nbsp; 436719 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/21/40 | 200 | &nbsp;&nbsp; 222409 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | 463 | &nbsp;&nbsp; 406320 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | 663 | &nbsp;&nbsp; 513492 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | 450 | &nbsp;&nbsp; 373059 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | 1077 | &nbsp;&nbsp; 818198 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | 1054 | &nbsp;&nbsp; 865455 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | 1211 | &nbsp;&nbsp; 882949 |
| Selective Insurance Group, Inc., 5.38%, 03/01/49 | 300 | &nbsp;&nbsp; 267771 |
| Transatlantic Holdings, Inc., 8.00%, 11/30/39 | 300 | &nbsp;&nbsp; 372927 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | 163 | &nbsp;&nbsp; 185814 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | 963 | &nbsp;&nbsp; 1057675 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | 750 | &nbsp;&nbsp; 746967 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | 302 | &nbsp;&nbsp; 267874 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | 363 | &nbsp;&nbsp; 305210 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 550 | &nbsp;&nbsp; 424960 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | 713 | &nbsp;&nbsp; 568074 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | 350 | &nbsp;&nbsp; 279838 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | 488 | &nbsp;&nbsp; 390380 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | 575 | &nbsp;&nbsp; 341677 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | 729 | &nbsp;&nbsp; 475701 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | 650 | &nbsp;&nbsp; 631584 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 | 570 | &nbsp;&nbsp; 574715 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | 463 | &nbsp;&nbsp; 449107 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | 313 | &nbsp;&nbsp; 247432 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | 475 | &nbsp;&nbsp; 350674 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | 530 | &nbsp;&nbsp; 516199 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/44 | 350 | &nbsp;&nbsp; 305560 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | 313 | &nbsp;&nbsp; 236548 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 | 363 | &nbsp;&nbsp; 249489 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/30/61<sup>(a)</sup> | 500 | &nbsp;&nbsp; 303916 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | 100 | &nbsp;&nbsp; 88364 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | 630 | &nbsp;&nbsp; 462673 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | 550 | &nbsp;&nbsp; 541416 |
| XL Group Ltd., 5.25%, 12/15/43 | 300 | &nbsp;&nbsp; 286678 |
|  |  | &nbsp;&nbsp; 79419654 |
| **Interactive Media & Services — 0.9%** | **Interactive Media & Services — 0.9%** | **Interactive Media & Services — 0.9%** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 | 1091 | &nbsp;&nbsp; 724009 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50<sup>(a)</sup> | 2310 | &nbsp;&nbsp; 1271502 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | 1105 | &nbsp;&nbsp; 1084930 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60<sup>(a)</sup> | 2251 | &nbsp;&nbsp; 1180863 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | 1335 | &nbsp;&nbsp; 1296176 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | 3274 | &nbsp;&nbsp; 2747340 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53<sup>(a)</sup> | 2395 | &nbsp;&nbsp; 2371139 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | 3015 | &nbsp;&nbsp; 2915304 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | 1500 | &nbsp;&nbsp; 1256370 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | 1740 | &nbsp;&nbsp; 1747045 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | 1925 | &nbsp;&nbsp; 1868076 |
| Netflix, Inc., 5.40%, 08/15/54 | 900 | &nbsp;&nbsp; 879746 |
|  |  | &nbsp;&nbsp; 19342500 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Internet Software & Services — 1.1%** | **Internet Software & Services — 1.1%** | **Internet Software & Services — 1.1%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 | $1078 | &nbsp;&nbsp; $962183 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41<sup>(a)</sup> | 950 | &nbsp;&nbsp; 674057 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 | 1751 | &nbsp;&nbsp; 1429046 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | 1166 | &nbsp;&nbsp; 772762 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/26/54<sup>(d)</sup> | 200 | &nbsp;&nbsp; 198245 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 | 478 | &nbsp;&nbsp; 388721 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61<sup>(a)</sup> | 1150 | &nbsp;&nbsp; 726102 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | 2129 | &nbsp;&nbsp; 1914198 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | 2185 | &nbsp;&nbsp; 1625418 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 | 1438 | &nbsp;&nbsp; 1384335 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | 2548 | &nbsp;&nbsp; 2095026 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50<sup>(a)</sup> | 3029 | &nbsp;&nbsp; 1811104 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | 3759 | &nbsp;&nbsp; 2523008 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | 1951 | &nbsp;&nbsp; 1533466 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | 1634 | &nbsp;&nbsp; 1329320 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | 2529 | &nbsp;&nbsp; 1453435 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | 2379 | &nbsp;&nbsp; 1544181 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | 1054 | &nbsp;&nbsp; 821478 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | 800 | &nbsp;&nbsp; 646641 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | 913 | &nbsp;&nbsp; 657916 |
| JD.com, Inc., 4.13%, 01/14/50<sup>(a)</sup> | 450 | &nbsp;&nbsp; 357316 |
| Uber Technologies, Inc., 5.35%, 09/15/54 | 1310 | &nbsp;&nbsp; 1222052 |
|  |  | &nbsp;&nbsp; 26070010 |
| **IT Services — 0.6%** | **IT Services — 0.6%** | **IT Services — 0.6%** |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | 766 | &nbsp;&nbsp; 561814 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | 100 | &nbsp;&nbsp; 81501 |
| Fiserv, Inc., 4.40%, 07/01/49 | 1727 | &nbsp;&nbsp; 1378793 |
| IBM International Capital Pte. Ltd.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | 950 | &nbsp;&nbsp; 907360 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | 1350 | &nbsp;&nbsp; 1253483 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | 2270 | &nbsp;&nbsp; 1987329 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | 850 | &nbsp;&nbsp; 865762 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | 655 | &nbsp;&nbsp; 480008 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | 1152 | &nbsp;&nbsp; 950407 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | 691 | &nbsp;&nbsp; 605167 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | 2595 | &nbsp;&nbsp; 2078506 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50<sup>(a)</sup> | 764 | &nbsp;&nbsp; 480951 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | 350 | &nbsp;&nbsp; 238052 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52<sup>(a)</sup> | 800 | &nbsp;&nbsp; 703180 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | 450 | &nbsp;&nbsp; 406607 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 | 600 | &nbsp;&nbsp; 591036 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/96 | 150 | &nbsp;&nbsp; 178670 |
| Kyndryl Holdings, Inc., 4.10%, 10/15/41 | 529 | &nbsp;&nbsp; 414320 |
|  |  | &nbsp;&nbsp; 14162946 |
| **Leisure Products — 0.1%** | **Leisure Products — 0.1%** | **Leisure Products — 0.1%** |
| Brunswick Corp./DE, 5.10%, 04/01/52 | 329 | &nbsp;&nbsp; 253637 |
| Harley-Davidson, Inc., 4.63%, 07/28/45 | 246 | &nbsp;&nbsp; 196672 |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | 463 | &nbsp;&nbsp; 479522 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | 255 | &nbsp;&nbsp; 221684 |
| Mattel, Inc., 5.45%, 11/01/41 | 250 | &nbsp;&nbsp; 225078 |
|  |  | &nbsp;&nbsp; 1376593 |
| **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/35 | 250 | &nbsp;&nbsp; 256777 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/36 | 690 | &nbsp;&nbsp; 749630 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Caterpillar, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | 394 | &nbsp;&nbsp; $389677 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | 1703 | &nbsp;&nbsp; 1396653 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | 175 | &nbsp;&nbsp; 150744 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | 1029 | &nbsp;&nbsp; 717873 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 | 1054 | &nbsp;&nbsp; 733312 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/55 | 80 | &nbsp;&nbsp; 79096 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | 325 | &nbsp;&nbsp; 283926 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | 1179 | &nbsp;&nbsp; 998466 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49<sup>(a)</sup> | 317 | &nbsp;&nbsp; 208741 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | 675 | &nbsp;&nbsp; 520227 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55<sup>(a)</sup> | 630 | &nbsp;&nbsp; 646454 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/15/35 | 300 | &nbsp;&nbsp; 309103 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | 200 | &nbsp;&nbsp; 194050 |
| Ingersoll Rand, Inc., 5.70%, 06/15/54<sup>(a)</sup> | 440 | &nbsp;&nbsp; 434586 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | 654 | &nbsp;&nbsp; 498112 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50<sup>(a)</sup> | 676 | &nbsp;&nbsp; 466579 |
| Rockwell Automation, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 | 504 | &nbsp;&nbsp; 414686 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 | 260 | &nbsp;&nbsp; 149776 |
| Snap-on, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 | 350 | &nbsp;&nbsp; 280246 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 | 404 | &nbsp;&nbsp; 271663 |
| Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/40 | 350 | &nbsp;&nbsp; 333880 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 | 263 | &nbsp;&nbsp; 224188 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50<sup>(a)</sup> | 775 | &nbsp;&nbsp; 442777 |
| Xylem, Inc./New York, 4.38%, 11/01/46 | 213 | &nbsp;&nbsp; 174221 |
|  |  | &nbsp;&nbsp; 11325443 |
| **Media — 3.7%** | **Media — 3.7%** | **Media — 3.7%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | 1763 | &nbsp;&nbsp; 1826040 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | 129 | &nbsp;&nbsp; 119247 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 779 | &nbsp;&nbsp; 556471 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | 863 | &nbsp;&nbsp; 607084 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | 2801 | &nbsp;&nbsp; 2723263 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | 2043 | &nbsp;&nbsp; 1727385 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | 2134 | &nbsp;&nbsp; 1892574 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49<sup>(a)</sup> | 1229 | &nbsp;&nbsp; 995636 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50<sup>(a)</sup> | 2526 | &nbsp;&nbsp; 1961966 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51<sup>(a)</sup> | 2271 | &nbsp;&nbsp; 1469506 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | 2525 | &nbsp;&nbsp; 1676088 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53<sup>(a)</sup> | 1502 | &nbsp;&nbsp; 1238861 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | 263 | &nbsp;&nbsp; 262716 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | 2267 | &nbsp;&nbsp; 1394992 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | 1179 | &nbsp;&nbsp; 801238 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | 1943 | &nbsp;&nbsp; 1211902 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | 500 | &nbsp;&nbsp; 409874 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 | 338 | &nbsp;&nbsp; 318711 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | 200 | &nbsp;&nbsp; 220740 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 | 1213 | &nbsp;&nbsp; 1010691 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | 350 | &nbsp;&nbsp; 382050 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | 1363 | &nbsp;&nbsp; 1172521 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | 1070 | &nbsp;&nbsp; 983740 |
| &nbsp;&nbsp;&nbsp; 6.55%, 07/01/39<sup>(a)</sup> | 200 | &nbsp;&nbsp; 219104 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | 1579 | &nbsp;&nbsp; 1228403 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40<sup>(a)</sup> | 1129 | &nbsp;&nbsp; 927514 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | $375 | &nbsp;&nbsp; $330411 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | 308 | &nbsp;&nbsp; 270367 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | 436 | &nbsp;&nbsp; 373328 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | 1413 | &nbsp;&nbsp; 997633 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | 1163 | &nbsp;&nbsp; 891392 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | 1393 | &nbsp;&nbsp; 1063325 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 1263 | &nbsp;&nbsp; 966682 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | 1536 | &nbsp;&nbsp; 1306253 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49<sup>(a)</sup> | 2339 | &nbsp;&nbsp; 1762129 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | 2000 | &nbsp;&nbsp; 1362932 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | 1450 | &nbsp;&nbsp; 859581 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | 4559 | &nbsp;&nbsp; 2740110 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(a)</sup> | 2384 | &nbsp;&nbsp; 1283951 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | 597 | &nbsp;&nbsp; 443759 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53<sup>(a)</sup> | 1590 | &nbsp;&nbsp; 1457834 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 690 | &nbsp;&nbsp; 661863 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55 | 1300 | &nbsp;&nbsp; 1317409 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | 5851 | &nbsp;&nbsp; 3384122 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | 629 | &nbsp;&nbsp; 535371 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | 1300 | &nbsp;&nbsp; 669298 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | 3329 | &nbsp;&nbsp; 1849149 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | 1065 | &nbsp;&nbsp; 981656 |
| Discovery Communications LLC, 6.35%, 06/01/40 | 750 | &nbsp;&nbsp; 502995 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | 879 | &nbsp;&nbsp; 853568 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49<sup>(a)</sup> | 1129 | &nbsp;&nbsp; 1056046 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/40 | 513 | &nbsp;&nbsp; 475584 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 | 650 | &nbsp;&nbsp; 460283 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/31/46 | 902 | &nbsp;&nbsp; 728290 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/49<sup>(a)</sup> | 601 | &nbsp;&nbsp; 423574 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40<sup>(a)</sup> | 300 | &nbsp;&nbsp; 322951 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 516 | &nbsp;&nbsp; 529948 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | 680 | &nbsp;&nbsp; 580076 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | 563 | &nbsp;&nbsp; 583990 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | 200 | &nbsp;&nbsp; 183839 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | 443 | &nbsp;&nbsp; 356355 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | 686 | &nbsp;&nbsp; 519923 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | 161 | &nbsp;&nbsp; 143672 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | 163 | &nbsp;&nbsp; 132119 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44<sup>(a)</sup> | 279 | &nbsp;&nbsp; 219695 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | 600 | &nbsp;&nbsp; 458770 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | 629 | &nbsp;&nbsp; 489633 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | 1463 | &nbsp;&nbsp; 1504680 |
| &nbsp;&nbsp;&nbsp; 7.30%, 07/01/38 | 1425 | &nbsp;&nbsp; 1539011 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | 1626 | &nbsp;&nbsp; 1669244 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | 1188 | &nbsp;&nbsp; 1123311 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | 1275 | &nbsp;&nbsp; 1148060 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | 1663 | &nbsp;&nbsp; 1304113 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/41 | 225 | &nbsp;&nbsp; 198038 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/42 | 500 | &nbsp;&nbsp; 396502 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | 488 | &nbsp;&nbsp; 404831 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | 600 | &nbsp;&nbsp; 401445 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | 538 | &nbsp;&nbsp; 455490 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | 903 | &nbsp;&nbsp; 1010490 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/37 | 300 | &nbsp;&nbsp; 328442 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Walt Disney Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | 1186 | &nbsp;&nbsp; $1345955 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 | 854 | &nbsp;&nbsp; 806243 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | 1275 | &nbsp;&nbsp; 1042055 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | 650 | &nbsp;&nbsp; 694390 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | 650 | &nbsp;&nbsp; 645583 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 513 | &nbsp;&nbsp; 463770 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | 150 | &nbsp;&nbsp; 137765 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 | 250 | &nbsp;&nbsp; 313826 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | 373 | &nbsp;&nbsp; 333000 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | 2379 | &nbsp;&nbsp; 1486523 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50<sup>(a)</sup> | 1552 | &nbsp;&nbsp; 1376998 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | 2424 | &nbsp;&nbsp; 1778712 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60<sup>(a)</sup> | 1189 | &nbsp;&nbsp; 864358 |
|  |  | &nbsp;&nbsp; 84641018 |
| **Metals & Mining — 1.3%** | **Metals & Mining — 1.3%** | **Metals & Mining — 1.3%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/39 | 696 | &nbsp;&nbsp; 766537 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 | 225 | &nbsp;&nbsp; 237346 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/17/54<sup>(a)</sup> | 475 | &nbsp;&nbsp; 477483 |
| Barrick Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 10/15/35 | 250 | &nbsp;&nbsp; 272232 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/42 | 500 | &nbsp;&nbsp; 477057 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | 613 | &nbsp;&nbsp; 612553 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | 663 | &nbsp;&nbsp; 665989 |
| &nbsp;&nbsp;&nbsp; Barrick PD Australia Finance Pty. Ltd., 5.95%, <br> 10/15/39<br>| 913 | &nbsp;&nbsp; 937328 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | 813 | &nbsp;&nbsp; 696704 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | 2434 | &nbsp;&nbsp; 2299090 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53<sup>(a)</sup> | 685 | &nbsp;&nbsp; 676042 |
| Freeport-McMoRan, Inc., 5.45%, 03/15/43 | 1344 | &nbsp;&nbsp; 1267536 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 650 | &nbsp;&nbsp; 711304 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | 827 | &nbsp;&nbsp; 776374 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | 330 | &nbsp;&nbsp; 321261 |
| Newmont Corp./Newcrest Finance Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/41 | 600 | &nbsp;&nbsp; 603678 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/13/50 | 325 | &nbsp;&nbsp; 265387 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | 550 | &nbsp;&nbsp; 602508 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/43 | 350 | &nbsp;&nbsp; 334553 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | 350 | &nbsp;&nbsp; 291304 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | 650 | &nbsp;&nbsp; 487193 |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | 238 | &nbsp;&nbsp; 144628 |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/15/43 | 400 | &nbsp;&nbsp; 322339 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | 213 | &nbsp;&nbsp; 179214 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | 1188 | &nbsp;&nbsp; 1161469 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | 1189 | &nbsp;&nbsp; 719121 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | 663 | &nbsp;&nbsp; 600589 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | 788 | &nbsp;&nbsp; 663673 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | 1280 | &nbsp;&nbsp; 1175391 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | 1455 | &nbsp;&nbsp; 1457306 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | 625 | &nbsp;&nbsp; 627746 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | 719 | &nbsp;&nbsp; 782996 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | 1300 | &nbsp;&nbsp; 1204888 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| Southern Copper Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | 1238 | &nbsp;&nbsp; $1220207 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | 721 | &nbsp;&nbsp; 472810 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | 350 | &nbsp;&nbsp; 340654 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/21/36<sup>(a)</sup> | 929 | &nbsp;&nbsp; 1010981 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/10/39 | 236 | &nbsp;&nbsp; 256142 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 | 1675 | &nbsp;&nbsp; 1643463 |
| Vale SA, 5.63%, 09/11/42 | 579 | &nbsp;&nbsp; 567826 |
| Valmont Industries, Inc., 5.00%, 10/01/44<sup>(a)</sup> | 729 | &nbsp;&nbsp; 653280 |
|  |  | &nbsp;&nbsp; 28984182 |
| **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | 450 | &nbsp;&nbsp; 450432 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | 476 | &nbsp;&nbsp; 397140 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | 815 | &nbsp;&nbsp; 672515 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | 788 | &nbsp;&nbsp; 648527 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | 115 | &nbsp;&nbsp; 91016 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | 570 | &nbsp;&nbsp; 393868 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 | 200 | &nbsp;&nbsp; 122164 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 | 500 | &nbsp;&nbsp; 500629 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 550 | &nbsp;&nbsp; 590291 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54<sup>(a)</sup> | 400 | &nbsp;&nbsp; 361837 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Resources Corp., 5.85%, <br> 01/15/41<br>| 163 | &nbsp;&nbsp; 163019 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | 519 | &nbsp;&nbsp; 525510 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | 151 | &nbsp;&nbsp; 141232 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | 963 | &nbsp;&nbsp; 850005 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | 678 | &nbsp;&nbsp; 658597 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | 688 | &nbsp;&nbsp; 565366 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/48<sup>(a)</sup> | 775 | &nbsp;&nbsp; 594300 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 450 | &nbsp;&nbsp; 396794 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | 1500 | &nbsp;&nbsp; 1478978 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | 563 | &nbsp;&nbsp; 491384 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | 350 | &nbsp;&nbsp; 290565 |
| Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/01/43 | 255 | &nbsp;&nbsp; 222382 |
| &nbsp;&nbsp;&nbsp; 3.64%, 11/01/46 | 255 | &nbsp;&nbsp; 183631 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | 604 | &nbsp;&nbsp; 402114 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | 125 | &nbsp;&nbsp; 109877 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/40 | 75 | &nbsp;&nbsp; 70675 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 | 600 | &nbsp;&nbsp; 466043 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52<sup>(a)</sup> | 625 | &nbsp;&nbsp; 668285 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | 520 | &nbsp;&nbsp; 510538 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | 450 | &nbsp;&nbsp; 439529 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55<sup>(a)</sup> | 750 | &nbsp;&nbsp; 763066 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | 413 | &nbsp;&nbsp; 321144 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | 304 | &nbsp;&nbsp; 243129 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | 150 | &nbsp;&nbsp; 112221 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 | 625 | &nbsp;&nbsp; 635410 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/43<sup>(a)</sup> | 236 | &nbsp;&nbsp; 197446 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | 720 | &nbsp;&nbsp; 553419 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | 400 | &nbsp;&nbsp; 326088 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, 3.15%, 09/30/51 | 695 | &nbsp;&nbsp; 442078 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | 400 | &nbsp;&nbsp; 305529 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| Southwest Gas Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | 345 | &nbsp;&nbsp; $225724 |
| Spire Missouri, Inc., 3.30%, 06/01/51 | 400 | &nbsp;&nbsp; 267187 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | 513 | &nbsp;&nbsp; 364673 |
| &nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | 350 | &nbsp;&nbsp; 261074 |
|  |  | &nbsp;&nbsp; 18475431 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| Kilroy Realty LP, 6.25%, 01/15/36 | 300 | &nbsp;&nbsp; 301065 |
| **Oil, Gas & Consumable Fuels — 8.3%** | **Oil, Gas & Consumable Fuels — 8.3%** | **Oil, Gas & Consumable Fuels — 8.3%** |
| APA Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | 375 | &nbsp;&nbsp; 297726 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 | 400 | &nbsp;&nbsp; 376028 |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | 1530 | &nbsp;&nbsp; 1130287 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | 1929 | &nbsp;&nbsp; 1230266 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50<sup>(a)</sup> | 1684 | &nbsp;&nbsp; 1017810 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | 2042 | &nbsp;&nbsp; 1267936 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52<sup>(a)</sup> | 963 | &nbsp;&nbsp; 604074 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61<sup>(a)</sup> | 2077 | &nbsp;&nbsp; 1334755 |
| Burlington Resources LLC, 5.95%, 10/15/36 | 250 | &nbsp;&nbsp; 263741 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | 400 | &nbsp;&nbsp; 421274 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | 1000 | &nbsp;&nbsp; 1032732 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/39 | 250 | &nbsp;&nbsp; 266161 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 | 843 | &nbsp;&nbsp; 723032 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | 390 | &nbsp;&nbsp; 366219 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39<sup>(a)</sup> | 628 | &nbsp;&nbsp; 671219 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 | 777 | &nbsp;&nbsp; 694780 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/52<sup>(a)</sup> | 209 | &nbsp;&nbsp; 141404 |
| &nbsp;&nbsp;&nbsp; Cheniere Corpus Christi Holdings LLC, 2.74%, <br> 12/31/39<br>| 563 | &nbsp;&nbsp; 463833 |
| Chevron Corp., 3.08%, 05/11/50 | 1200 | &nbsp;&nbsp; 799941 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 | 350 | &nbsp;&nbsp; 372834 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/43<sup>(a)</sup> | 250 | &nbsp;&nbsp; 243975 |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50<sup>(a)</sup> | 838 | &nbsp;&nbsp; 477476 |
| CNOOC Finance 2013 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/43 | 250 | &nbsp;&nbsp; 225203 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/30/49 | 600 | &nbsp;&nbsp; 449397 |
| &nbsp;&nbsp;&nbsp; CNOOC Finance 2015 Australia Pty. Ltd., 4.20%, <br> 05/05/45<br>| 200 | &nbsp;&nbsp; 177314 |
| CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/37 | 550 | &nbsp;&nbsp; 637147 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/30/39 | 200 | &nbsp;&nbsp; 258609 |
| Columbia Pipeline Group, Inc., 5.80%, 06/01/45 | 425 | &nbsp;&nbsp; 411926 |
| ConocoPhillips |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/38 | 25 | &nbsp;&nbsp; 26099 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/39 | 1650 | &nbsp;&nbsp; 1826698 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 | 500 | &nbsp;&nbsp; 439885 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | 830 | &nbsp;&nbsp; 661884 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | 529 | &nbsp;&nbsp; 440202 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | 400 | &nbsp;&nbsp; 419395 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | 1388 | &nbsp;&nbsp; 1005047 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53<sup>(a)</sup> | 480 | &nbsp;&nbsp; 442349 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54<sup>(a)</sup> | 940 | &nbsp;&nbsp; 894317 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(a)</sup> | 1415 | &nbsp;&nbsp; 1338095 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | 1555 | &nbsp;&nbsp; 1119133 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | 850 | &nbsp;&nbsp; 811874 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| ConocoPhillips Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | $590 | &nbsp;&nbsp; $558137 |
| Continental Resources, Inc., 4.90%, 06/01/44 | 543 | &nbsp;&nbsp; 426428 |
| Coterra Energy, Inc., 5.90%, 02/15/55 | 760 | &nbsp;&nbsp; 707645 |
| DCP Midstream Operating LP, 5.60%, 04/01/44 | 250 | &nbsp;&nbsp; 231506 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 513 | &nbsp;&nbsp; 475628 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | 819 | &nbsp;&nbsp; 686760 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | 763 | &nbsp;&nbsp; 636836 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54<sup>(a)</sup> | 1220 | &nbsp;&nbsp; 1093862 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51 | 663 | &nbsp;&nbsp; 514628 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | 475 | &nbsp;&nbsp; 358745 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53<sup>(a)</sup> | 800 | &nbsp;&nbsp; 793591 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | 1060 | &nbsp;&nbsp; 983206 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 | 950 | &nbsp;&nbsp; 877805 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 | 1175 | &nbsp;&nbsp; 1124182 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/55<sup>(a)</sup> | 130 | &nbsp;&nbsp; 134110 |
| Eastern Gas Transmission & Storage, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/01/43 | 300 | &nbsp;&nbsp; 260046 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 | 600 | &nbsp;&nbsp; 504129 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 | 375 | &nbsp;&nbsp; 363188 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | 335 | &nbsp;&nbsp; 386159 |
| &nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38 | 350 | &nbsp;&nbsp; 408009 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | 613 | &nbsp;&nbsp; 506908 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | 750 | &nbsp;&nbsp; 714789 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 454 | &nbsp;&nbsp; 336361 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | 1139 | &nbsp;&nbsp; 752023 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53<sup>(a)</sup> | 1135 | &nbsp;&nbsp; 1225230 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54<sup>(a)</sup> | 1260 | &nbsp;&nbsp; 1246071 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/36 | 370 | &nbsp;&nbsp; 396670 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 | 500 | &nbsp;&nbsp; 570577 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 | 700 | &nbsp;&nbsp; 699910 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | 963 | &nbsp;&nbsp; 1003798 |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/42<sup>(a)</sup> | 250 | &nbsp;&nbsp; 247594 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 | 438 | &nbsp;&nbsp; 375223 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | 413 | &nbsp;&nbsp; 363248 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | 397 | &nbsp;&nbsp; 381989 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | 826 | &nbsp;&nbsp; 737928 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | 413 | &nbsp;&nbsp; 356415 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 | 1279 | &nbsp;&nbsp; 1121509 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | 913 | &nbsp;&nbsp; 819924 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | 1036 | &nbsp;&nbsp; 1019303 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | 1020 | &nbsp;&nbsp; 897828 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | 1079 | &nbsp;&nbsp; 960069 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | 1000 | &nbsp;&nbsp; 958481 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49<sup>(a)</sup> | 1629 | &nbsp;&nbsp; 1607194 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | 2200 | &nbsp;&nbsp; 1836512 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54<sup>(a)</sup> | 1975 | &nbsp;&nbsp; 1869162 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | 875 | &nbsp;&nbsp; 839472 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55<sup>(a)</sup> | 750 | &nbsp;&nbsp; 735405 |
| &nbsp;&nbsp;&nbsp; Series 20Y, 5.80%, 06/15/38 | 350 | &nbsp;&nbsp; 349935 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | 1325 | &nbsp;&nbsp; 1325903 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/15/38 | 400 | &nbsp;&nbsp; 469633 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | 600 | &nbsp;&nbsp; 634048 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | 600 | &nbsp;&nbsp; 651948 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | 697 | &nbsp;&nbsp; 717824 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | 850 | &nbsp;&nbsp; 771280 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Enterprise Products Operating LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | $1308 | &nbsp;&nbsp; $1119262 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | 1829 | &nbsp;&nbsp; 1644771 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | 1186 | &nbsp;&nbsp; 1096433 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | 1161 | &nbsp;&nbsp; 1037505 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | 1279 | &nbsp;&nbsp; 1029912 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | 929 | &nbsp;&nbsp; 803805 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | 1078 | &nbsp;&nbsp; 850960 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | 625 | &nbsp;&nbsp; 448081 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | 1204 | &nbsp;&nbsp; 784940 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53<sup>(a)</sup> | 631 | &nbsp;&nbsp; 415091 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | 550 | &nbsp;&nbsp; 476875 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55<sup>(a)</sup> | 1225 | &nbsp;&nbsp; 1176422 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | 800 | &nbsp;&nbsp; 579894 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | 775 | &nbsp;&nbsp; 780680 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 | 613 | &nbsp;&nbsp; 541096 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54<sup>(a)</sup> | 855 | &nbsp;&nbsp; 831595 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | 340 | &nbsp;&nbsp; 343389 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 | 829 | &nbsp;&nbsp; 692177 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | 911 | &nbsp;&nbsp; 891540 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | 500 | &nbsp;&nbsp; 441619 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | 1250 | &nbsp;&nbsp; 1045481 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | 450 | &nbsp;&nbsp; 416558 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | 945 | &nbsp;&nbsp; 659049 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | 1004 | &nbsp;&nbsp; 758159 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | 713 | &nbsp;&nbsp; 553020 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | 1844 | &nbsp;&nbsp; 1638726 |
| &nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | 1025 | &nbsp;&nbsp; 780365 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | 2504 | &nbsp;&nbsp; 2043030 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | 1318 | &nbsp;&nbsp; 878130 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | 2518 | &nbsp;&nbsp; 2077274 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 2465 | &nbsp;&nbsp; 1740303 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | 675 | &nbsp;&nbsp; 722313 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | 1079 | &nbsp;&nbsp; 1092963 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47<sup>(a)</sup> | 604 | &nbsp;&nbsp; 613274 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37<sup>(a)</sup> | 576 | &nbsp;&nbsp; 612935 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | 1286 | &nbsp;&nbsp; 1417172 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | 600 | &nbsp;&nbsp; 635768 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | 550 | &nbsp;&nbsp; 582327 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40 | 300 | &nbsp;&nbsp; 344470 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | 413 | &nbsp;&nbsp; 429108 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | 300 | &nbsp;&nbsp; 288061 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | 650 | &nbsp;&nbsp; 578767 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42<sup>(a)</sup> | 400 | &nbsp;&nbsp; 344503 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | 763 | &nbsp;&nbsp; 681615 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | 745 | &nbsp;&nbsp; 698520 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | 363 | &nbsp;&nbsp; 336149 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | 1486 | &nbsp;&nbsp; 1396545 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | 770 | &nbsp;&nbsp; 676161 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48<sup>(a)</sup> | 486 | &nbsp;&nbsp; 433726 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | 500 | &nbsp;&nbsp; 320642 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51<sup>(a)</sup> | 1829 | &nbsp;&nbsp; 1251094 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52<sup>(a)</sup> | 225 | &nbsp;&nbsp; 205047 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54<sup>(a)</sup> | 820 | &nbsp;&nbsp; 799476 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | 1425 | &nbsp;&nbsp; 1487296 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 763 | &nbsp;&nbsp; 636257 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Marathon Petroleum Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | $259 | &nbsp;&nbsp; $200543 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 | 650 | &nbsp;&nbsp; 529504 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | 1925 | &nbsp;&nbsp; 1697832 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | 1029 | &nbsp;&nbsp; 893148 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | 813 | &nbsp;&nbsp; 705149 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | 1186 | &nbsp;&nbsp; 958473 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | 1504 | &nbsp;&nbsp; 1357256 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | 1321 | &nbsp;&nbsp; 1090531 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 | 390 | &nbsp;&nbsp; 355669 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 | 900 | &nbsp;&nbsp; 852960 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | 250 | &nbsp;&nbsp; 201632 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | 1300 | &nbsp;&nbsp; 1323526 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/39 | 275 | &nbsp;&nbsp; 306879 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 700 | &nbsp;&nbsp; 685434 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46<sup>(a)</sup> | 750 | &nbsp;&nbsp; 741813 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 | 575 | &nbsp;&nbsp; 424926 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 250 | &nbsp;&nbsp; 172592 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54<sup>(a)</sup> | 990 | &nbsp;&nbsp; 904581 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | 500 | &nbsp;&nbsp; 538976 |
| &nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | 500 | &nbsp;&nbsp; 547436 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | 575 | &nbsp;&nbsp; 577128 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | 250 | &nbsp;&nbsp; 249676 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | 600 | &nbsp;&nbsp; 529020 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | 300 | &nbsp;&nbsp; 274104 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 | 400 | &nbsp;&nbsp; 340144 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | 563 | &nbsp;&nbsp; 426391 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 | 350 | &nbsp;&nbsp; 310718 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | 504 | &nbsp;&nbsp; 421136 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | 460 | &nbsp;&nbsp; 345153 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | 763 | &nbsp;&nbsp; 660433 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | 550 | &nbsp;&nbsp; 448262 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49<sup>(a)</sup> | 625 | &nbsp;&nbsp; 477926 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | 811 | &nbsp;&nbsp; 574851 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | 413 | &nbsp;&nbsp; 315723 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | 250 | &nbsp;&nbsp; 271384 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | 950 | &nbsp;&nbsp; 982694 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54<sup>(a)</sup> | 1300 | &nbsp;&nbsp; 1195718 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 975 | &nbsp;&nbsp; 897685 |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | 375 | &nbsp;&nbsp; 385079 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | 443 | &nbsp;&nbsp; 451435 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 | 200 | &nbsp;&nbsp; 207531 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | 1326 | &nbsp;&nbsp; 1316264 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | 1636 | &nbsp;&nbsp; 1418779 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | 1067 | &nbsp;&nbsp; 686448 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 | 100 | &nbsp;&nbsp; 83604 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 | 713 | &nbsp;&nbsp; 606625 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 450 | &nbsp;&nbsp; 416037 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55<sup>(a)</sup> | 775 | &nbsp;&nbsp; 703946 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/37 | 800 | &nbsp;&nbsp; 862455 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | 350 | &nbsp;&nbsp; 311145 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 | 300 | &nbsp;&nbsp; 237602 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | 420 | &nbsp;&nbsp; 347548 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 | 579 | &nbsp;&nbsp; 491787 |
| Sabine Pass Liquefaction LLC, 5.90%, 09/15/37 | 400 | &nbsp;&nbsp; 420260 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | $1259 | &nbsp;&nbsp; $1105005 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 1873 | &nbsp;&nbsp; 1579691 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | 2036 | &nbsp;&nbsp; 1613632 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | 795 | &nbsp;&nbsp; 606736 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(a)</sup> | 1239 | &nbsp;&nbsp; 844543 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | 2676 | &nbsp;&nbsp; 2955961 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40 | 525 | &nbsp;&nbsp; 529279 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | 563 | &nbsp;&nbsp; 403089 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | 600 | &nbsp;&nbsp; 468016 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 500 | &nbsp;&nbsp; 421194 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 | 1378 | &nbsp;&nbsp; 919334 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(a)</sup> | 600 | &nbsp;&nbsp; 402047 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | 650 | &nbsp;&nbsp; 416975 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure Holdings LLC, 6.18%, <br> 10/01/54<sup>(d)</sup><br>| 550 | &nbsp;&nbsp; 521118 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | 100 | &nbsp;&nbsp; 98559 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | 810 | &nbsp;&nbsp; 670813 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/15/38 | 483 | &nbsp;&nbsp; 519420 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/38 | 250 | &nbsp;&nbsp; 263929 |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | 613 | &nbsp;&nbsp; 663480 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47<sup>(a)</sup> | 829 | &nbsp;&nbsp; 609635 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/04/51<sup>(a)</sup> | 721 | &nbsp;&nbsp; 501918 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35<sup>(a)</sup> | 750 | &nbsp;&nbsp; 751189 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | 675 | &nbsp;&nbsp; 678651 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52<sup>(a)</sup> | 852 | &nbsp;&nbsp; 707018 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | 350 | &nbsp;&nbsp; 344753 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | 850 | &nbsp;&nbsp; 869062 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | 720 | &nbsp;&nbsp; 703720 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | 350 | &nbsp;&nbsp; 258427 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | 863 | &nbsp;&nbsp; 608584 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | 1804 | &nbsp;&nbsp; 1189985 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60<sup>(a)</sup> | 429 | &nbsp;&nbsp; 280350 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54<sup>(a)</sup> | 1575 | &nbsp;&nbsp; 1506916 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | 950 | &nbsp;&nbsp; 881689 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | 925 | &nbsp;&nbsp; 889846 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | 1250 | &nbsp;&nbsp; 1161707 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36<sup>(a)</sup> | 600 | &nbsp;&nbsp; 614006 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | 880 | &nbsp;&nbsp; 918886 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | 513 | &nbsp;&nbsp; 579102 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | 863 | &nbsp;&nbsp; 1004395 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | 800 | &nbsp;&nbsp; 817715 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/48 | 500 | &nbsp;&nbsp; 433517 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | 885 | &nbsp;&nbsp; 796271 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | 150 | &nbsp;&nbsp; 142818 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | 438 | &nbsp;&nbsp; 370783 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | 780 | &nbsp;&nbsp; 651941 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | 513 | &nbsp;&nbsp; 387029 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | 1750 | &nbsp;&nbsp; 1888827 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | 413 | &nbsp;&nbsp; 359556 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | 675 | &nbsp;&nbsp; 452120 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52<sup>(a)</sup> | 119 | &nbsp;&nbsp; 84389 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | 580 | &nbsp;&nbsp; 506197 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Western Midstream Operating LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | 575 | &nbsp;&nbsp; $482809 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 | 400 | &nbsp;&nbsp; 341778 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | 800 | &nbsp;&nbsp; 671247 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | 1313 | &nbsp;&nbsp; 1382279 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | 100 | &nbsp;&nbsp; 98500 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | 229 | &nbsp;&nbsp; 214610 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | 779 | &nbsp;&nbsp; 763490 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | 263 | &nbsp;&nbsp; 230639 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | 945 | &nbsp;&nbsp; 852291 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | 613 | &nbsp;&nbsp; 526455 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | 800 | &nbsp;&nbsp; 543870 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | 620 | &nbsp;&nbsp; 562941 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54<sup>(a)</sup> | 900 | &nbsp;&nbsp; 874984 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55<sup>(a)</sup> | 395 | &nbsp;&nbsp; 394645 |
| Woodside Finance Ltd., 5.70%, 09/12/54<sup>(a)</sup> | 600 | &nbsp;&nbsp; 545179 |
|  |  | &nbsp;&nbsp; 188140263 |
| **Paper & Forest Products — 0.2%** | **Paper & Forest Products — 0.2%** | **Paper & Forest Products — 0.2%** |
| &nbsp;&nbsp;&nbsp; Celulosa Arauco y Constitucion SA, 5.50%, <br> 11/02/47<sup>(a)</sup><br>| 300 | &nbsp;&nbsp; 261473 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/35<sup>(a)</sup> | 500 | &nbsp;&nbsp; 493616 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | 350 | &nbsp;&nbsp; 355685 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | 716 | &nbsp;&nbsp; 624200 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | 650 | &nbsp;&nbsp; 586607 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47<sup>(a)</sup> | 563 | &nbsp;&nbsp; 455379 |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48<sup>(a)</sup> | 825 | &nbsp;&nbsp; 664964 |
|  |  | &nbsp;&nbsp; 3441924 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp; United Airlines 2024-1 Class AA Pass Through Trust, <br> Series 2024-1, Class AA, 5.45%, 08/15/38<br>| 694 | &nbsp;&nbsp; 703541 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A, 5.80%, 07/15/37 | 1119 | &nbsp;&nbsp; 1138145 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A, 5.88%, 08/15/38<sup>(a)</sup> | 347 | &nbsp;&nbsp; 347489 |
|  |  | &nbsp;&nbsp; 2189175 |
| **Personal Care Products — 0.3%** | **Personal Care Products — 0.3%** | **Personal Care Products — 0.3%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 550 | &nbsp;&nbsp; 452890 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | 720 | &nbsp;&nbsp; 555520 |
| Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37<sup>(a)</sup> | 300 | &nbsp;&nbsp; 316950 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | 500 | &nbsp;&nbsp; 410301 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | 263 | &nbsp;&nbsp; 206843 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | 391 | &nbsp;&nbsp; 252298 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53<sup>(a)</sup> | 330 | &nbsp;&nbsp; 316363 |
| Haleon U.S. Capital LLC, 4.00%, 03/24/52 | 650 | &nbsp;&nbsp; 495609 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43<sup>(a)</sup> | 630 | &nbsp;&nbsp; 601312 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53 | 1100 | &nbsp;&nbsp; 1007557 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | 600 | &nbsp;&nbsp; 547241 |
| Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | 350 | &nbsp;&nbsp; 373242 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | 163 | &nbsp;&nbsp; 137761 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/25/47<sup>(a)</sup> | 100 | &nbsp;&nbsp; 76462 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** |
| Procter & Gamble Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | 529 | &nbsp;&nbsp; $399567 |
| &nbsp;&nbsp;&nbsp; Unilever Capital Corp., Series 30Y, 2.63%, <br> 08/12/51<sup>(a)</sup><br>| 304 | &nbsp;&nbsp; 182518 |
|  |  | &nbsp;&nbsp; 6332434 |
| **Pharmaceuticals — 6.6%** | **Pharmaceuticals — 6.6%** | **Pharmaceuticals — 6.6%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | 1130 | &nbsp;&nbsp; 1059657 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | 3587 | &nbsp;&nbsp; 3127201 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | 275 | &nbsp;&nbsp; 247938 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | 3110 | &nbsp;&nbsp; 2721589 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | 575 | &nbsp;&nbsp; 560798 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | 1036 | &nbsp;&nbsp; 950494 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | 752 | &nbsp;&nbsp; 675071 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | 2198 | &nbsp;&nbsp; 1961062 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | 1461 | &nbsp;&nbsp; 1249808 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | 1754 | &nbsp;&nbsp; 1578503 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | 5581 | &nbsp;&nbsp; 4551392 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | 3190 | &nbsp;&nbsp; 3074003 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | 730 | &nbsp;&nbsp; 725120 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | 1390 | &nbsp;&nbsp; 1336183 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | 2850 | &nbsp;&nbsp; 3179810 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | 800 | &nbsp;&nbsp; 675382 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | 462 | &nbsp;&nbsp; 401549 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | 595 | &nbsp;&nbsp; 510581 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/06/50<sup>(a)</sup> | 998 | &nbsp;&nbsp; 551090 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | 450 | &nbsp;&nbsp; 299780 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 | 844 | &nbsp;&nbsp; 733172 |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 | 1138 | &nbsp;&nbsp; 976191 |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 | 897 | &nbsp;&nbsp; 662667 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | 2213 | &nbsp;&nbsp; 1951002 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | 425 | &nbsp;&nbsp; 288690 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | 1440 | &nbsp;&nbsp; 1133157 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | 500 | &nbsp;&nbsp; 373792 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 | 240 | &nbsp;&nbsp; 235943 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | 250 | &nbsp;&nbsp; 215904 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | 350 | &nbsp;&nbsp; 308337 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | 775 | &nbsp;&nbsp; 712613 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | 1360 | &nbsp;&nbsp; 1128009 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | 1142 | &nbsp;&nbsp; 971476 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | 3976 | &nbsp;&nbsp; 3187837 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50<sup>(a)</sup> | 1739 | &nbsp;&nbsp; 1009279 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 1693 | &nbsp;&nbsp; 1225240 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/53 | 780 | &nbsp;&nbsp; 829971 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 | 2465 | &nbsp;&nbsp; 2387043 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | 1064 | &nbsp;&nbsp; 755990 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/15/63 | 880 | &nbsp;&nbsp; 942594 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/22/64 | 1325 | &nbsp;&nbsp; 1279500 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | 300 | &nbsp;&nbsp; 256954 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 | 500 | &nbsp;&nbsp; 417918 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | 370 | &nbsp;&nbsp; 325660 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | 513 | &nbsp;&nbsp; 415648 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | 900 | &nbsp;&nbsp; 877961 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | 363 | &nbsp;&nbsp; 294391 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Cencora, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 | $338 | &nbsp;&nbsp; $271062 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | 4573 | &nbsp;&nbsp; 4187911 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/39 | 200 | &nbsp;&nbsp; 203080 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | 610 | &nbsp;&nbsp; 506966 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 | 300 | &nbsp;&nbsp; 206867 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | 700 | &nbsp;&nbsp; 635009 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 | 875 | &nbsp;&nbsp; 861163 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | 3106 | &nbsp;&nbsp; 2728470 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48<sup>(a)</sup> | 6992 | &nbsp;&nbsp; 6014315 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 521 | &nbsp;&nbsp; 395300 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | 1275 | &nbsp;&nbsp; 1169890 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53<sup>(a)</sup> | 1340 | &nbsp;&nbsp; 1271861 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54<sup>(a)</sup> | 1075 | &nbsp;&nbsp; 1051195 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63<sup>(a)</sup> | 815 | &nbsp;&nbsp; 778718 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/37<sup>(a)</sup> | 400 | &nbsp;&nbsp; 423748 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 529 | &nbsp;&nbsp; 418567 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/47 | 550 | &nbsp;&nbsp; 439226 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49<sup>(a)</sup> | 900 | &nbsp;&nbsp; 716127 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | 1775 | &nbsp;&nbsp; 1003030 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | 610 | &nbsp;&nbsp; 552285 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | 1660 | &nbsp;&nbsp; 1532597 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | 1250 | &nbsp;&nbsp; 1164724 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | 1315 | &nbsp;&nbsp; 1310440 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | 625 | &nbsp;&nbsp; 490080 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60<sup>(a)</sup> | 796 | &nbsp;&nbsp; 434612 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | 1265 | &nbsp;&nbsp; 1135885 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | 1375 | &nbsp;&nbsp; 1263651 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | 830 | &nbsp;&nbsp; 776115 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | 545 | &nbsp;&nbsp; 545022 |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | 2226 | &nbsp;&nbsp; 2457341 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | 196 | &nbsp;&nbsp; 167661 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | 994 | &nbsp;&nbsp; 889236 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | 1113 | &nbsp;&nbsp; 986910 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37<sup>(a)</sup> | 825 | &nbsp;&nbsp; 903189 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | 1025 | &nbsp;&nbsp; 874572 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | 700 | &nbsp;&nbsp; 756419 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | 476 | &nbsp;&nbsp; 326070 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 391 | &nbsp;&nbsp; 369886 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/41<sup>(a)</sup> | 550 | &nbsp;&nbsp; 531115 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | 620 | &nbsp;&nbsp; 569900 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | 1313 | &nbsp;&nbsp; 1047861 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 | 1150 | &nbsp;&nbsp; 915764 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | 736 | &nbsp;&nbsp; 555694 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 | 425 | &nbsp;&nbsp; 246359 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54<sup>(a)</sup> | 1020 | &nbsp;&nbsp; 1005246 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | 693 | &nbsp;&nbsp; 381147 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/01/39<sup>(a)</sup> | 235 | &nbsp;&nbsp; 243014 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/44 | 463 | &nbsp;&nbsp; 404171 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | 350 | &nbsp;&nbsp; 394207 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | 763 | &nbsp;&nbsp; 664016 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | 1059 | &nbsp;&nbsp; 738454 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 550 | &nbsp;&nbsp; 432976 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | 795 | &nbsp;&nbsp; 669699 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44<sup>(a)</sup> | 800 | &nbsp;&nbsp; 740022 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | 1551 | &nbsp;&nbsp; 1207857 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Merck & Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | 1854 | &nbsp;&nbsp; $1464433 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | 979 | &nbsp;&nbsp; 565475 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | 1921 | &nbsp;&nbsp; 1166943 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53<sup>(a)</sup> | 1570 | &nbsp;&nbsp; 1428390 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | 1404 | &nbsp;&nbsp; 806047 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | 715 | &nbsp;&nbsp; 650689 |
| Merck Sharp & Dohme Corp., 5.75%, 11/15/36<sup>(a)</sup> | 300 | &nbsp;&nbsp; 318152 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | 538 | &nbsp;&nbsp; 450819 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | 404 | &nbsp;&nbsp; 321308 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | 550 | &nbsp;&nbsp; 444927 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | 1436 | &nbsp;&nbsp; 1267751 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | 1120 | &nbsp;&nbsp; 920446 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | 1385 | &nbsp;&nbsp; 873888 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | 520 | &nbsp;&nbsp; 460903 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | 2750 | &nbsp;&nbsp; 2599468 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | 6655 | &nbsp;&nbsp; 6218745 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | 3725 | &nbsp;&nbsp; 3406666 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36 | 863 | &nbsp;&nbsp; 784330 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38<sup>(a)</sup> | 829 | &nbsp;&nbsp; 736508 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | 813 | &nbsp;&nbsp; 702273 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | 2166 | &nbsp;&nbsp; 2548342 |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | 1159 | &nbsp;&nbsp; 824604 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | 400 | &nbsp;&nbsp; 404803 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | 1463 | &nbsp;&nbsp; 1250781 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 813 | &nbsp;&nbsp; 704493 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | 1243 | &nbsp;&nbsp; 1008027 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | 713 | &nbsp;&nbsp; 579335 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | 879 | &nbsp;&nbsp; 684307 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 | 1160 | &nbsp;&nbsp; 709653 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | 1491 | &nbsp;&nbsp; 1105613 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/44<sup>(a)</sup> | 650 | &nbsp;&nbsp; 644772 |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | 2108 | &nbsp;&nbsp; 1373187 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/54<sup>(a)</sup> | 400 | &nbsp;&nbsp; 387700 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60<sup>(a)</sup> | 1278 | &nbsp;&nbsp; 804714 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/05/64 | 400 | &nbsp;&nbsp; 386963 |
| Takeda U.S. Financing, Inc., 5.90%, 07/07/55 | 1400 | &nbsp;&nbsp; 1396318 |
| Utah Acquisition Sub, Inc., 5.25%, 06/15/46<sup>(a)</sup> | 588 | &nbsp;&nbsp; 474997 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | 1429 | &nbsp;&nbsp; 1048350 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | 1768 | &nbsp;&nbsp; 1163500 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/36 | 100 | &nbsp;&nbsp; 106968 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | 1563 | &nbsp;&nbsp; 1659334 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | 829 | &nbsp;&nbsp; 752290 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | 363 | &nbsp;&nbsp; 286353 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | 313 | &nbsp;&nbsp; 263126 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 | 279 | &nbsp;&nbsp; 180834 |
|  |  | &nbsp;&nbsp; 150638177 |
| **Residential REITs — 0.2%** | **Residential REITs — 0.2%** | **Residential REITs — 0.2%** |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | 250 | &nbsp;&nbsp; 164037 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | 150 | &nbsp;&nbsp; 116105 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | 263 | &nbsp;&nbsp; 204666 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | 300 | &nbsp;&nbsp; 240750 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Residential REITs (continued)** | **Residential REITs (continued)** | **Residential REITs (continued)** |
| AvalonBay Communities, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | 250 | &nbsp;&nbsp; $208653 |
| Camden Property Trust, 3.35%, 11/01/49 | 400 | &nbsp;&nbsp; 279766 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | 447 | &nbsp;&nbsp; 386229 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45<sup>(a)</sup> | 413 | &nbsp;&nbsp; 355609 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | 200 | &nbsp;&nbsp; 155749 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/48 | 350 | &nbsp;&nbsp; 293140 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | 329 | &nbsp;&nbsp; 192856 |
| Mid-America Apartments LP, 2.88%, 09/15/51 | 259 | &nbsp;&nbsp; 163040 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 | 200 | &nbsp;&nbsp; 170442 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 | 429 | &nbsp;&nbsp; 271595 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 | 350 | &nbsp;&nbsp; 238737 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | 528 | &nbsp;&nbsp; 322869 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | 800 | &nbsp;&nbsp; 694065 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | 455 | &nbsp;&nbsp; 433051 |
|  |  | &nbsp;&nbsp; 4891359 |
| **Retail REITs — 0.2%** | **Retail REITs — 0.2%** | **Retail REITs — 0.2%** |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 | 600 | &nbsp;&nbsp; 674575 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 526 | &nbsp;&nbsp; 473165 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | 163 | &nbsp;&nbsp; 135186 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | 488 | &nbsp;&nbsp; 397238 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49<sup>(a)</sup> | 941 | &nbsp;&nbsp; 633958 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | 1129 | &nbsp;&nbsp; 838492 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53 | 600 | &nbsp;&nbsp; 600526 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 | 115 | &nbsp;&nbsp; 126823 |
|  |  | &nbsp;&nbsp; 3879963 |
| **Semiconductors & Semiconductor Equipment — 2.4%** | **Semiconductors & Semiconductor Equipment — 2.4%** | **Semiconductors & Semiconductor Equipment — 2.4%** |
| Advanced Micro Devices, Inc., 4.39%, 06/01/52<sup>(a)</sup> | 655 | &nbsp;&nbsp; 547907 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | 351 | &nbsp;&nbsp; 254134 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/45<sup>(a)</sup> | 350 | &nbsp;&nbsp; 338047 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51<sup>(a)</sup> | 1275 | &nbsp;&nbsp; 821173 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54<sup>(a)</sup> | 350 | &nbsp;&nbsp; 336053 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35<sup>(a)</sup> | 700 | &nbsp;&nbsp; 716444 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | 375 | &nbsp;&nbsp; 394046 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | 895 | &nbsp;&nbsp; 763880 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(a)</sup> | 838 | &nbsp;&nbsp; 524080 |
| Broadcom, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35 | 3168 | &nbsp;&nbsp; 2661357 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36 | 3025 | &nbsp;&nbsp; 2496733 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37 | 2250 | &nbsp;&nbsp; 2172480 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | 2766 | &nbsp;&nbsp; 2187119 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51<sup>(a)</sup> | 1935 | &nbsp;&nbsp; 1449885 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | 725 | &nbsp;&nbsp; 621526 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | 657 | &nbsp;&nbsp; 432112 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/41 | 740 | &nbsp;&nbsp; 632623 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/42 | 500 | &nbsp;&nbsp; 393479 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | 980 | &nbsp;&nbsp; 912564 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | 750 | &nbsp;&nbsp; 623410 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | 323 | &nbsp;&nbsp; 236107 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | 1113 | &nbsp;&nbsp; 808241 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | 2009 | &nbsp;&nbsp; 1372214 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | 1775 | &nbsp;&nbsp; 1083937 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | 2356 | &nbsp;&nbsp; 1865236 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Intel Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51<sup>(a)</sup> | 1250 | &nbsp;&nbsp; $721915 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | 1275 | &nbsp;&nbsp; 1021324 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | 1585 | &nbsp;&nbsp; 1427460 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54 | 1235 | &nbsp;&nbsp; 1096141 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | 813 | &nbsp;&nbsp; 435869 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | 979 | &nbsp;&nbsp; 766062 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | 775 | &nbsp;&nbsp; 422234 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | 200 | &nbsp;&nbsp; 156863 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | 1150 | &nbsp;&nbsp; 1043468 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | 350 | &nbsp;&nbsp; 322460 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | 761 | &nbsp;&nbsp; 525988 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | 1345 | &nbsp;&nbsp; 1219951 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | 820 | &nbsp;&nbsp; 766663 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49<sup>(a)</sup> | 729 | &nbsp;&nbsp; 660519 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | 829 | &nbsp;&nbsp; 531312 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | 475 | &nbsp;&nbsp; 293920 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 | 675 | &nbsp;&nbsp; 703043 |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | 563 | &nbsp;&nbsp; 416233 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51<sup>(a)</sup> | 513 | &nbsp;&nbsp; 349059 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40<sup>(a)</sup> | 1188 | &nbsp;&nbsp; 997192 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | 2093 | &nbsp;&nbsp; 1566964 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | 193 | &nbsp;&nbsp; 142153 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | 913 | &nbsp;&nbsp; 670306 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | 813 | &nbsp;&nbsp; 581901 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | 175 | &nbsp;&nbsp; 112587 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45<sup>(a)</sup> | 1170 | &nbsp;&nbsp; 1062195 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | 1293 | &nbsp;&nbsp; 1074415 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 910 | &nbsp;&nbsp; 623641 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | 1417 | &nbsp;&nbsp; 1191472 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | 1170 | &nbsp;&nbsp; 1227691 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | 829 | &nbsp;&nbsp; 723102 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 1504 | &nbsp;&nbsp; 1226955 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | 450 | &nbsp;&nbsp; 272139 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | 345 | &nbsp;&nbsp; 271549 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | 795 | &nbsp;&nbsp; 728773 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54 | 575 | &nbsp;&nbsp; 539826 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | 1050 | &nbsp;&nbsp; 950572 |
| TSMC Arizona Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | 916 | &nbsp;&nbsp; 716627 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/25/51 | 750 | &nbsp;&nbsp; 547205 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 | 880 | &nbsp;&nbsp; 800576 |
|  |  | &nbsp;&nbsp; 53553112 |
| **Software — 2.8%** | **Software — 2.8%** | **Software — 2.8%** |
| AppLovin Corp., 5.95%, 12/01/54 | 115 | &nbsp;&nbsp; 111855 |
| Electronic Arts, Inc., 2.95%, 02/15/51<sup>(a)</sup> | 346 | &nbsp;&nbsp; 217219 |
| Intuit, Inc., 5.50%, 09/15/53 | 985 | &nbsp;&nbsp; 973471 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/35<sup>(a)</sup> | 675 | &nbsp;&nbsp; 664625 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | 1592 | &nbsp;&nbsp; 1420143 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | 850 | &nbsp;&nbsp; 809977 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/08/41 | 750 | &nbsp;&nbsp; 772643 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42 | 200 | &nbsp;&nbsp; 160813 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/12/45 | 100 | &nbsp;&nbsp; 82776 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 | 1000 | &nbsp;&nbsp; 905277 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Microsoft Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | 1229 | &nbsp;&nbsp; $985243 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 | 1150 | &nbsp;&nbsp; 1012016 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 350 | &nbsp;&nbsp; 314818 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | 6111 | &nbsp;&nbsp; 3764086 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | 1460 | &nbsp;&nbsp; 886237 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | 5402 | &nbsp;&nbsp; 3566695 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55<sup>(a)</sup> | 450 | &nbsp;&nbsp; 361242 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 | 400 | &nbsp;&nbsp; 314158 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 | 1309 | &nbsp;&nbsp; 1163199 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | 3208 | &nbsp;&nbsp; 1866777 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | 1940 | &nbsp;&nbsp; 1227178 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 | 2900 | &nbsp;&nbsp; 2939943 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | 1370 | &nbsp;&nbsp; 1194131 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | 670 | &nbsp;&nbsp; 568126 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38<sup>(a)</sup> | 1200 | &nbsp;&nbsp; 1291779 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | 1413 | &nbsp;&nbsp; 1474261 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | 2609 | &nbsp;&nbsp; 2056938 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | 2329 | &nbsp;&nbsp; 2239636 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 | 2560 | &nbsp;&nbsp; 2003766 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | 913 | &nbsp;&nbsp; 760929 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45<sup>(a)</sup> | 1041 | &nbsp;&nbsp; 818963 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | 3191 | &nbsp;&nbsp; 2434146 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | 1918 | &nbsp;&nbsp; 1453692 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | 4569 | &nbsp;&nbsp; 3140151 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | 3484 | &nbsp;&nbsp; 2528805 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | 1250 | &nbsp;&nbsp; 1367991 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | 2375 | &nbsp;&nbsp; 2194672 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | 1555 | &nbsp;&nbsp; 1400273 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | 911 | &nbsp;&nbsp; 699235 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | 900 | &nbsp;&nbsp; 882128 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | 3791 | &nbsp;&nbsp; 2554465 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | 1900 | &nbsp;&nbsp; 1339947 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | 1275 | &nbsp;&nbsp; 1138441 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | 750 | &nbsp;&nbsp; 735728 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | 1179 | &nbsp;&nbsp; 842097 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51<sup>(a)</sup> | 1873 | &nbsp;&nbsp; 1190435 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61<sup>(a)</sup> | 1270 | &nbsp;&nbsp; 773632 |
| Synopsys, Inc., 5.70%, 04/01/55 | 1450 | &nbsp;&nbsp; 1430305 |
|  |  | &nbsp;&nbsp; 63035063 |
| **Specialized REITs — 0.0%** | **Specialized REITs — 0.0%** | **Specialized REITs — 0.0%** |
| Public Storage Operating Co., 5.35%, 08/01/53<sup>(a)</sup> | 675 | &nbsp;&nbsp; 644095 |
| **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** |
| Dick's Sporting Goods, Inc., 4.10%, 01/15/52 | 680 | &nbsp;&nbsp; 485102 |
| **Technology Hardware, Storage & Peripherals — 1.5%** | **Technology Hardware, Storage & Peripherals — 1.5%** | **Technology Hardware, Storage & Peripherals — 1.5%** |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(a)</sup> | 1263 | &nbsp;&nbsp; 1250943 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | 600 | &nbsp;&nbsp; 418562 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | 3325 | &nbsp;&nbsp; 2765703 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 | 963 | &nbsp;&nbsp; 876422 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | 1269 | &nbsp;&nbsp; 976100 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | 1013 | &nbsp;&nbsp; 889883 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | 4092 | &nbsp;&nbsp; 3715002 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | 1520 | &nbsp;&nbsp; 1222023 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | 1163 | &nbsp;&nbsp; 990807 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | 1000 | &nbsp;&nbsp; 782778 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | 1186 | &nbsp;&nbsp; 931064 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | 1586 | &nbsp;&nbsp; 1056449 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | 1944 | &nbsp;&nbsp; 1206823 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
| Apple, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | 1473 | &nbsp;&nbsp; $864658 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | 2186 | &nbsp;&nbsp; 1347278 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | 2065 | &nbsp;&nbsp; 1282934 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52<sup>(a)</sup> | 1850 | &nbsp;&nbsp; 1467096 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(a)</sup> | 1080 | &nbsp;&nbsp; 1021441 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | 829 | &nbsp;&nbsp; 472820 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | 2773 | &nbsp;&nbsp; 1630486 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | 1105 | &nbsp;&nbsp; 654826 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | 1150 | &nbsp;&nbsp; 905131 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36<sup>(a)</sup> | 951 | &nbsp;&nbsp; 1143503 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 | 1129 | &nbsp;&nbsp; 843731 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | 260 | &nbsp;&nbsp; 330662 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51<sup>(a)</sup> | 1253 | &nbsp;&nbsp; 853867 |
| Dell, Inc., 6.50%, 04/15/38 | 229 | &nbsp;&nbsp; 244346 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35<sup>(a)</sup> | 713 | &nbsp;&nbsp; 752001 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | 1520 | &nbsp;&nbsp; 1557541 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | 1125 | &nbsp;&nbsp; 1035706 |
| HP, Inc., 6.00%, 09/15/41<sup>(a)</sup> | 838 | &nbsp;&nbsp; 844026 |
|  |  | &nbsp;&nbsp; 34334612 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 | 1154 | &nbsp;&nbsp; 909523 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | 100 | &nbsp;&nbsp; 78886 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | 738 | &nbsp;&nbsp; 585113 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | 718 | &nbsp;&nbsp; 518580 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 | 1050 | &nbsp;&nbsp; 740040 |
|  |  | &nbsp;&nbsp; 2832142 |
| **Tobacco — 1.3%** | **Tobacco — 1.3%** | **Tobacco — 1.3%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | 1643 | &nbsp;&nbsp; 1662129 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | 1929 | &nbsp;&nbsp; 1430136 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | 950 | &nbsp;&nbsp; 769709 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | 829 | &nbsp;&nbsp; 689008 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44<sup>(a)</sup> | 1544 | &nbsp;&nbsp; 1461975 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | 1636 | &nbsp;&nbsp; 1202924 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49<sup>(a)</sup> | 1843 | &nbsp;&nbsp; 1821400 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | 241 | &nbsp;&nbsp; 187943 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | 895 | &nbsp;&nbsp; 616348 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61 | 1229 | &nbsp;&nbsp; 859451 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | 550 | &nbsp;&nbsp; 558720 |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | 2766 | &nbsp;&nbsp; 2470701 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 | 500 | &nbsp;&nbsp; 394280 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 | 550 | &nbsp;&nbsp; 605281 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | 2345 | &nbsp;&nbsp; 1899841 |
| &nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | 1070 | &nbsp;&nbsp; 882532 |
| &nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | 463 | &nbsp;&nbsp; 409070 |
| &nbsp;&nbsp;&nbsp; 3.98%, 09/25/50<sup>(a)</sup> | 400 | &nbsp;&nbsp; 286688 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 | 104 | &nbsp;&nbsp; 96531 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 | 1000 | &nbsp;&nbsp; 1114120 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/55 | 400 | &nbsp;&nbsp; 403773 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | 1700 | &nbsp;&nbsp; 1870669 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | 795 | &nbsp;&nbsp; 686860 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | 460 | &nbsp;&nbsp; 401661 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | 713 | &nbsp;&nbsp; 572764 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | 571 | &nbsp;&nbsp; 474988 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | 588 | &nbsp;&nbsp; 532169 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| Philip Morris International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | 1050 | &nbsp;&nbsp; $880221 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 | 868 | &nbsp;&nbsp; 884627 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/37 | 400 | &nbsp;&nbsp; 447667 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/15/43 | 297 | &nbsp;&nbsp; 298807 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 | 2350 | &nbsp;&nbsp; 2280476 |
|  |  | &nbsp;&nbsp; 29153469 |
| **Transportation Infrastructure — 0.6%** | **Transportation Infrastructure — 0.6%** | **Transportation Infrastructure — 0.6%** |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41<sup>(a)</sup> | 733 | &nbsp;&nbsp; 518361 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/01/42 | 500 | &nbsp;&nbsp; 373172 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/43 | 500 | &nbsp;&nbsp; 386690 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | 750 | &nbsp;&nbsp; 656258 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/45 | 625 | &nbsp;&nbsp; 473440 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 | 763 | &nbsp;&nbsp; 580239 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48<sup>(a)</sup> | 979 | &nbsp;&nbsp; 807249 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(a)</sup> | 1004 | &nbsp;&nbsp; 877717 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | 1426 | &nbsp;&nbsp; 1541088 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 | 429 | &nbsp;&nbsp; 419012 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | 400 | &nbsp;&nbsp; 373282 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | 463 | &nbsp;&nbsp; 360102 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | 467 | &nbsp;&nbsp; 335364 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | 605 | &nbsp;&nbsp; 454561 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | 879 | &nbsp;&nbsp; 708643 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49 | 600 | &nbsp;&nbsp; 415855 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(a)</sup> | 679 | &nbsp;&nbsp; 634177 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53<sup>(a)</sup> | 700 | &nbsp;&nbsp; 629494 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54 | 1125 | &nbsp;&nbsp; 1078967 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | 1100 | &nbsp;&nbsp; 1118311 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 | 525 | &nbsp;&nbsp; 499497 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | 900 | &nbsp;&nbsp; 915865 |
|  |  | &nbsp;&nbsp; 14157344 |
| **Water Utilities — 0.2%** | **Water Utilities — 0.2%** | **Water Utilities — 0.2%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | 800 | &nbsp;&nbsp; 890573 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | 325 | &nbsp;&nbsp; 276533 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45<sup>(a)</sup> | 213 | &nbsp;&nbsp; 179007 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 280 | &nbsp;&nbsp; 220638 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | 713 | &nbsp;&nbsp; 539556 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 375 | &nbsp;&nbsp; 301551 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49<sup>(a)</sup> | 513 | &nbsp;&nbsp; 405449 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | 550 | &nbsp;&nbsp; 388388 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | 745 | &nbsp;&nbsp; 500825 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54<sup>(a)</sup> | 450 | &nbsp;&nbsp; 434248 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | 600 | &nbsp;&nbsp; 467943 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 604 | &nbsp;&nbsp; 395132 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | 179 | &nbsp;&nbsp; 161529 |
|  |  | &nbsp;&nbsp; 5161372 |
| **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** |
| America Movil SAB de C.V. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 | 425 | &nbsp;&nbsp; 444436 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | 1675 | &nbsp;&nbsp; 1739989 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | 671 | &nbsp;&nbsp; 563966 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49<sup>(a)</sup> | 1078 | &nbsp;&nbsp; 875909 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | 862 | &nbsp;&nbsp; 834604 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 | 700 | &nbsp;&nbsp; 687796 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | 275 | &nbsp;&nbsp; 316283 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| Rogers Communications, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | 826 | &nbsp;&nbsp; $706947 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | 500 | &nbsp;&nbsp; 422367 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | 625 | &nbsp;&nbsp; 588546 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | 1088 | &nbsp;&nbsp; 974853 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | 986 | &nbsp;&nbsp; 801076 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | 589 | &nbsp;&nbsp; 432442 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | 1923 | &nbsp;&nbsp; 1559882 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 | 2211 | &nbsp;&nbsp; 1950880 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | 2359 | &nbsp;&nbsp; 1723255 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | 2550 | &nbsp;&nbsp; 2095091 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51<sup>(a)</sup> | 3500 | &nbsp;&nbsp; 2319631 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | 2259 | &nbsp;&nbsp; 1505887 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | 1850 | &nbsp;&nbsp; 1783431 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54<sup>(a)</sup> | 1150 | &nbsp;&nbsp; 1123561 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | 830 | &nbsp;&nbsp; 839111 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(a)</sup> | 590 | &nbsp;&nbsp; 556998 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 | 800 | &nbsp;&nbsp; 724995 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/55 | 1075 | &nbsp;&nbsp; 1072663 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | 1906 | &nbsp;&nbsp; 1254565 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 850 | &nbsp;&nbsp; 827787 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | 449 | &nbsp;&nbsp; 479474 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | 550 | &nbsp;&nbsp; 526927 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 | 475 | &nbsp;&nbsp; 405359 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | 1350 | &nbsp;&nbsp; 1231475 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | 1693 | &nbsp;&nbsp; 1468835 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | 717 | &nbsp;&nbsp; 562114 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/53<sup>(a)</sup> | 875 | &nbsp;&nbsp; 826273 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 | 1800 | &nbsp;&nbsp; 1718540 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 | 325 | &nbsp;&nbsp; 305269 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/28/64 | 925 | &nbsp;&nbsp; 891245 |
|  |  | &nbsp;&nbsp; 37142462 |
| **Total Corporate Bonds — 88.4%** <br>**(Cost: $2,215,388,344)** | **Total Corporate Bonds — 88.4%** <br>**(Cost: $2,215,388,344)** | &nbsp;&nbsp; 2014566965 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Chile — 0.5%** | **Chile — 0.5%** |  |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | 1500 | &nbsp;&nbsp; 1469322 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 | 1600 | &nbsp;&nbsp; 1652494 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/30/42<sup>(a)</sup> | 450 | &nbsp;&nbsp; 361837 |
| &nbsp;&nbsp;&nbsp; 3.86%, 06/21/47<sup>(a)</sup> | 775 | &nbsp;&nbsp; 595756 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | 1953 | &nbsp;&nbsp; 1377507 |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | 2850 | &nbsp;&nbsp; 2105792 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | 2125 | &nbsp;&nbsp; 1832268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 | 960 | &nbsp;&nbsp; 732143 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/05/54 | 1070 | &nbsp;&nbsp; 1004910 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | 1832 | &nbsp;&nbsp; 1100364 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 | 608 | &nbsp;&nbsp; 366594 |
|  |  | &nbsp;&nbsp; 12598987 |
| **Hungary — 0.1%** | **Hungary — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, <br> Series 30Y, 7.63%, 03/29/41<br>| 1416 | &nbsp;&nbsp; 1614088 |
| **Indonesia — 0.5%** | **Indonesia — 0.5%** |  |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/20/52 | 525 | &nbsp;&nbsp; 509458 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/11/53 | 830 | &nbsp;&nbsp; 825614 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/54<sup>(a)</sup> | 200 | &nbsp;&nbsp; 188032 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Indonesia (continued)** | **Indonesia (continued)** |  |
| Indonesia Government International Bond (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/70 | 1200 | &nbsp;&nbsp; $957875 |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48<sup>(a)</sup> | 1516 | &nbsp;&nbsp; 1284032 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/11/49 | 900 | &nbsp;&nbsp; 875850 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/30/49 | 1200 | &nbsp;&nbsp; 899995 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/50 | 678 | &nbsp;&nbsp; 489269 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 | 1728 | &nbsp;&nbsp; 1402663 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | 2139 | &nbsp;&nbsp; 1417577 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 | 200 | &nbsp;&nbsp; 163281 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54<sup>(a)</sup> | 950 | &nbsp;&nbsp; 884782 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | 500 | &nbsp;&nbsp; 315321 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/71 | 200 | &nbsp;&nbsp; 127646 |
|  |  | &nbsp;&nbsp; 10341395 |
| **Israel — 0.3%** | **Israel — 0.3%** |  |
| Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; Series 100Y, 4.50%, 12/31/99<sup>(a)</sup> | 1250 | &nbsp;&nbsp; 895726 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.88%, 07/03/50 | 2178 | &nbsp;&nbsp; 1540044 |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.50%, 01/30/43 | 1535 | &nbsp;&nbsp; 1281056 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.13%, 01/17/48 | 1178 | &nbsp;&nbsp; 891405 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.75%, 03/12/54 | 1950 | &nbsp;&nbsp; 1811093 |
| State of Israel, Series 30Y, 3.38%, 01/15/50 | 1578 | &nbsp;&nbsp; 1029952 |
|  |  | &nbsp;&nbsp; 7449276 |
| **Italy — 0.1%** | **Italy — 0.1%** |  |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.00%, 10/17/49 | 2258 | &nbsp;&nbsp; 1621379 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.88%, 05/06/51 | 1978 | &nbsp;&nbsp; 1362685 |
|  |  | &nbsp;&nbsp; 2984064 |
| **Mexico — 1.6%** | **Mexico — 1.6%** |  |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 | 4400 | &nbsp;&nbsp; 4323484 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | 3070 | &nbsp;&nbsp; 3177801 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | 925 | &nbsp;&nbsp; 930606 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40<sup>(a)</sup> | 2656 | &nbsp;&nbsp; 2529924 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | 2832 | &nbsp;&nbsp; 2172545 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | 3172 | &nbsp;&nbsp; 2499149 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45 | 2965 | &nbsp;&nbsp; 2651044 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | 1982 | &nbsp;&nbsp; 1494014 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/47<sup>(a)</sup> | 1297 | &nbsp;&nbsp; 933375 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/10/48<sup>(a)</sup> | 1922 | &nbsp;&nbsp; 1425256 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50<sup>(a)</sup> | 2329 | &nbsp;&nbsp; 1688372 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | 2010 | &nbsp;&nbsp; 1552563 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | 2475 | &nbsp;&nbsp; 1730459 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | 2564 | &nbsp;&nbsp; 2344862 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 | 2500 | &nbsp;&nbsp; 2293747 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | 2015 | &nbsp;&nbsp; 2075818 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | 2710 | &nbsp;&nbsp; 1585846 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/31/99 | 2472 | &nbsp;&nbsp; 1952285 |
|  |  | &nbsp;&nbsp; 37361150 |
| **Panama — 0.5%** | **Panama — 0.5%** |  |
| Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/31/36 | 820 | &nbsp;&nbsp; 822439 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/38 | 1100 | &nbsp;&nbsp; 1190803 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47<sup>(a)</sup> | 1150 | &nbsp;&nbsp; 805168 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/57 | 650 | &nbsp;&nbsp; 677863 |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | 1413 | &nbsp;&nbsp; 1416841 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | 1468 | &nbsp;&nbsp; 1003323 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Panama (continued)** | **Panama (continued)** |  |
| Panama Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | 1778 | &nbsp;&nbsp; $1165351 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54<sup>(a)</sup> | 650 | &nbsp;&nbsp; 604522 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56<sup>(a)</sup> | 2208 | &nbsp;&nbsp; 1458013 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | 2003 | &nbsp;&nbsp; 1164060 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 | 1500 | &nbsp;&nbsp; 984290 |
|  |  | &nbsp;&nbsp; 11292673 |
| **Peru — 0.5%** | **Peru — 0.5%** |  |
| Peruvian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 | 1275 | &nbsp;&nbsp; 1269188 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | 688 | &nbsp;&nbsp; 745331 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | 1409 | &nbsp;&nbsp; 1050691 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | 2035 | &nbsp;&nbsp; 1923544 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | 1800 | &nbsp;&nbsp; 1217627 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | 1475 | &nbsp;&nbsp; 1416871 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | 1475 | &nbsp;&nbsp; 1478984 |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | 1736 | &nbsp;&nbsp; 919860 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | 1025 | &nbsp;&nbsp; 623488 |
|  |  | &nbsp;&nbsp; 10645584 |
| **Philippines — 0.6%** | **Philippines — 0.6%** |  |
| Philippines Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 | 1478 | &nbsp;&nbsp; 1017853 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/29/47 | 900 | &nbsp;&nbsp; 741495 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/17/48 | 1200 | &nbsp;&nbsp; 1182810 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/14/49 | 950 | &nbsp;&nbsp; 937291 |
| &nbsp;&nbsp;&nbsp; 5.18%, 09/05/49 | 1000 | &nbsp;&nbsp; 932108 |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/13/37<sup>(a)</sup> | 1328 | &nbsp;&nbsp; 1320864 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 | 1450 | &nbsp;&nbsp; 1254758 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 | 1926 | &nbsp;&nbsp; 1580300 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 | 1903 | &nbsp;&nbsp; 1532720 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/10/45 | 1710 | &nbsp;&nbsp; 1112482 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/06/46 | 1810 | &nbsp;&nbsp; 1280613 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/13/47 | 200 | &nbsp;&nbsp; 207869 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/04/50 | 800 | &nbsp;&nbsp; 821325 |
|  |  | &nbsp;&nbsp; 13922488 |
| **Poland — 0.2%** | **Poland — 0.2%** |  |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 | 2100 | &nbsp;&nbsp; 1960729 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 | 3300 | &nbsp;&nbsp; 3079673 |
|  |  | &nbsp;&nbsp; 5040402 |
| **South Korea — 0.1%** | **South Korea — 0.1%** |  |
| Export-Import Bank of Korea, 2.50%, 06/29/41 | 403 | &nbsp;&nbsp; 284998 |
| Korea International Bonds<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/44 | 1000 | &nbsp;&nbsp; 867429 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 | 345 | &nbsp;&nbsp; 281708 |
|  |  | &nbsp;&nbsp; 1434135 |
| **Supranational — 0.1%** | **Supranational — 0.1%** |  |
| European Investment Bank, 4.88%, 02/15/36 | 600 | &nbsp;&nbsp; 622510 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42<sup>(a)</sup> | 370 | &nbsp;&nbsp; 295324 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | 325 | &nbsp;&nbsp; 299939 |
|  |  | &nbsp;&nbsp; 1217773 |
| **Uruguay — 0.4%** | **Uruguay — 0.4%** |  |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | 985 | &nbsp;&nbsp; 885355 |
| &nbsp;&nbsp;&nbsp; Uruguay Government International Bond, 4.13%, <br> 11/20/45<br>| 850 | &nbsp;&nbsp; 719909 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | 1150 | &nbsp;&nbsp; 1364839 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Uruguay (continued)** | **Uruguay (continued)** |  |
| Uruguay Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | 1010 | &nbsp;&nbsp; $1029964 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | 3281 | &nbsp;&nbsp; 3004523 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | 2724 | &nbsp;&nbsp; 2391547 |
|  |  | &nbsp;&nbsp; 9396137 |
| **Total Foreign Agency Obligations — 5.5%** <br>**(Cost: $139,064,356)** | **Total Foreign Agency Obligations — 5.5%** <br>**(Cost: $139,064,356)** | &nbsp;&nbsp; 125298152 |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.0%** | **Arizona — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Salt River Project Agricultural Improvement & Power <br> District, RB, BAB, 4.84%, 01/01/41<sup>(a)</sup><br>| 910 | &nbsp;&nbsp; 867579 |
| **California — 1.2%** | **California — 1.2%** |  |
| Bay Area Toll Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series F-2, 6.26%, 04/01/49 | 1210 | &nbsp;&nbsp; 1262879 |
| &nbsp;&nbsp;&nbsp; Series S-1, 7.04%, 04/01/50 | 175 | &nbsp;&nbsp; 198313 |
| &nbsp;&nbsp;&nbsp; Series S-3, 6.91%, 10/01/50 | 540 | &nbsp;&nbsp; 606636 |
| &nbsp;&nbsp;&nbsp; Bay Area Toll Authority, Refunding RB, Series F-3, <br> 3.13%, 04/01/55<sup>(a)</sup><br>| 845 | &nbsp;&nbsp; 544742 |
| &nbsp;&nbsp;&nbsp; California Health Facilities Financing Authority, RB, <br> M/F Housing<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.19%, 06/01/37 | 500 | &nbsp;&nbsp; 460119 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.35%, 06/01/41 | 500 | &nbsp;&nbsp; 446426 |
| California State University, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.18%, 11/01/53 | 495 | &nbsp;&nbsp; 458748 |
| &nbsp;&nbsp;&nbsp; Series E, 2.90%, 11/01/51 | 375 | &nbsp;&nbsp; 256637 |
| California State University, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 11/01/47 | 200 | &nbsp;&nbsp; 162309 |
| &nbsp;&nbsp;&nbsp; Series B, 2.98%, 11/01/51 | 835 | &nbsp;&nbsp; 547870 |
| &nbsp;&nbsp;&nbsp; Series B, 2.72%, 11/01/52 | 270 | &nbsp;&nbsp; 166942 |
| &nbsp;&nbsp;&nbsp; City of Los Angeles Department of Airports Customer <br> Facility Charge Revenue, Refunding ARB, Class A, <br> Sustainability Bonds, 4.24%, 05/15/48<sup>(a)</sup><br>| 540 | &nbsp;&nbsp; 454790 |
| &nbsp;&nbsp;&nbsp; City of San Francisco California Public Utilities <br> Commission Water Revenue, RB, BAB, 6.95%, <br> 11/01/50<br>| 525 | &nbsp;&nbsp; 588331 |
| &nbsp;&nbsp;&nbsp; East Bay Municipal Utility District Water System <br> Revenue, RB, BAB, 5.87%, 06/01/40<br>| 1025 | &nbsp;&nbsp; 1074666 |
| &nbsp;&nbsp;&nbsp; Foothill-Eastern Transportation Corridor Agency, <br> Refunding RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 01/15/49 | 595 | &nbsp;&nbsp; 479589 |
| &nbsp;&nbsp;&nbsp; Series A, 3.92%, 01/15/53 | 110 | &nbsp;&nbsp; 82464 |
| &nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Refunding <br> RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.29%, 06/01/42 | 920 | &nbsp;&nbsp; 684347 |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.00%, 06/01/46 | 70 | &nbsp;&nbsp; 62033 |
| &nbsp;&nbsp;&nbsp; Series A-1, 3.71%, 06/01/41 | 910 | &nbsp;&nbsp; 690354 |
| &nbsp;&nbsp;&nbsp; Series A-1, 4.21%, 06/01/50 | 210 | &nbsp;&nbsp; 152710 |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District, GO, BAB, <br> 6.75%, 08/01/49<br>| 815 | &nbsp;&nbsp; 899664 |
| &nbsp;&nbsp;&nbsp; Los Angeles County Public Works Financing <br> Authority, Refunding RB, BAB, 7.62%, 08/01/40<br>| 25 | &nbsp;&nbsp; 28465 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Water & Power, RB, BAB, <br> 6.57%, 07/01/45<br>| 1300 | &nbsp;&nbsp; 1357655 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series N, 3.26%, 05/15/60 | 290 | &nbsp;&nbsp; 181821 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **California (continued)** | **California (continued)** |  |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series N, 3.71%, 05/15/2120 | 1400 | &nbsp;&nbsp; $865919 |
| &nbsp;&nbsp;&nbsp; Series Q, 4.56%, 05/15/53 | 1135 | &nbsp;&nbsp; 934211 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, BAB, Series H, 6.55%, <br> 05/15/48<br>| 55 | &nbsp;&nbsp; 58347 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, Refunding RB, BAB, Series F, <br> 6.58%, 05/15/49<br>| 490 | &nbsp;&nbsp; 519958 |
| &nbsp;&nbsp;&nbsp; San Diego County Regional Transportation <br> Commission, RB, BAB, 5.91%, 04/01/48<br>| 190 | &nbsp;&nbsp; 190958 |
| &nbsp;&nbsp;&nbsp; San Diego County Water Authority, RB, BAB, <br> Series B, 6.14%, 05/01/49<br>| 1025 | &nbsp;&nbsp; 1051483 |
| &nbsp;&nbsp;&nbsp; San Joaquin Hills Transportation Corridor Agency, <br> Refunding RB, Series B, 3.49%, 01/15/50<br>| 225 | &nbsp;&nbsp; 162842 |
| State of California, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 | 3115 | &nbsp;&nbsp; 3704808 |
| &nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | 2390 | &nbsp;&nbsp; 2741443 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 | 1020 | &nbsp;&nbsp; 1173753 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/01/40 | 1230 | &nbsp;&nbsp; 1462192 |
| &nbsp;&nbsp;&nbsp; 7.60%, 11/01/40<sup>(a)</sup> | 1525 | &nbsp;&nbsp; 1832423 |
| State of California, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/28<sup>(e)</sup> | 200 | &nbsp;&nbsp; 202377 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/41 | 400 | &nbsp;&nbsp; 410580 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/43 | 265 | &nbsp;&nbsp; 254294 |
| University of California, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series AD, 4.86%, 05/15/2112 | 225 | &nbsp;&nbsp; 185846 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115 | 333 | &nbsp;&nbsp; 270122 |
|  |  | &nbsp;&nbsp; 27870066 |
| **Colorado — 0.0%** | **Colorado — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Regional Transportation District Sales Tax Revenue, <br> RB, BAB, Series B, 5.84%, 11/01/50<br>| 25 | &nbsp;&nbsp; 25245 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; District of Columbia Water & Sewer Authority, RB, <br> Series A, Senior Lien, Sustainability Bonds, 4.81%, <br> 10/01/2114<sup>(a)</sup><br>| 530 | &nbsp;&nbsp; 444972 |
| &nbsp;&nbsp;&nbsp; Metropolitan Washington Airports Authority Dulles Toll <br> Road Revenue, RB, BAB, 7.46%, 10/01/46<br>| 25 | &nbsp;&nbsp; 29276 |
|  |  | &nbsp;&nbsp; 474248 |
| **Florida — 0.1%** | **Florida — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Aviation Revenue, <br> Refunding RB, Series C, 4.28%, 10/01/41<br>| 540 | &nbsp;&nbsp; 486200 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Transit System, <br> Refunding RB, Series B, 2.60%, 07/01/42<br>| 90 | &nbsp;&nbsp; 67264 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Seaport Department, ARB, <br> 6.22%, 11/01/55<br>| 585 | &nbsp;&nbsp; 598168 |
|  |  | &nbsp;&nbsp; 1151632 |
| **Georgia — 0.1%** | **Georgia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; City of Atlanta Georgia Water & Wastewater Revenue, <br> Refunding RB, 2.26%, 11/01/35<br>| 510 | &nbsp;&nbsp; 417097 |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia, Refunding RB, <br> BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.64%, 04/01/57 | 989 | &nbsp;&nbsp; 1059247 |
| &nbsp;&nbsp;&nbsp; 6.66%, 04/01/57 | 802 | &nbsp;&nbsp; 858332 |
| &nbsp;&nbsp;&nbsp; 7.06%, 04/01/57 | 148 | &nbsp;&nbsp; 162376 |
|  |  | &nbsp;&nbsp; 2497052 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Idaho — 0.0%** | **Idaho — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Idaho Energy Resources Authority, RB, 2.86%, <br> 09/01/46<br>| $225 | &nbsp;&nbsp; $150968 |
| **Illinois — 0.2%** | **Illinois — 0.2%** |  |
| Chicago O'Hare International Airport, ARB<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.47%, 01/01/49 | 250 | &nbsp;&nbsp; 214317 |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.57%, 01/01/54 | 100 | &nbsp;&nbsp; 85482 |
| &nbsp;&nbsp;&nbsp; Chicago O'Hare International Airport, Refunding ARB, <br> BAB, Series B, 6.40%, 01/01/40<br>| 890 | &nbsp;&nbsp; 974160 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 6.90%, 12/01/40 | 394 | &nbsp;&nbsp; 433234 |
| &nbsp;&nbsp;&nbsp; Series B, 6.90%, 12/01/40 | 1070 | &nbsp;&nbsp; 1176023 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales Tax Receipts Fund, <br> RB, BAB, Series B, 6.20%, 12/01/40<br>| 345 | &nbsp;&nbsp; 354078 |
| &nbsp;&nbsp;&nbsp; Metropolitan Water Reclamation District of Greater <br> Chicago, GOL, BAB, 5.72%, 12/01/38<br>| 670 | &nbsp;&nbsp; 687204 |
| Sales Tax Securitization Corp., Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.79%, 01/01/48 | 150 | &nbsp;&nbsp; 133083 |
| &nbsp;&nbsp;&nbsp; Series B, 3.59%, 01/01/43 | 320 | &nbsp;&nbsp; 268738 |
| &nbsp;&nbsp;&nbsp; Series B, 3.82%, 01/01/48 | 65 | &nbsp;&nbsp; 51407 |
| &nbsp;&nbsp;&nbsp; Series B, 2nd Lien, 3.24%, 01/01/42 | 1030 | &nbsp;&nbsp; 815936 |
|  |  | &nbsp;&nbsp; 5193662 |
| **Indiana — 0.0%** | **Indiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority, Refunding RB, <br> Sustainability Bonds, 3.05%, 01/01/51<br>| 555 | &nbsp;&nbsp; 390970 |
| **Kansas — 0.0%** | **Kansas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Kansas Development Finance Authority, RB, <br> Series K, (BAM), 2.77%, 05/01/51<br>| 90 | &nbsp;&nbsp; 61088 |
| **Louisiana — 0.1%** | **Louisiana — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.20%, 12/01/39 | 495 | &nbsp;&nbsp; 497793 |
| &nbsp;&nbsp;&nbsp; Series A-4, 4.48%, 08/01/39 | 1460 | &nbsp;&nbsp; 1387970 |
|  |  | &nbsp;&nbsp; 1885763 |
| **Maryland — 0.1%** | **Maryland — 0.1%** |  |
| Maryland Economic Development Corp., RB |  |  |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 5.43%, 05/31/56<sup>(a)</sup> | 780 | &nbsp;&nbsp; 735896 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 5.94%, 05/31/57 | 180 | &nbsp;&nbsp; 179301 |
|  |  | &nbsp;&nbsp; 915197 |
| **Massachusetts — 0.1%** | **Massachusetts — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, Series H, <br> 2.90%, 09/01/49<sup>(a)</sup><br>| 25 | &nbsp;&nbsp; 16603 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, BAB, 5.46%, <br> 12/01/39<br>| 570 | &nbsp;&nbsp; 573608 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority, RB, BAB, <br> 5.72%, 08/15/39<br>| 670 | &nbsp;&nbsp; 685963 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority, Refunding <br> RB, Sub-Series B, 3.40%, 10/15/40<br>| 55 | &nbsp;&nbsp; 46420 |
|  |  | &nbsp;&nbsp; 1322594 |
| **Michigan — 0.2%** | **Michigan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Michigan Finance Authority, Refunding RB, 3.38%, <br> 12/01/40<br>| 1055 | &nbsp;&nbsp; 865785 |
| &nbsp;&nbsp;&nbsp; Michigan State University, RB, Series A, 4.17%, <br> 08/15/2122<br>| 343 | &nbsp;&nbsp; 247879 |
| &nbsp;&nbsp;&nbsp; Michigan State University, Refunding RB, Series A, <br> 4.50%, 08/15/48<br>| 1000 | &nbsp;&nbsp; 882125 |
| University of Michigan, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 04/01/52 | 55 | &nbsp;&nbsp; 39364 |
| &nbsp;&nbsp;&nbsp; Series A, 4.45%, 04/01/2122 | 1547 | &nbsp;&nbsp; 1201103 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Michigan (continued)** | **Michigan (continued)** |  |
| University of Michigan, RB (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 2.44%, 04/01/40 | 625 | &nbsp;&nbsp; $455094 |
| &nbsp;&nbsp;&nbsp; Series B, 2.56%, 04/01/50 | 663 | &nbsp;&nbsp; 405846 |
| &nbsp;&nbsp;&nbsp; University of Michigan, Refunding RB, Series C, <br> 3.60%, 04/01/47<br>| 600 | &nbsp;&nbsp; 499826 |
|  |  | &nbsp;&nbsp; 4597022 |
| **Minnesota — 0.0%** | **Minnesota — 0.0%** |  |
| University of Minnesota, RB, 4.05%, 04/01/52 | 318 | &nbsp;&nbsp; 254794 |
| **Missouri — 0.0%** | **Missouri — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri, RB, Series A, 3.65%, 08/15/57<br>| 750 | &nbsp;&nbsp; 534912 |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri, Refunding RB, Class A, 3.23%, <br> 05/15/50<br>| 355 | &nbsp;&nbsp; 248950 |
|  |  | &nbsp;&nbsp; 783862 |
| **Nebraska — 0.0%** | **Nebraska — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; University of Nebraska Facilities Corp., Refunding <br> RB, Series A, 3.04%, 10/01/49<br>| 125 | &nbsp;&nbsp; 86372 |
| **Nevada — 0.0%** | **Nevada — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; County of Clark Department of Aviation, ARB, BAB, <br> Series C, 6.82%, 07/01/45<br>| 355 | &nbsp;&nbsp; 392678 |
| **New Jersey — 0.2%** | **New Jersey — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund Authority, RB, <br> BAB, Series B, 6.56%, 12/15/40<br>| 1025 | &nbsp;&nbsp; 1121106 |
| New Jersey Turnpike Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 7.10%, 01/01/41 | 820 | &nbsp;&nbsp; 935542 |
| &nbsp;&nbsp;&nbsp; Series F, 7.41%, 01/01/40 | 1505 | &nbsp;&nbsp; 1781474 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, RB, <br> Series P, 3.92%, 05/01/2119<br>| 563 | &nbsp;&nbsp; 371188 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, <br> Refunding RB, Series R, 3.27%, 05/01/43<br>| 345 | &nbsp;&nbsp; 271845 |
|  |  | &nbsp;&nbsp; 4481155 |
| **New York — 0.7%** | **New York — 0.7%** |  |
| City of New York, GO |  |  |
| &nbsp;&nbsp;&nbsp; Series C-2, 4.61%, 09/01/37<sup>(a)</sup> | 400 | &nbsp;&nbsp; 384936 |
| &nbsp;&nbsp;&nbsp; Series D-2, 5.26%, 10/01/44 | 250 | &nbsp;&nbsp; 242007 |
| &nbsp;&nbsp;&nbsp; Series H, 5.94%, 02/01/55<sup>(a)</sup> | 75 | &nbsp;&nbsp; 78593 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 5.26%, 10/01/52 | 780 | &nbsp;&nbsp; 742602 |
| &nbsp;&nbsp;&nbsp; Series B-1, Sustainability Bonds, 5.83%, 10/01/53 | 100 | &nbsp;&nbsp; 102073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series D-1, Sustainability Bonds, 5.11%, <br> 10/01/54<sup>(a)</sup><br>| 1400 | &nbsp;&nbsp; 1282401 |
| City of New York, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/01/37 | 400 | &nbsp;&nbsp; 403749 |
| &nbsp;&nbsp;&nbsp; Series F-1, 6.27%, 12/01/37 | 415 | &nbsp;&nbsp; 443653 |
| &nbsp;&nbsp;&nbsp; Empire State Development Corp., RB, BAB, 5.77%, <br> 03/15/39<br>| 880 | &nbsp;&nbsp; 904689 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax <br> Fund, RB, BAB, 7.34%, 11/15/39<br>| 350 | &nbsp;&nbsp; 410474 |
| Metropolitan Transportation Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 6.67%, 11/15/39 | 855 | &nbsp;&nbsp; 912037 |
| &nbsp;&nbsp;&nbsp; 6.81%, 11/15/40 | 205 | &nbsp;&nbsp; 218929 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, RB, <br> BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/41 | 1125 | &nbsp;&nbsp; 1136538 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/42 | 55 | &nbsp;&nbsp; 56449 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, 5.88%, 06/15/44<br>| 25 | &nbsp;&nbsp; 25202 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/15/42 | 215 | &nbsp;&nbsp; 214860 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **New York (continued)** | **New York (continued)** |  |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.01%, 06/15/42 | 490 | &nbsp;&nbsp; $506623 |
| &nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | 125 | &nbsp;&nbsp; 121594 |
| New York State Dormitory Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 03/15/40 | 610 | &nbsp;&nbsp; 616467 |
| &nbsp;&nbsp;&nbsp; Series F, 5.63%, 03/15/39<sup>(a)</sup> | 350 | &nbsp;&nbsp; 356301 |
| Port Authority of New York & New Jersey, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series 192, 4.81%, 10/15/65 | 275 | &nbsp;&nbsp; 245402 |
| &nbsp;&nbsp;&nbsp; Series 20, 4.23%, 10/15/57 | 1070 | &nbsp;&nbsp; 865995 |
| &nbsp;&nbsp;&nbsp; Series 215, 3.29%, 08/01/69<sup>(a)</sup> | 125 | &nbsp;&nbsp; 78387 |
| &nbsp;&nbsp;&nbsp; Series 225, 3.18%, 07/15/60 | 370 | &nbsp;&nbsp; 232524 |
| &nbsp;&nbsp;&nbsp; Series 229, 3.14%, 02/15/51 | 1600 | &nbsp;&nbsp; 1146322 |
| Port Authority of New York & New Jersey, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series 165, 5.65%, 11/01/40 | 1025 | &nbsp;&nbsp; 1067843 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 | 1030 | &nbsp;&nbsp; 945385 |
| &nbsp;&nbsp;&nbsp; Series 181, 4.96%, 08/01/46 | 110 | &nbsp;&nbsp; 102466 |
| &nbsp;&nbsp;&nbsp; Series 182, 5.31%, 08/01/46 | 25 | &nbsp;&nbsp; 23961 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, Refunding <br> RB, Series 174, 4.46%, 10/01/62<br>| 1565 | &nbsp;&nbsp; 1298338 |
| &nbsp;&nbsp;&nbsp; United Nations Development Corp., Refunding RB, <br> Series A, 6.54%, 08/01/55<br>| 200 | &nbsp;&nbsp; 207922 |
|  |  | &nbsp;&nbsp; 15374722 |
| **North Carolina — 0.0%** | **North Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority, RB, <br> Series S, 3.20%, 01/15/51<sup>(a)</sup><br>| 60 | &nbsp;&nbsp; 40060 |
| **Ohio — 0.2%** | **Ohio — 0.2%** |  |
| American Municipal Power, Inc., RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 7.83%, 02/15/41 | 525 | &nbsp;&nbsp; 622370 |
| &nbsp;&nbsp;&nbsp; Series B, 8.08%, 02/15/50 | 400 | &nbsp;&nbsp; 502701 |
| &nbsp;&nbsp;&nbsp; JobsOhio Beverage System, Refunding RB, Series A, <br> 2.83%, 01/01/38<br>| 400 | &nbsp;&nbsp; 323474 |
| &nbsp;&nbsp;&nbsp; Ohio State University, RB, BAB, Series C, 4.91%, <br> 06/01/40<br>| 1760 | &nbsp;&nbsp; 1700142 |
| &nbsp;&nbsp;&nbsp; Ohio Turnpike & Infrastructure Commission, <br> Refunding RB, Series A, Junior Lien, 3.22%, <br> 02/15/48<br>| 155 | &nbsp;&nbsp; 110487 |
|  |  | &nbsp;&nbsp; 3259174 |
| **Oklahoma — 0.1%** | **Oklahoma — 0.1%** |  |
| Oklahoma Development Finance Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A2, 4.38%, 11/01/45 | 290 | &nbsp;&nbsp; 270339 |
| &nbsp;&nbsp;&nbsp; Series A-2, 4.62%, 06/01/44 | 580 | &nbsp;&nbsp; 547440 |
| &nbsp;&nbsp;&nbsp; Series A-2, 4.85%, 02/01/45 | 500 | &nbsp;&nbsp; 481429 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.09%, 02/01/52 | 265 | &nbsp;&nbsp; 247458 |
| &nbsp;&nbsp;&nbsp; Series A-3, 4.71%, 05/01/52 | 115 | &nbsp;&nbsp; 103345 |
|  |  | &nbsp;&nbsp; 1650011 |
| **Oregon — 0.0%** | **Oregon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Oregon State University, RB, (BAM), 3.42%, <br> 03/01/60<br>| 113 | &nbsp;&nbsp; 73992 |
| Port of Morrow Oregon, RB, 2.54%, 09/01/40 | 625 | &nbsp;&nbsp; 464278 |
|  |  | &nbsp;&nbsp; 538270 |
| **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** |  |
| Commonwealth Financing Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.14%, 06/01/38 | 250 | &nbsp;&nbsp; 230337 |
| &nbsp;&nbsp;&nbsp; Series A, 2.99%, 06/01/42 | 1040 | &nbsp;&nbsp; 769824 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Economic Development Financing <br> Authority, RB, 5.69%, 06/01/54<br>| 465 | &nbsp;&nbsp; 457542 |
| Pennsylvania State University, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 2.79%, 09/01/43 | 400 | &nbsp;&nbsp; 297961 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pennsylvania (continued)** | **Pennsylvania (continued)** |  |
| &nbsp;&nbsp;&nbsp; Pennsylvania State University, Refunding <br> RB (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series D, 2.84%, 09/01/50 | 95 | &nbsp;&nbsp; $60761 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Turnpike Commission, RB, BAB, <br> Series B, 5.51%, 12/01/45<br>| 610 | &nbsp;&nbsp; 597912 |
| &nbsp;&nbsp;&nbsp; University of Pittsburgh-of the Commonwealth System <br> of Higher Education, RB, 3.56%, 09/15/2119<br>| 113 | &nbsp;&nbsp; 70363 |
|  |  | &nbsp;&nbsp; 2484700 |
| **South Carolina — 0.0%** | **South Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; South Carolina Public Service Authority, RB, BAB, <br> Series C, 6.45%, 01/01/50<br>| 26 | &nbsp;&nbsp; 27337 |
| **Texas — 0.6%** | **Texas — 0.6%** |  |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas System, <br> RB, BAB, Series C, 4.79%, 08/15/46<br>| 1505 | &nbsp;&nbsp; 1420970 |
| City of Houston Texas, GOL, 3.96%, 03/01/47 | 105 | &nbsp;&nbsp; 86411 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, 4.43%, 02/01/42<br>| 180 | &nbsp;&nbsp; 167986 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, BAB, Junior Lien, 5.81%, 02/01/41<br>| 1155 | &nbsp;&nbsp; 1168254 |
| Dallas Area Rapid Transit, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 12/01/48 | 455 | &nbsp;&nbsp; 406129 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 12/01/44 | 450 | &nbsp;&nbsp; 459115 |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit, Refunding RB, Series A, <br> Senior Lien, 2.61%, 12/01/48<br>| 455 | &nbsp;&nbsp; 300345 |
| &nbsp;&nbsp;&nbsp; Dallas Convention Center Hotel Development Corp., <br> RB, BAB, 7.09%, 01/01/42<br>| 250 | &nbsp;&nbsp; 277979 |
| Dallas Fort Worth International Airport, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 11/01/51<sup>(a)</sup> | 550 | &nbsp;&nbsp; 442785 |
| &nbsp;&nbsp;&nbsp; Series A, 4.51%, 11/01/51 | 190 | &nbsp;&nbsp; 161381 |
| Dallas Fort Worth International Airport, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 2.99%, 11/01/38<sup>(a)</sup> | 125 | &nbsp;&nbsp; 105393 |
| &nbsp;&nbsp;&nbsp; Series A, 3.14%, 11/01/45 | 190 | &nbsp;&nbsp; 141289 |
| &nbsp;&nbsp;&nbsp; Series C, 3.09%, 11/01/40 | 1065 | &nbsp;&nbsp; 841905 |
| &nbsp;&nbsp;&nbsp; Series C, 2.92%, 11/01/50 | 720 | &nbsp;&nbsp; 497775 |
| &nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp., Refunding RB, <br> Subordinate, 3.24%, 10/01/52<br>| 1490 | &nbsp;&nbsp; 1003173 |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority, RB, BAB, Series B, <br> 6.72%, 01/01/49<br>| 1160 | &nbsp;&nbsp; 1268453 |
| &nbsp;&nbsp;&nbsp; Permanent University Fund - University of Texas <br> System, Refunding RB, Series A, 3.38%, 07/01/47<br>| 850 | &nbsp;&nbsp; 639155 |
| State of Texas, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.52%, 04/01/39 | 945 | &nbsp;&nbsp; 964045 |
| &nbsp;&nbsp;&nbsp; Series A, 4.68%, 04/01/40 | 1000 | &nbsp;&nbsp; 952727 |
| &nbsp;&nbsp;&nbsp; Texas Natural Gas Securitization Finance Corp., RB, <br> Series 2023-1, Class A2, 5.17%, 04/01/41<br>| 1450 | &nbsp;&nbsp; 1457129 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation <br> Corp., RB, Series B, 3.92%, 12/31/49<br>| 875 | &nbsp;&nbsp; 682041 |
| &nbsp;&nbsp;&nbsp; Texas Transportation Commission, Refunding GO, <br> 2.47%, 10/01/44<br>| 800 | &nbsp;&nbsp; 541985 |
|  |  | &nbsp;&nbsp; 13986425 |
| **Virginia — 0.0%** | **Virginia — 0.0%** |  |
| University of Virginia, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 | 500 | &nbsp;&nbsp; 281010 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 09/01/2119 | 55 | &nbsp;&nbsp; 30992 |
| &nbsp;&nbsp;&nbsp; Series U, 2.58%, 11/01/51 | 215 | &nbsp;&nbsp; 128356 |
|  |  | &nbsp;&nbsp; 440358 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; State of Wisconsin, Refunding RB, Series A, 3.95%, <br> 05/01/36<br>| $490 | &nbsp;&nbsp; $454545 |
| **Total Municipal Bonds — 4.0%** <br>**(Cost: $104,594,202)** | **Total Municipal Bonds — 4.0%** <br>**(Cost: $104,594,202)** | &nbsp;&nbsp; 91657549 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trust — 0.0%** | **Capital Trust — 0.0%** | **Capital Trust — 0.0%** |
| **Insurance — 0.0%** | **Insurance — 0.0%** |  |
| MetLife, Inc., 6.40%, 12/15/66 | 1050 | &nbsp;&nbsp; 1092652 |
| **Total Preferred Securities — 0.0%** <br>**(Cost: $1,091,997)** | **Total Preferred Securities — 0.0%** <br>**(Cost: $1,091,997)** | &nbsp;&nbsp; 1092652 |
| **Total Long-Term Investments — 97.9%** <br>**(Cost: $2,460,138,899)** | **Total Long-Term Investments — 97.9%** <br>**(Cost: $2,460,138,899)** | &nbsp;&nbsp; 2232615318 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Foreign Agency Obligations — 0.0%** | **Foreign Agency Obligations — 0.0%** |  |
| Peruvian Government International Bonds, 3.23% | 1088 | &nbsp;&nbsp; 574638 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Money Market Funds — 8.7%** | **Money Market Funds — 8.7%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 4.44%<sup>(f)(g)(h)</sup><br>| 196711234 | &nbsp;&nbsp; 196789918 |
| **Total Short-Term Securities — 8.7%** <br>**(Cost: $197,586,946)** | **Total Short-Term Securities — 8.7%** <br>**(Cost: $197,586,946)** | &nbsp;&nbsp; 197364556 |
| **Total Investments — 106.6%** <br>**(Cost: $2,657,725,845)** | **Total Investments — 106.6%** <br>**(Cost: $2,657,725,845)** | &nbsp;&nbsp; 2429979874 |
| **Liabilities in Excess of Other Assets — (6.6)%** | **Liabilities in Excess of Other Assets — (6.6)%** | &nbsp;&nbsp; (150373397)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $2279606477 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> All or a portion of this security is on loan.

<sup>(b)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(c)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. 

<sup>(d)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(e)</sup> U.S. Government securities held in escrow, are used to pay interest on this security as well as to retire the bond in full at the date indicated, typically at a premium to par. 

<sup>(f)</sup> Affiliate of the Fund.

<sup>(g)</sup> Annualized 7-day yield as of period end.

<sup>(h)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Fund for compliance purposes.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended July 31, 2025 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/24*<br>| *Purchases* <br>*at Cost*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*07/31/25*<br>| *Shares* <br>*Held at* <br>*07/31/25*<br>| *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| $240404557 | $—<br> $(43550105 )<sup>(a)</sup><br>| &nbsp;&nbsp; $1931 | $(66465)<br>| $196789918 | 196711234<br> $1776540 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares U.S. Long Credit Bond Index Fund** 

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2014566965 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2014566965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 125298152 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 125298152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 91657549 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 91657549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trust | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1092652 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1092652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 574638 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 574638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 196789918 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 196789918 |
|  | &nbsp;&nbsp; $196789918 | &nbsp;&nbsp;&nbsp;&nbsp; $2233189956 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2429979874 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| ARB | Airport Revenue Bonds  |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |
| CMT | Constant Maturity Treasury |
| GO | General Obligation Bonds |
| GOL | General Obligation Ltd. |
| M/F | Multi-Family |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SAB | Special Assessment Bonds |
| SAP | Subject to Appropriations |
| SOFR | Secured Overnight Financing Rate |

---

Schedule of Investments

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares U.S. Long Credit Bond Index Fund

- **b. EDGAR series identifier (if any):** S000075203

- **c. LEI of Series:** 549300KVJ2QNPSCQ7553

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2595118541.15

**Total Liabilities:** $350059620.18

**Net Assets:** $2245058920.97

**Cash Not Reported:** $143236.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 3649.84000000 | **10-Year:** 643364.68000000 | **30-Year:** 2174840.53000000

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

- **3-Month:** 377.26000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 427.93000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234047 | -0.55%               | 3.08%                | 0.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-93809567.15            | $71114135.59                               |
| Month 2  | $-1444445.77             | $58082771.18                               |
| Month 3  | $-7072138.74             | $-2473928.16                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $291304.41    | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397045.71    | 0.02%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245806.00    | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    404000 | PA      | $262387.52    | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    745000 | PA      | $500825.62    | 0.02%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    275000 | PA      | $212113.30    | 0.01%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1191120.92   | 0.05%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    129000 | PA      | $81668.38     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $226061.48    | 0.01%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    265000 | PA      | $198512.64    | 0.01%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    351000 | PA      | $254133.62    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    453000 | PA      | $279781.68    | 0.01%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    663000 | PA      | $588919.33    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    913000 | PA      | $760929.31    | 0.03%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2365607.27   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    513000 | PA      | $421234.78    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1504679.61   | 0.07%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    829000 | PA      | $752290.03    | 0.03%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346943.10    | 0.02%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    763000 | PA      | $714752.11    | 0.03%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    650000 | PA      | $677862.59    | 0.03%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123115.28    | 0.01%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1206823.21   | 0.05%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1129000 | PA      | $772305.77    | 0.03%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474560.10    | 0.02%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $261473.06    | 0.01%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1123560.95   | 0.05%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    631000 | PA      | $415091.44    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2496733.36   | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    600550 | PA      | $423574.19    | 0.02%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1166000 | PA      | $772761.63    | 0.03%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CNTY FL SEAPORT REVENUE                                              | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $598167.99    | 0.03%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    375000 | PA      | $222412.69    | 0.01%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1125901.28   | 0.05%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    493000 | PA      | $378616.96    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    529000 | PA      | $343559.76    | 0.02%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    513000 | PA      | $330662.92    | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544665.65    | 0.02%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    985000 | PA      | $919972.28    | 0.04%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    263000 | PA      | $206842.68    | 0.01%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    241000 | PA      | $187942.95    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $850466.99    | 0.04%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    509000 | PA      | $457774.92    | 0.02%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    317000 | PA      | $208741.25    | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522262.71    | 0.02%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    308000 | PA      | $270367.41    | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $945384.99    | 0.04%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419084.06    | 0.02%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $888318.72    | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1121105.95   | 0.05%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    440000 | PA      | $473173.81    | 0.02%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $801981.77    | 0.04%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $707210.09    | 0.03%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    895000 | PA      | $859537.26    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospital/The                                                        | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74096.28     | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    711000 | PA      | $518395.36    | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    325000 | PA      | $196856.08    | 0.01%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    844000 | PA      | $733171.94    | 0.03%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $266161.47    | 0.01%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     66000 | PA      | $51263.60     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738494.10    | 0.03%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    650000 | PA      | $525781.94    | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $636410.81    | 0.03%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    426000 | PA      | $386851.67    | 0.02%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1320720.18   | 0.06%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    675000 | PA      | $722312.73    | 0.03%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    925000 | PA      | $881021.22    | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    364000 | PA      | $242169.80    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    529000 | PA      | $331644.99    | 0.01%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $526927.06    | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1416000 | PA      | $1614087.70   | 0.07%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $525022.37    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1005246.30   | 0.04%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2846252.76   | 0.13%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    213000 | PA      | $166924.43    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    630000 | PA      | $646453.51    | 0.03%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $918885.70    | 0.04%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $681399.77    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    538000 | PA      | $450819.06    | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303320.02    | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $362537.68    | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1050482.25   | 0.05%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    960000 | PA      | $732142.93    | 0.03%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $476875.08    | 0.02%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $976100.17    | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    660000 | PA      | $391146.10    | 0.02%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    513000 | PA      | $419250.00    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    140000 | PA      | $155766.93    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $684346.66    | 0.03%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    213000 | PA      | $178258.74    | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $798452.97    | 0.04%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339146.65    | 0.02%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    873000 | PA      | $748734.54    | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    461000 | PA      | $377467.44    | 0.02%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    900000 | PA      | $879746.54    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $602088.58    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    236000 | PA      | $197446.30    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    429000 | PA      | $290059.74    | 0.01%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1090253.59   | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1427459.89   | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361837.34    | 0.02%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22095.93     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1409000 | PA      | $1050691.43   | 0.05%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2085706.36   | 0.09%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2457592.99   | 0.11%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $919367.91    | 0.04%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    460000 | PA      | $378159.18    | 0.02%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    529000 | PA      | $399567.07    | 0.02%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    934000 | PA      | $584899.92    | 0.03%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    732000 | PA      | $704020.53    | 0.03%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $4143633.85   | 0.18%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $288374.05    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1457128.64   | 0.06%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442969.46    | 0.02%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    279000 | PA      | $257235.12    | 0.01%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    338000 | PA      | $226198.79    | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1228403.12   | 0.05%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $108946.36    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    863000 | PA      | $710361.28    | 0.03%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    875000 | PA      | $839471.82    | 0.04%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $724995.31    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    659000 | PA      | $666185.37    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461292.79    | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $289823.16    | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $875491.85    | 0.04%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    725000 | PA      | $492703.33    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $301625.31    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1594912.03   | 0.07%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $899664.38    | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6399000 | PA      | $4456498.57   | 0.20%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287684.26    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    459000 | PA      | $350475.41    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $844543.32    | 0.04%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    875000 | PA      | $735329.89    | 0.03%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $627746.24    | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438265.30    | 0.02%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    664000 | PA      | $416400.67    | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $738786.55    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    620000 | PA      | $342616.58    | 0.02%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    929000 | PA      | $702777.09    | 0.03%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $531031.70    | 0.02%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $480526.48    | 0.02%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    663000 | PA      | $577461.47    | 0.03%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    405000 | PA      | $349111.58    | 0.02%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735404.61    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    391000 | PA      | $252297.59    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    163000 | PA      | $114849.53    | 0.01%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $893148.34    | 0.04%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $864658.38    | 0.04%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1043468.13   | 0.05%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $493267.15    | 0.02%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2721588.90   | 0.12%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $771279.69    | 0.03%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $1778712.03   | 0.08%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    326000 | PA      | $275603.34    | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $704492.75    | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $824604.42    | 0.04%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $3005947.21   | 0.13%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $303007.77    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    400000 | PA      | $279766.58    | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1541088.32   | 0.07%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    810000 | PA      | $436036.28    | 0.02%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382540.28    | 0.02%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263236.53    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1832000 | PA      | $1100364.00   | 0.05%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222408.68    | 0.01%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1092651.79   | 0.05%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186773.13    | 0.01%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $531252.58    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1168717.05   | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1007556.70   | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1074665.72   | 0.05%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208352.52    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2116646.17   | 0.09%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106967.53    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33924.01     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    726000 | PA      | $815096.14    | 0.04%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    776000 | PA      | $599134.06    | 0.03%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    263000 | PA      | $169973.67    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    963000 | PA      | $876422.25    | 0.04%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    916000 | PA      | $716627.23    | 0.03%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1539011.21   | 0.07%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $711304.24    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $575944.59    | 0.03%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     90000 | PA      | $61088.00     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282584.53    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1132145.61   | 0.05%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3274000 | PA      | $2889453.61   | 0.13%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1899841.05   | 0.08%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $162309.20    | 0.01%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309007.41    | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $374246.80    | 0.02%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    413000 | PA      | $316254.85    | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    663000 | PA      | $561278.25    | 0.03%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $490079.71    | 0.02%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $612552.93    | 0.03%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77818.57     | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    413000 | PA      | $355608.91    | 0.02%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $939219.65    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    850000 | PA      | $814571.32    | 0.04%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    829000 | PA      | $741641.60    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    550000 | PA      | $589699.37    | 0.03%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1533466.04   | 0.07%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98559.30     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    979000 | PA      | $706997.65    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1133156.91   | 0.05%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227832.49    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO ST TURNPIKE COMMISSION                                                     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $110486.72    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281235.02    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202377.09    | 0.01%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    950000 | PA      | $884781.68    | 0.04%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531104.29    | 0.02%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $829971.13    | 0.04%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    405000 | PA      | $284995.28    | 0.01%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $203384.55    | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $440842.12    | 0.02%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283530.60    | 0.01%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $952726.90    | 0.04%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1084929.69   | 0.05%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $456816.88    | 0.02%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $198282.82    | 0.01%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    577000 | PA      | $424844.33    | 0.02%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485845.64    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215903.77    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3484000 | PA      | $2528804.54   | 0.11%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $427692.62    | 0.02%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    616000 | PA      | $375027.19    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $313880.84    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817238.20    | 0.04%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245394.91    | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    554000 | PA      | $343383.62    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1484634.06   | 0.07%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    929000 | PA      | $770578.04    | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $855103.02    | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $261674.59    | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $444586.11    | 0.02%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $82464.37     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $732120.29    | 0.03%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $108785.61    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $232636.85    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    404000 | PA      | $271662.65    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    379000 | PA      | $251524.80    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $460301.79    | 0.02%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    813000 | PA      | $696703.98    | 0.03%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $867233.54    | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    529000 | PA      | $344608.73    | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $2740109.72   | 0.12%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    388000 | PA      | $312117.16    | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    263000 | PA      | $224188.21    | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    513000 | PA      | $421866.76    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    605000 | PA      | $454560.95    | 0.02%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $556446.29    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92707.25     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406731.90    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    820000 | PA      | $822438.84    | 0.04%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1306252.88   | 0.06%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1088000 | PA      | $574637.50    | 0.03%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $219700.82    | 0.01%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $942489.22    | 0.04%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    763000 | PA      | $555924.76    | 0.02%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481824.80    | 0.02%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    763000 | PA      | $681615.31    | 0.03%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1826039.59   | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    572000 | PA      | $464811.35    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1818597.79   | 0.08%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354249.49    | 0.02%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    863000 | PA      | $784330.23    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    443000 | PA      | $277823.43    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $339526.98    | 0.02%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334552.77    | 0.01%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $820055.36    | 0.04%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    254000 | PA      | $192109.14    | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311364.38    | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    311000 | PA      | $331578.24    | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518611.10    | 0.02%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416359.74    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $388387.84    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    528000 | PA      | $322869.08    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    413000 | PA      | $302767.25    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1396544.72   | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $409874.17    | 0.02%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    875000 | PA      | $570442.66    | 0.03%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1238861.14   | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    370000 | PA      | $295323.79    | 0.01%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732712.73    | 0.03%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    625000 | PA      | $398000.43    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1543000 | PA      | $962411.41    | 0.04%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1410435.04   | 0.06%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386689.57    | 0.02%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307225.66    | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    576000 | PA      | $356739.87    | 0.02%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343388.95    | 0.02%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $446426.17    | 0.02%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $847110.32    | 0.04%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1010809.56   | 0.05%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    367000 | PA      | $268461.63    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    388000 | PA      | $407735.94    | 0.02%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679861.45    | 0.03%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $329784.63    | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    163000 | PA      | $132119.03    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | The Campbell's Company                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    590000 | PA      | $377958.54    | 0.02%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1222023.23   | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1202780.44   | 0.05%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    179000 | PA      | $192060.57    | 0.01%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2656000 | PA      | $2529923.74   | 0.11%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $364189.91    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703153.98    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $584716.46    | 0.03%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218118.15    | 0.01%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1303508.78   | 0.06%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    720000 | PA      | $489820.83    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    550000 | PA      | $387101.59    | 0.02%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $864358.26    | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1249807.61   | 0.06%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $105484.67    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    333000 | PA      | $173975.98    | 0.01%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $2661356.49   | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    513000 | PA      | $310747.54    | 0.01%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    610000 | PA      | $400245.44    | 0.02%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    763000 | PA      | $465910.20    | 0.02%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250753.77    | 0.01%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    520000 | PA      | $318819.83    | 0.01%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $974429.66    | 0.04%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    855000 | PA      | $912036.90    | 0.04%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453140.10    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    938000 | PA      | $984992.72    | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    985000 | PA      | $885355.21    | 0.04%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $987329.62    | 0.04%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $936204.07    | 0.04%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    695000 | PA      | $516904.35    | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    563000 | PA      | $432995.98    | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $258609.49    | 0.01%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56448.82     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905276.93    | 0.04%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $614096.90    | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    660000 | PA      | $427591.69    | 0.02%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264740.18    | 0.01%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1317235.82   | 0.06%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $305856.19    | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    575000 | PA      | $384121.37    | 0.02%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $985303.42    | 0.04%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $436309.62    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2457341.30   | 0.11%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500628.75    | 0.02%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    775000 | PA      | $595756.43    | 0.03%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    363000 | PA      | $310025.81    | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    163000 | PA      | $136696.78    | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $301550.78    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    270000 | PA      | $226477.44    | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $690543.30    | 0.03%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    265000 | PA      | $247458.10    | 0.01%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1557541.26   | 0.07%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    697000 | PA      | $717823.87    | 0.03%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1743287.06   | 0.08%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6111000 | PA      | $3764086.40   | 0.17%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE FACS CORP                                                   | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $86372.07     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    696000 | PA      | $766536.91    | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $387700.22    | 0.02%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $373059.09    | 0.02%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621762.09    | 0.03%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423747.70    | 0.02%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    438000 | PA      | $249563.96    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    413000 | PA      | $281574.99    | 0.01%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1304113.39   | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217322.45    | 0.01%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247995.40    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $492360.33    | 0.02%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $817472.42    | 0.04%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1302141.16   | 0.06%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    820000 | PA      | $706295.41    | 0.03%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $241502.99    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20570.17     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $305105.88    | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1169889.59   | 0.05%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    629000 | PA      | $414826.98    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $547204.45    | 0.02%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $570797.14    | 0.03%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    379000 | PA      | $281386.87    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $2523007.87   | 0.11%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1250943.09   | 0.06%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    375000 | PA      | $417708.86    | 0.02%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1149261.09   | 0.05%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Western Union Co/The                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    433000 | PA      | $436500.79    | 0.02%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529019.90    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249556.05    | 0.01%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249787.15    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    163000 | PA      | $123644.20    | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504545.04    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    829000 | PA      | $472819.54    | 0.02%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    863000 | PA      | $1004395.26   | 0.04%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    115000 | PA      | $103345.13    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $824392.36    | 0.04%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312813.47    | 0.01%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    900000 | PA      | $903720.90    | 0.04%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1194666.30   | 0.05%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643360.27    | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133621.09    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    604000 | PA      | $480767.11    | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82619.96     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $150968.49    | 0.01%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2187119.29   | 0.10%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    613000 | PA      | $506907.60    | 0.02%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $423278.04    | 0.02%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    265000 | PA      | $206564.00    | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    522000 | PA      | $320694.28    | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $373171.69    | 0.02%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363188.27    | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243975.41    | 0.01%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $563703.88    | 0.03%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    613000 | PA      | $663480.31    | 0.03%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    400000 | PA      | $267187.21    | 0.01%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    676000 | PA      | $614239.01    | 0.03%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    513000 | PA      | $441097.81    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    943000 | PA      | $764926.68    | 0.03%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    580000 | PA      | $547440.08    | 0.02%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1278000 | PA      | $804713.90    | 0.04%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $447667.49    | 0.02%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222036.95    | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    391000 | PA      | $301227.02    | 0.01%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    425000 | PA      | $412958.83    | 0.02%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1987329.23   | 0.09%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $415854.76    | 0.02%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $2622182.35   | 0.12%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $833519.87    | 0.04%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $716126.64    | 0.03%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    375000 | PA      | $297725.92    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    704000 | PA      | $452941.34    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $874602.70    | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1227177.92   | 0.05%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1028729.32   | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    855000 | PA      | $831594.67    | 0.04%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    650000 | PA      | $578766.65    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2078505.78   | 0.09%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    450000 | PA      | $359363.80    | 0.02%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1420142.77   | 0.06%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    463000 | PA      | $479521.64    | 0.02%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    613000 | PA      | $494563.49    | 0.02%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    470000 | PA      | $276760.20    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310718.23    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537218.67    | 0.02%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $796422.57    | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70675.34     | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501420.79    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672415.88    | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    963000 | PA      | $661049.86    | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    650000 | PA      | $708308.06    | 0.03%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475468.21    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    925000 | PA      | $959898.34    | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $920446.22    | 0.04%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305703.73    | 0.01%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    196000 | PA      | $187720.80    | 0.01%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    355000 | PA      | $318554.52    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73705.37     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320636.47    | 0.01%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211269.77    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $966682.24    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159775.46    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $294479.40    | 0.01%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $587237.39    | 0.03%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    404000 | PA      | $321308.27    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220814.10    | 0.01%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $258426.54    | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $927513.65    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    213000 | PA      | $130493.17    | 0.01%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332388.45    | 0.01%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $329127.77    | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $141289.22    | 0.01%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2172479.49   | 0.10%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1119565 | PA      | $1138145.45   | 0.05%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $684454.35    | 0.03%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    829000 | PA      | $605930.18    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194050.30    | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    535000 | PA      | $356507.30    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    940000 | PA      | $901449.96    | 0.04%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $448080.59    | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523622.15    | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $369781.34    | 0.02%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $1702293.35   | 0.08%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $104319.26    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    518000 | PA      | $377002.24    | 0.02%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    738000 | PA      | $584282.06    | 0.03%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    655000 | PA      | $547907.32    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    913000 | PA      | $670306.07    | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    922000 | PA      | $765863.55    | 0.03%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104826.71    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    629000 | PA      | $527485.83    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $686447.73    | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1926000 | PA      | $1580300.18   | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $520604.26    | 0.02%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    713000 | PA      | $572764.46    | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    780000 | PA      | $623190.16    | 0.03%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119085.89    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    738000 | PA      | $807185.65    | 0.04%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1188000 | PA      | $1161469.16   | 0.05%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    404000 | PA      | $311111.32    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2544172.34   | 0.11%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    704000 | PA      | $418296.71    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1043422.54   | 0.05%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1059657.07   | 0.05%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $957874.88    | 0.04%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $460903.21    | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    741000 | PA      | $537299.03    | 0.02%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    658000 | PA      | $466452.29    | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    650000 | PA      | $604522.03    | 0.03%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    543000 | PA      | $456834.10    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $889846.23    | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    788000 | PA      | $671172.82    | 0.03%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510538.13    | 0.02%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1417171.61   | 0.06%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1271861.11   | 0.06%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1310341.00   | 0.06%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599995.55    | 0.03%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $451554.54    | 0.02%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2939943.27   | 0.13%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1136537.97   | 0.05%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMASS MEM HEALTH CARE                                                            | UMass Memorial Health Care Obligated Group                                      | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $192811.03    | 0.01%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    925000 | PA      | $930605.99    | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1700141.57   | 0.08%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    605000 | PA      | $408556.75    | 0.02%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368113.77    | 0.02%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $203263.69    | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $315722.73    | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    579000 | PA      | $461447.19    | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    625000 | PA      | $562266.56    | 0.03%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    600000 | PA      | $521563.93    | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1194130.85   | 0.05%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $865454.56    | 0.04%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167574.21    | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3341000 | PA      | $2320750.08   | 0.10%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114742.17    | 0.01%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1224742.37   | 0.05%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1778000 | PA      | $1165350.49   | 0.05%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1137515.24   | 0.05%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    529000 | PA      | $418567.18    | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $897828.23    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    229000 | PA      | $214610.32    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2154980.79   | 0.10%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79096.23     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $318475.72    | 0.01%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    979000 | PA      | $918100.82    | 0.04%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    625000 | PA      | $665133.06    | 0.03%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1200000 | PA      | $899995.34    | 0.04%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285886.28    | 0.01%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2773000 | PA      | $1630485.48   | 0.07%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1250000 | PA      | $895725.79    | 0.04%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    111000 | PA      | $82273.21     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344502.90    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $323474.49    | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $400799.73    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221146.39    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1119132.97   | 0.05%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1273407.55   | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $678841.35    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $804227.80    | 0.04%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    313000 | PA      | $238134.75    | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    313000 | PA      | $236548.40    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $945145.75    | 0.04%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    429000 | PA      | $308947.10    | 0.01%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1162469.03   | 0.05%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    539000 | PA      | $400489.87    | 0.02%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    300000 | PA      | $255970.70    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666532.25    | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    750000 | PA      | $656257.83    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $547607.97    | 0.02%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581005.25    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1267750.90   | 0.06%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    678000 | PA      | $579402.16    | 0.03%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100796.56    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    607000 | PA      | $455093.10    | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    429000 | PA      | $273296.41    | 0.01%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $212722.25    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $976942.80    | 0.04%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    780000 | PA      | $713983.65    | 0.03%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $920298.72    | 0.04%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    795000 | PA      | $758952.19    | 0.03%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    575000 | PA      | $341677.10    | 0.02%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    272000 | PA      | $193794.89    | 0.01%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    518000 | PA      | $321172.10    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1396436.80   | 0.06%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $418561.76    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1029000 | PA      | $1089665.15   | 0.05%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    288000 | PA      | $187301.12    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3172000 | PA      | $2499148.92   | 0.11%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    853000 | PA      | $559473.39    | 0.02%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    330000 | PA      | $261255.26    | 0.01%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    810000 | PA      | $670813.46    | 0.03%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1328000 | PA      | $1320863.98   | 0.06%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2035000 | PA      | $1923544.13   | 0.09%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $221683.98    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    925000 | PA      | $682863.90    | 0.03%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180833.13    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79443.98     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    350000 | PA      | $213686.43    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693908 | PA      | $703540.84    | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379197.47    | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $272939.57    | 0.01%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $248072.75    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $386963.28    | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    650000 | PA      | $511471.01    | 0.02%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $438963.97    | 0.02%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    163000 | PA      | $137760.67    | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    939000 | PA      | $688938.48    | 0.03%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1175525.54   | 0.05%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    811000 | PA      | $574851.38    | 0.03%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2267000 | PA      | $1394992.47   | 0.06%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    500000 | PA      | $410724.26    | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    102000 | PA      | $63883.89     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $299182.72    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $614005.51    | 0.03%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256953.78    | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3127201.12   | 0.14%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    550000 | PA      | $493361.08    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    609000 | PA      | $368566.25    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    979000 | PA      | $973394.64    | 0.04%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $672324.18    | 0.03%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    836000 | PA      | $721478.97    | 0.03%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    325000 | PA      | $239736.06    | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    500000 | PA      | $337730.71    | 0.02%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084A9<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    500000 | PA      | $481428.76    | 0.02%             | 2045-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322951.01    | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1092962.75   | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    226000 | PA      | $230293.57    | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    128000 | PA      | $107391.80    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1186983.10   | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    425000 | PA      | $377410.31    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201254.61    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247246.14    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    838000 | PA      | $703110.93    | 0.03%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    983000 | PA      | $631715.69    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $529616.73    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    788000 | PA      | $648527.38    | 0.03%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1599000 | PA      | $918936.87    | 0.04%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1114120.36   | 0.05%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1317408.98   | 0.06%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204309.07    | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: —       |
| Sutter Health                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21325.42     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $869061.55    | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4400000 | PA      | $4323484.22   | 0.19%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2475000 | PA      | $1730458.45   | 0.08%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    449000 | PA      | $377468.09    | 0.02%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222595.09    | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4974000 | PA      | $5470379.78   | 0.24%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231505.99    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    850000 | PA      | $745430.60    | 0.03%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $2267766.10   | 0.10%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    829000 | PA      | $646528.33    | 0.03%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    729000 | PA      | $475700.79    | 0.02%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $272139.05    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $475274.67    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1662128.55   | 0.07%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142817.73    | 0.01%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    463000 | PA      | $449107.39    | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 AU                                                            | CNOOC Finance 2015 Australia Pty Ltd                                            | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    200000 | PA      | $177313.84    | 0.01%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $207425.69    | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    142000 | PA      | $105623.96    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $865918.72    | 0.04%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $950407.04    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160813.38    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    850000 | PA      | $742055.02    | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $1950879.72   | 0.09%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    613000 | PA      | $494012.28    | 0.02%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095940.58   | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539704.88    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1478000 | PA      | $1017852.74   | 0.05%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1869161.88   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    675000 | PA      | $844449.91    | 0.04%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    350000 | PA      | $238736.97    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168407.80    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $225203.08    | 0.01%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1378000 | PA      | $919334.26    | 0.04%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    763000 | PA      | $388722.18    | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154138.77    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $776729.48    | 0.03%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    333000 | PA      | $270121.60    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1609000 | PA      | $1149507.14   | 0.05%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1326607.33   | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156794.64    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326517.36    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $920621.06    | 0.04%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    725000 | PA      | $621525.86    | 0.03%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1457834.40   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    738000 | PA      | $617542.54    | 0.03%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112554.68    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    525000 | PA      | $509457.91    | 0.02%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1032732.50   | 0.05%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                             | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $272232.11    | 0.01%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                        | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $277979.53    | 0.01%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $783474.30    | 0.03%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    436000 | PA      | $262428.41    | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $931064.43    | 0.04%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    600000 | PA      | $467942.95    | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $950572.37    | 0.04%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    663000 | PA      | $572714.38    | 0.03%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    563000 | PA      | $383896.41    | 0.02%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685434.04    | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1033198.55   | 0.05%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198953.71    | 0.01%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $328264.28    | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     61000 | PA      | $34653.31     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    429000 | PA      | $279830.27    | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465574.88    | 0.02%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399189.48    | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1008419.28   | 0.04%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1141961.63   | 0.05%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2391628.46   | 0.11%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $1762129.41   | 0.08%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372932.77    | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | The Campbell's Company                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    620000 | PA      | $534680.90    | 0.02%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1230479.94   | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $437174.09    | 0.02%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1078000 | PA      | $974792.32    | 0.04%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    279000 | PA      | $203486.40    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1474261.34   | 0.07%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                                                            | Northwestern Memorial Healthcare Obligated Group                                | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $59946.93     | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $897684.93    | 0.04%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $498112.63    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100002.53    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    852000 | PA      | $707018.36    | 0.03%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199546.55    | 0.01%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1008027.25   | 0.04%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                                              | Trustees of Columbia University in the City of New York/The                     | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257319.02    | 0.01%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    504000 | PA      | $338029.78    | 0.02%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    763000 | PA      | $636836.21    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    714000 | PA      | $509298.04    | 0.02%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1468000 | PA      | $1003323.36   | 0.04%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    629000 | PA      | $529043.39    | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $635009.42    | 0.03%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    200000 | PA      | $155749.31    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2280476.33   | 0.10%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    719000 | PA      | $782996.44    | 0.03%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    463000 | PA      | $406319.73    | 0.02%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $1948646.72   | 0.09%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $543870.49    | 0.02%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    600000 | PA      | $354342.24    | 0.02%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $310360.23    | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1122978.64   | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TR FIN LLC                                                                       | TR FIN LLC                                                                      | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    279000 | PA      | $272161.45    | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $208238.65    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439529.06    | 0.02%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1625418.35   | 0.07%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $914174.84    | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    563000 | PA      | $494740.33    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    675000 | PA      | $703043.42    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $418402.41    | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $578921.60    | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    810000 | PA      | $814425.16    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1037505.49   | 0.05%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1050208.36   | 0.05%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    550000 | PA      | $438415.57    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    863000 | PA      | $783682.96    | 0.03%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3074003.24   | 0.14%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    547000 | PA      | $471657.61    | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $2728469.96   | 0.12%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464481.31    | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    613000 | PA      | $507202.65    | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $2293746.90   | 0.10%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    470000 | PA      | $402131.85    | 0.02%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    300000 | PA      | $240749.60    | 0.01%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    780000 | PA      | $742602.41    | 0.03%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    829000 | PA      | $531312.41    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    438000 | PA      | $326325.83    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303343.69    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $985805.51    | 0.04%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    372000 | PA      | $263234.11    | 0.01%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1412181.89   | 0.06%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    678000 | PA      | $658596.91    | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $894593.98    | 0.04%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $241819.26    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206031.53    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    802000 | PA      | $858331.64    | 0.04%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1021324.34   | 0.05%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $862009.97    | 0.04%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    313000 | PA      | $247432.45    | 0.01%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $1841218.42   | 0.08%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    490000 | PA      | $454545.13    | 0.02%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    745000 | PA      | $748661.65    | 0.03%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2850000 | PA      | $3179810.24   | 0.14%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    729000 | PA      | $544277.80    | 0.02%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $537587.12    | 0.02%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1329319.82   | 0.06%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575761.59    | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $277306.30    | 0.01%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $682041.05    | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432140.71    | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    516000 | PA      | $529948.07    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    860000 | PA      | $827400.32    | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    750000 | PA      | $491480.08    | 0.02%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    513000 | PA      | $428677.44    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $552284.87    | 0.02%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    263000 | PA      | $216956.06    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    953000 | PA      | $649429.52    | 0.03%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $51407.17     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79467.70     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    663000 | PA      | $567039.82    | 0.03%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $920388.31    | 0.04%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $943610.06    | 0.04%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342334.81    | 0.02%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    538000 | PA      | $455490.19    | 0.02%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    459000 | PA      | $423830.28    | 0.02%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $274720.18    | 0.01%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    600000 | PA      | $400996.57    | 0.02%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19602.66     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $959306.78    | 0.04%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427140.62    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393478.84    | 0.02%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    680000 | PA      | $469833.17    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319783.37    | 0.01%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $442785.00    | 0.02%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: —       |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    913000 | PA      | $937328.48    | 0.04%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    895000 | PA      | $616347.88    | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $268738.13    | 0.01%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $880221.04    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283914.27    | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    613000 | PA      | $541095.87    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    515000 | PA      | $502372.98    | 0.02%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $813684.14    | 0.04%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1332708.22   | 0.06%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419395.41    | 0.02%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    554000 | PA      | $431782.60    | 0.02%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    329000 | PA      | $229469.40    | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500715.57    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346954 | PA      | $347488.54    | 0.02%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    960000 | PA      | $595330.56    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    627000 | PA      | $470184.08    | 0.02%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    665000 | PA      | $676759.71    | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $561895.91    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2724000 | PA      | $2391546.51   | 0.11%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                 | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $723100.52    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $782854.32    | 0.03%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874984.46    | 0.04%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    488000 | PA      | $404831.12    | 0.02%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                     | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30077.37     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1207305.14   | 0.05%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4569000 | PA      | $3140150.52   | 0.14%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $342089.06    | 0.02%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    619000 | PA      | $551672.47    | 0.02%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1892573.96   | 0.08%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    430000 | PA      | $268809.03    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    795000 | PA      | $669698.98    | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $884133.00    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247593.60    | 0.01%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1013437.29   | 0.05%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1098794.84   | 0.05%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635409.76    | 0.03%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    479000 | PA      | $355286.59    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178582.33    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203655.54    | 0.01%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135484.78    | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408290.26    | 0.02%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $406803.29    | 0.02%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $848800.18    | 0.04%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $391109.32    | 0.02%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $313825.81    | 0.01%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $822089.84    | 0.04%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1057675.13   | 0.05%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    713000 | PA      | $568074.49    | 0.03%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1737409.50   | 0.08%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1276725.84   | 0.06%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234809.05    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $448261.98    | 0.02%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2832000 | PA      | $2172544.73   | 0.10%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1083937.39   | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434805.65    | 0.02%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                   | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    426000 | PA      | $379510.77    | 0.02%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    490000 | PA      | $506622.89    | 0.02%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $709652.70    | 0.03%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    196000 | PA      | $167661.24    | 0.01%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1074415.36   | 0.05%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    829000 | PA      | $723101.76    | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $139550.58    | 0.01%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    880000 | PA      | $800575.79    | 0.04%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    763000 | PA      | $692264.67    | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    779000 | PA      | $633875.96    | 0.03%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    106000 | PA      | $73301.05     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1220104.61   | 0.05%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290565.23    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    152000 | PA      | $110119.04    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $751825.43    | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    429000 | PA      | $427620.22    | 0.02%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557717.59    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $869516.33    | 0.04%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $984289.95    | 0.04%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373282.40    | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    720000 | PA      | $703719.70    | 0.03%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    463000 | PA      | $368069.91    | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227208.95    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    892000 | PA      | $645648.74    | 0.03%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    975000 | PA      | $943591.33    | 0.04%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    730000 | PA      | $681830.82    | 0.03%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1382111.46   | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404803.47    | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1130286.72   | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1078966.47   | 0.05%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1669243.91   | 0.07%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    354000 | PA      | $297842.25    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203080.16    | 0.01%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $499825.93    | 0.02%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    621000 | PA      | $579002.52    | 0.03%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326183.30    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    777000 | PA      | $694780.09    | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    663000 | PA      | $497249.87    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                                                                | Claremont Mckenna College                                                       | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $63648.59     | 0.00%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $372926.88    | 0.02%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $453256.63    | 0.02%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549739.26    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1023484.53   | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1800000 | PA      | $1217626.79   | 0.05%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776363.50    | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102899.68    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $956762.27    | 0.04%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328441.93    | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $105393.32    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1062640.62   | 0.05%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1055000 | PA      | $757023.17    | 0.03%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1428000 | PA      | $857229.99    | 0.04%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    950000 | PA      | $769708.57    | 0.03%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $524960.12    | 0.02%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    516000 | PA      | $352089.77    | 0.02%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    323000 | PA      | $236106.78    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $937448.25    | 0.04%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538976.09    | 0.02%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1456754.26   | 0.06%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1298338.43   | 0.06%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $297110.71    | 0.01%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    713000 | PA      | $752000.89    | 0.03%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    589000 | PA      | $432442.21    | 0.02%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1718540.19   | 0.08%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3089000 | PA      | $3039476.35   | 0.14%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    674000 | PA      | $389873.57    | 0.02%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85002.83     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $166942.46    | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3725000 | PA      | $3406665.97   | 0.15%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $445570.36    | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    119000 | PA      | $84388.73     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1200363.70   | 0.05%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346249.58    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $434056.81    | 0.02%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $236588.13    | 0.01%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    429000 | PA      | $338068.46    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    625000 | PA      | $473440.33    | 0.02%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    838000 | PA      | $844025.68    | 0.04%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1781474.40   | 0.08%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1188416.51   | 0.05%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $821324.78    | 0.04%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    657000 | PA      | $432112.41    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $497051.49    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    279000 | PA      | $192329.87    | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    226000 | PA      | $147336.20    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $510580.66    | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    745000 | PA      | $698519.91    | 0.03%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $428710.30    | 0.02%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $589963.02    | 0.03%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $1283951.19   | 0.06%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $892489.53    | 0.04%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238881.97    | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $257687.39    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421455.33    | 0.02%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    695000 | PA      | $442077.53    | 0.02%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267770.70    | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509050.84    | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    279000 | PA      | $180833.89    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82775.78     | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $583009.24    | 0.03%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $339252.64    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    231000 | PA      | $146255.65    | 0.01%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1162422.83   | 0.05%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $717708.54    | 0.03%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    243000 | PA      | $167412.44    | 0.01%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    720000 | PA      | $553418.87    | 0.02%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $106547.17    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1406435.60   | 0.06%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188770.19    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $256636.96    | 0.01%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    450000 | PA      | $403637.31    | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    979000 | PA      | $731296.77    | 0.03%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318152.26    | 0.01%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    620000 | PA      | $510764.67    | 0.02%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                 | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $67263.54     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    363000 | PA      | $280259.69    | 0.01%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $659792.97    | 0.03%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    463000 | PA      | $404170.61    | 0.02%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    725000 | PA      | $658594.06    | 0.03%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $887663.20    | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1017809.80   | 0.05%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    625000 | PA      | $586551.68    | 0.03%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $477101.04    | 0.02%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    713000 | PA      | $672085.12    | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168164.18    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    752000 | PA      | $675070.69    | 0.03%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    675000 | PA      | $435777.57    | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $575847.36    | 0.03%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    945000 | PA      | $964044.63    | 0.04%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1046229.46   | 0.05%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    755000 | PA      | $624850.06    | 0.03%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1418000 | PA      | $1340183.71   | 0.06%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337938.22    | 0.02%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763066.05    | 0.03%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1227691.23   | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366691.00    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    278000 | PA      | $204107.22    | 0.01%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    213000 | PA      | $176848.14    | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    721000 | PA      | $628001.19    | 0.03%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1870668.70   | 0.08%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1067842.58   | 0.05%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    363000 | PA      | $317217.94    | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3000000 | PA      | $2799702.15   | 0.12%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78886.30     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109876.63    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $506965.83    | 0.02%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $573372.26    | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59603.02     | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $721914.83    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Nokia OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $305629.11    | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 169442314 | NS      | $169510090.51 | 7.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496909 | PA      | $469527.00    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349382.38    | 0.02%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $207868.60    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $316282.77    | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    954000 | PA      | $606154.81    | 0.03%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1575000 | PA      | $1506916.20   | 0.07%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198037.87    | 0.01%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $877717.24    | 0.04%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396794.16    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    950000 | PA      | $907360.40    | 0.04%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325523.36    | 0.01%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospital/The                                                        | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $154212.66    | 0.01%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1715952.80   | 0.08%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558719.73    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1516000 | PA      | $1284032.41   | 0.06%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171973.51    | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    259000 | PA      | $200542.53    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    979000 | PA      | $565475.25    | 0.03%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    246000 | PA      | $196672.27    | 0.01%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $877731.08    | 0.04%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    479000 | PA      | $326426.72    | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    391000 | PA      | $253939.36    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $306878.83    | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    675000 | PA      | $678650.66    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1832423.07   | 0.08%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $965435.85    | 0.04%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $152709.98    | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    628000 | PA      | $671219.32    | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    763000 | PA      | $660432.93    | 0.03%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    914000 | PA      | $812145.12    | 0.04%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $359261.08    | 0.02%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316950.10    | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    363000 | PA      | $290558.29    | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205984.25    | 0.01%             | 2044-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    975000 | PA      | $573512.13    | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1487295.61   | 0.07%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    300000 | PA      | $301064.81    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    513000 | PA      | $511062.49    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    913000 | PA      | $819923.98    | 0.04%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    882000 | PA      | $742412.22    | 0.03%             | 2048-03-06      | Fixed         | 4.90%                 | 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        |   5403000 | PA      | $5243115.61   | 0.23%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450432.40    | 0.02%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    575000 | PA      | $418704.09    | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259741.74    | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    862000 | PA      | $676300.25    | 0.03%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $381677.82    | 0.02%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1402246.28   | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $816851.29    | 0.04%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406606.96    | 0.02%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    550000 | PA      | $452409.33    | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1279499.80   | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    713000 | PA      | $579334.95    | 0.03%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    421000 | PA      | $262003.19    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    139000 | PA      | $130415.54    | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $990506.74    | 0.04%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211167.12    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $636649.61    | 0.03%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88363.75     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $1961062.19   | 0.09%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3274000 | PA      | $2747340.20   | 0.12%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1788541.98   | 0.08%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310407.54    | 0.01%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267967.39    | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521118.44    | 0.02%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    438000 | PA      | $370783.18    | 0.02%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $556997.81    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3281000 | PA      | $3004522.60   | 0.13%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2519623.93   | 0.11%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1751000 | PA      | $1429046.34   | 0.06%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $889882.58    | 0.04%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    359000 | PA      | $378366.31    | 0.02%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    713000 | PA      | $665261.04    | 0.03%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    108000 | PA      | $95170.03     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $1983954.08   | 0.09%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1267900.59   | 0.06%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321201.02    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316876.17    | 0.01%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1065000 | PA      | $841905.21    | 0.04%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    545000 | PA      | $382091.53    | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105895.71    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    451000 | PA      | $308846.00    | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    384000 | PA      | $236805.14    | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    710000 | PA      | $555063.14    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $1849148.64   | 0.08%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1747044.67   | 0.08%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $188031.95    | 0.01%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1437109.64   | 0.06%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98499.92     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $504927.14    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456245.39    | 0.02%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    843000 | PA      | $723032.30    | 0.03%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    436000 | PA      | $373327.90    | 0.02%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1262878.69   | 0.06%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    455000 | PA      | $523662.40    | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $705009.42    | 0.03%             | 2060-05-15      | Fixed         | 3.13%                 | 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        |   7863000 | PA      | $7185688.26   | 0.32%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $362125.73    | 0.02%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1090530.52   | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    476000 | PA      | $326069.98    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1482499.38   | 0.07%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    413000 | PA      | $301236.36    | 0.01%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260045.76    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $997192.08    | 0.04%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1163198.49   | 0.05%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $288690.41    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1372213.96   | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    329000 | PA      | $192855.78    | 0.01%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257767.72    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221593.22    | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $741495.20    | 0.03%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $757727.95    | 0.03%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $362452.51    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $405359.25    | 0.02%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182883.50    | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    903000 | PA      | $1010489.93   | 0.05%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541416.41    | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    679000 | PA      | $669540.46    | 0.03%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |   1069955 | PA      | $1176023.17   | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    750000 | PA      | $534911.61    | 0.02%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $316568.61    | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    895000 | PA      | $763879.90    | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    463000 | PA      | $349772.39    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    686000 | PA      | $603307.41    | 0.03%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $882124.48    | 0.04%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    729000 | PA      | $622111.87    | 0.03%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    745000 | PA      | $581183.98    | 0.03%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    263000 | PA      | $239335.49    | 0.01%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    620000 | PA      | $562941.24    | 0.03%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    250000 | PA      | $274011.13    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $358726.21    | 0.02%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    875000 | PA      | $952591.54    | 0.04%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    350000 | PA      | $339651.24    | 0.02%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39260.17     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $945459.10    | 0.04%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $817715.34    | 0.04%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    883000 | PA      | $593410.55    | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1297000 | PA      | $933374.75    | 0.04%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    424000 | PA      | $357249.22    | 0.02%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $570577.23    | 0.03%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    450000 | PA      | $459114.84    | 0.02%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1363636.28   | 0.06%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $261233.36    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $997633.45    | 0.04%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    838000 | PA      | $725861.27    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    355000 | PA      | $223248.93    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $359417.64    | 0.02%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1150000 | PA      | $805168.43    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1232000 | PA      | $1054470.55   | 0.05%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1266373.92   | 0.06%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    597000 | PA      | $443759.25    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    728000 | PA      | $541769.05    | 0.02%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $164282.71    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    647000 | PA      | $688084.78    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629494.27    | 0.03%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1579691.29   | 0.07%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644296.41    | 0.03%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| UBS AG LONDON                                                                    | UBS AG/London                                                                   | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    925000 | PA      | $797115.74    | 0.04%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1347364.22   | 0.06%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                     | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    555000 | PA      | $390969.96    | 0.02%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    686000 | PA      | $519922.73    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    104000 | PA      | $96531.34     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194767.16    | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $497708.55    | 0.02%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1312264.46   | 0.06%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2027828.33   | 0.09%             | 2056-01-28      | Fixed         | 5.73%                 | 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        |   2525000 | PA      | $1676088.08   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1933646.39   | 0.09%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2242632.33   | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390204.92    | 0.02%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    829000 | PA      | $697370.04    | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $540224.21    | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    685000 | PA      | $676041.49    | 0.03%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470690.95    | 0.02%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $646640.94    | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1005046.77   | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $345152.67    | 0.02%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    290000 | PA      | $270339.33    | 0.01%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $535274.71    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323526.44   | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    730000 | PA      | $725120.32    | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $429146.42    | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    429000 | PA      | $325641.25    | 0.01%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    577000 | PA      | $383586.36    | 0.02%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406077.63    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1532597.11   | 0.07%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $254293.81    | 0.01%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    453000 | PA      | $380758.34    | 0.02%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2077273.81   | 0.09%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $2467241.17   | 0.11%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1148059.57   | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1040870.89   | 0.05%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1042054.55   | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    198000 | PA      | $129160.11    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314818.27    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    363000 | PA      | $336148.60    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $374919.90    | 0.02%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $550538.40    | 0.02%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    897000 | PA      | $662666.61    | 0.03%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    616000 | PA      | $608332.17    | 0.03%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $286604.19    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1442000 | PA      | $939644.13    | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    879000 | PA      | $708643.01    | 0.03%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229687.41    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $636153.47    | 0.03%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $371483.09    | 0.02%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    563000 | PA      | $351250.94    | 0.02%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    413000 | PA      | $359556.49    | 0.02%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    311000 | PA      | $220372.49    | 0.01%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $805592.36    | 0.04%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $602508.31    | 0.03%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $983205.53    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    519000 | PA      | $525510.02    | 0.02%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    900000 | PA      | $852959.91    | 0.04%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    947000 | PA      | $886737.12    | 0.04%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $440476.41    | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1316264.32   | 0.06%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    496000 | PA      | $403745.62    | 0.02%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    713000 | PA      | $641071.03    | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    650000 | PA      | $631584.34    | 0.03%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    629000 | PA      | $535370.63    | 0.02%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    830000 | PA      | $839110.93    | 0.04%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338046.67    | 0.02%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| REGIONS BANK                                                                     | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $476784.62    | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $358420.66    | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    463000 | PA      | $315663.95    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1166943.38   | 0.05%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $468015.53    | 0.02%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    400000 | PA      | $326496.75    | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    500000 | PA      | $382856.01    | 0.02%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $609635.33    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $396766.88    | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1953000 | PA      | $1377506.87   | 0.06%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $827786.81    | 0.04%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $460283.02    | 0.02%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    530000 | PA      | $444971.82    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1231475.05   | 0.05%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    550000 | PA      | $432975.76    | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    338000 | PA      | $318711.18    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    113000 | PA      | $74801.60     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1033312.23   | 0.05%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336053.27    | 0.01%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    655000 | PA      | $675133.22    | 0.03%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $479282.66    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1400272.97   | 0.06%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361886.85    | 0.02%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $917153.56    | 0.04%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $281010.19    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1113627.35   | 0.05%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $637147.24    | 0.03%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    663000 | PA      | $519052.18    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    950000 | PA      | $937291.30    | 0.04%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    563000 | PA      | $491383.49    | 0.02%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1860379.74   | 0.08%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $871905.45    | 0.04%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    351000 | PA      | $335728.17    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    805000 | PA      | $757282.40    | 0.03%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $316383.25    | 0.01%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1054750.28   | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    700000 | PA      | $449701.11    | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $366887.68    | 0.02%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1350000 | PA      | $1253483.46   | 0.06%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    941000 | PA      | $687403.65    | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53052.30     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1922000 | PA      | $1425255.99   | 0.06%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    550000 | PA      | $582327.10    | 0.03%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $312723.91    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $458770.07    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207531.29    | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    313000 | PA      | $255826.92    | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $621604.30    | 0.03%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360705.35    | 0.02%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    813000 | PA      | $695738.34    | 0.03%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220637.77    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1357256.25   | 0.06%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210516.45    | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $240251.86    | 0.01%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $361837.14    | 0.02%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159176.62    | 0.01%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $332594.72    | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    259000 | PA      | $224712.86    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $878587.30    | 0.04%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $452713.67    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1696368.79   | 0.08%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $769964.60    | 0.03%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $620558.45    | 0.03%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1271501.99   | 0.06%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1063000 | PA      | $878283.20    | 0.04%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322905.27    | 0.01%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $1953446.85   | 0.09%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                           | John Sevier Combined Cycle Generation LLC                                       | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576476 | PA      | $551752.79    | 0.02%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    576000 | PA      | $612935.22    | 0.03%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273052.34    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    148000 | PA      | $162375.95    | 0.01%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    550000 | PA      | $505965.78    | 0.02%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $962650.10    | 0.04%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    463000 | PA      | $354763.35    | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1017742.80   | 0.05%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2323014.39   | 0.10%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177502.27    | 0.01%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $437978.04    | 0.02%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $555742.87    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    825000 | PA      | $819269.93    | 0.04%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $439857.61    | 0.02%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3715002.28   | 0.17%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    888000 | PA      | $761171.60    | 0.03%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $217179.10    | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    505000 | PA      | $384406.08    | 0.02%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48798.51     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    343000 | PA      | $247879.23    | 0.01%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    950000 | PA      | $905246.22    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $283929.26    | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    994000 | PA      | $889236.44    | 0.04%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $622510.64    | 0.03%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    346000 | PA      | $217219.21    | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $413896.97    | 0.02%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    163000 | PA      | $148329.99    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $133083.18    | 0.01%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1345955.31   | 0.06%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    663000 | PA      | $514627.55    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $1453434.69   | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    875000 | PA      | $861162.72    | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    425000 | PA      | $297908.85    | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322339.03    | 0.01%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $85599.91     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $225724.13    | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311968.13    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    360000 | PA      | $285881.41    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $1951206.66   | 0.09%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    800000 | PA      | $541984.98    | 0.02%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    238000 | PA      | $168034.56    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275549.97    | 0.01%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307101.79    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163018.71    | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    932000 | PA      | $584120.47    | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2329000 | PA      | $1688372.26   | 0.08%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $579102.08    | 0.03%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    488000 | PA      | $397238.39    | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $347421.97    | 0.02%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1195717.99   | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406060.29    | 0.02%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $935633.75    | 0.04%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $905467.38    | 0.04%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $319204.31    | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1357655.07   | 0.06%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154976.56    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    663000 | PA      | $545260.10    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1853521.59   | 0.08%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1396318.43   | 0.06%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433762.58    | 0.02%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1178000 | PA      | $891404.63    | 0.04%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    633000 | PA      | $457798.11    | 0.02%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $288009.29    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $255459.92    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    526000 | PA      | $473165.04    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    663000 | PA      | $405845.69    | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220911.58    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153202.15    | 0.01%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $119246.50    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1644770.81   | 0.07%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    329000 | PA      | $257022.12    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3976000 | PA      | $3187837.36   | 0.14%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    978000 | PA      | $634643.71    | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    893000 | PA      | $786458.47    | 0.04%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    513000 | PA      | $350532.02    | 0.02%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344753.19    | 0.02%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    720000 | PA      | $738165.53    | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    141000 | PA      | $89183.74     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $62033.02     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335637.98    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    575000 | PA      | $539826.03    | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5455000 | PA      | $5097408.55   | 0.23%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    313000 | PA      | $246185.83    | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $556470.60    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA GA WTR & WSTWTR REVENUE                                                 | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $417096.82    | 0.02%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    650000 | PA      | $586606.68    | 0.03%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $504129.41    | 0.02%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $597510.80    | 0.03%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $696521.14    | 0.03%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $404643.11    | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    363000 | PA      | $380039.90    | 0.02%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2079451.26   | 0.09%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1713998.89   | 0.08%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    663000 | PA      | $537257.50    | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $782462.88    | 0.03%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    579000 | PA      | $374519.43    | 0.02%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1635076.41   | 0.07%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1430305.03   | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $333456.23    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    913000 | PA      | $657915.74    | 0.03%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1297348.88   | 0.06%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    569000 | PA      | $531994.13    | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    613000 | PA      | $544433.33    | 0.02%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    795000 | PA      | $633989.20    | 0.03%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417917.83    | 0.02%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $64671.75     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $1951001.67   | 0.09%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    200000 | PA      | $170441.81    | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109486.32    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    496000 | PA      | $438833.26    | 0.02%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1291778.66   | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    721000 | PA      | $501917.78    | 0.02%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439411.07    | 0.02%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281133.51    | 0.01%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $87141.62     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1783426.11   | 0.08%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434247.87    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $197064.58    | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    753000 | PA      | $952339.75    | 0.04%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    521000 | PA      | $345806.23    | 0.02%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1250781.14   | 0.06%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    863000 | PA      | $723916.17    | 0.03%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $919589.23    | 0.04%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198245.16    | 0.01%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1210384.81   | 0.05%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $843027.70    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    462000 | PA      | $401549.18    | 0.02%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641936.70    | 0.03%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    760000 | PA      | $708381.53    | 0.03%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300106.49    | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548209.61    | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    650000 | PA      | $694389.88    | 0.03%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    467000 | PA      | $335364.29    | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    646000 | PA      | $409248.02    | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1080200.02   | 0.05%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251694.43    | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1591829.81   | 0.07%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $364861.69    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434586.38    | 0.02%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $645576.19    | 0.03%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    979000 | PA      | $919223.23    | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1115895.81   | 0.05%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    619000 | PA      | $627934.32    | 0.03%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    871000 | PA      | $672200.27    | 0.03%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122163.50    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1025000 | PA      | $623488.17    | 0.03%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372833.64    | 0.02%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248954.32    | 0.01%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1496082.99   | 0.07%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    655000 | PA      | $618492.20    | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153537.37    | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $190014.17    | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6992000 | PA      | $6014314.65   | 0.27%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $980374.56    | 0.04%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182626.97    | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $247938.33    | 0.01%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106618.22    | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    571000 | PA      | $474988.09    | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $827774.73    | 0.04%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    429000 | PA      | $357977.52    | 0.02%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416037.40    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $228111.06    | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $986910.46    | 0.04%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1054000 | PA      | $790394.12    | 0.04%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    900000 | PA      | $952846.20    | 0.04%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $501983.20    | 0.02%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $299779.96    | 0.01%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $321436.05    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    236000 | PA      | $256142.19    | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $612858.20    | 0.03%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    800000 | PA      | $862455.33    | 0.04%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431709.44    | 0.02%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2387043.17   | 0.11%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    563000 | PA      | $491117.18    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    999000 | PA      | $637136.25    | 0.03%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1413000 | PA      | $1416840.99   | 0.06%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $881688.53    | 0.04%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $873887.51    | 0.04%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $690353.71    | 0.03%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    830000 | PA      | $661884.31    | 0.03%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322459.95    | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $587676.78    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $946662.98    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $376732.92    | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    995000 | PA      | $820370.47    | 0.04%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    529000 | PA      | $440202.14    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                    | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $40110.65     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    429000 | PA      | $419012.19    | 0.02%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1213603.02   | 0.05%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $410579.80    | 0.02%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $498461.23    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    963000 | PA      | $850004.69    | 0.04%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $717873.20    | 0.03%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    638000 | PA      | $515021.26    | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $985518.62    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458080.62    | 0.02%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    862000 | PA      | $834604.13    | 0.04%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $183793.74    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3606000 | PA      | $3074886.90   | 0.14%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634591.81    | 0.03%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $520226.88    | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1073252.33   | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $757947.07    | 0.03%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    478000 | PA      | $388721.21    | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    563000 | PA      | $583990.40    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355933.97    | 0.02%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2548000 | PA      | $2095026.09   | 0.09%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $210275.59    | 0.01%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1211561.71   | 0.05%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $821172.82    | 0.04%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150743.87    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    429000 | PA      | $395288.32    | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3287000 | PA      | $2258625.01   | 0.10%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287589.76    | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2319631.09   | 0.10%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    795000 | PA      | $728773.01    | 0.03%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $909523.18    | 0.04%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1267535.94   | 0.06%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290717.70    | 0.01%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS TX PERMANENT UNIV FND                                             | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    850000 | PA      | $639154.84    | 0.03%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    423000 | PA      | $296745.50    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199907.90    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $353462.26    | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    650000 | PA      | $527385.96    | 0.02%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64056.03     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1036781.76   | 0.05%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    397000 | PA      | $325120.90    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1728000 | PA      | $1402662.93   | 0.06%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $363248.48    | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $1723254.93   | 0.08%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $595590.66    | 0.03%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207168.73    | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    365000 | PA      | $358423.69    | 0.02%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $454248.33    | 0.02%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101273.87    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    713000 | PA      | $708668.25    | 0.03%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1693000 | PA      | $1468835.29   | 0.07%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2741442.62   | 0.12%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1449884.47   | 0.06%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754359.28    | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231838.34    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $982693.71    | 0.04%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    554000 | PA      | $415772.66    | 0.02%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    679000 | PA      | $463715.27    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    495000 | PA      | $334652.82    | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    910000 | PA      | $867579.11    | 0.04%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    513000 | PA      | $528559.47    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409111.26    | 0.02%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    825000 | PA      | $690348.47    | 0.03%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    879000 | PA      | $684307.46    | 0.03%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    763000 | PA      | $570423.81    | 0.03%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $305573.30    | 0.01%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321261.15    | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    397000 | PA      | $381989.41    | 0.02%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572706.31    | 0.03%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    525000 | PA      | $463794.11    | 0.02%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    408000 | PA      | $339643.04    | 0.02%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    600000 | PA      | $674574.60    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1229000 | PA      | $995636.47    | 0.04%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734593.55    | 0.03%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415759.84    | 0.02%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $225242.48    | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $690611.72    | 0.03%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    454000 | PA      | $363697.55    | 0.02%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $976190.67    | 0.04%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1119152.40   | 0.05%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2032692.90   | 0.09%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270561.25    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $621678.03    | 0.03%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    263000 | PA      | $215909.82    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $738454.45    | 0.03%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159183.98    | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    290000 | PA      | $247757.06    | 0.01%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $501080.53    | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222545.56    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    538000 | PA      | $411469.35    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $623409.47    | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $890573.38    | 0.04%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    392000 | PA      | $281234.74    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282466.78    | 0.01%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    663000 | PA      | $495150.25    | 0.02%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    363000 | PA      | $286353.08    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1449275.14   | 0.06%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1296176.34   | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $78386.55     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    465000 | PA      | $435822.89    | 0.02%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2056938.34   | 0.09%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $330661.78    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1622177.19   | 0.07%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229194.38    | 0.01%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    355000 | PA      | $225006.49    | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    729000 | PA      | $600529.77    | 0.03%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1230266.16   | 0.05%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1250579.75   | 0.06%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    163000 | PA      | $135185.57    | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    559000 | PA      | $378967.94    | 0.02%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    775000 | PA      | $594299.95    | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $631285.31    | 0.03%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    163000 | PA      | $139587.38    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147473.83    | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23961.24     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1078000 | PA      | $962183.25    | 0.04%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    911000 | PA      | $891539.93    | 0.04%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    766000 | PA      | $561814.17    | 0.03%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $668284.51    | 0.03%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91352.80     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128627.23    | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    345000 | PA      | $330056.40    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420260.24    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $521560.81    | 0.02%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $163281.16    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    863000 | PA      | $608583.54    | 0.03%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $995213.21    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $252880.81    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    724000 | PA      | $423586.27    | 0.02%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    629000 | PA      | $489633.33    | 0.02%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $1847144.41   | 0.08%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198529.49    | 0.01%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2024119.19   | 0.09%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE                                | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    345000 | PA      | $354077.86    | 0.02%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1138440.83   | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $859451.28    | 0.04%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    675000 | PA      | $644094.54    | 0.03%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    295000 | PA      | $199067.46    | 0.01%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    370000 | PA      | $319047.93    | 0.01%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    540000 | PA      | $486200.39    | 0.02%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $363497.70    | 0.02%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    859000 | PA      | $869054.85    | 0.04%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5851000 | PA      | $3384121.62   | 0.15%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286625.98    | 0.01%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    830000 | PA      | $758028.93    | 0.03%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323516.88    | 0.01%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    679000 | PA      | $547908.86    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $479588.65    | 0.02%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $674057.32    | 0.03%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328073.74    | 0.01%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1312933.02   | 0.06%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    570000 | PA      | $393867.99    | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $547870.39    | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $566996.24    | 0.03%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    321000 | PA      | $333687.64    | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $1505886.56   | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    629000 | PA      | $521555.37    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $580075.96    | 0.03%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1420466.78   | 0.06%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190761.53    | 0.01%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1376997.49   | 0.06%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    329000 | PA      | $268546.26    | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    213000 | PA      | $154143.04    | 0.01%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    850000 | PA      | $757368.05    | 0.03%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88286.51     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1982000 | PA      | $1494014.18   | 0.07%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1168253.79   | 0.05%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $604012.82    | 0.03%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1326676.07   | 0.06%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    525000 | PA      | $463193.72    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    479000 | PA      | $393042.48    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    826000 | PA      | $740053.67    | 0.03%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    302000 | PA      | $267874.36    | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    513000 | PA      | $475583.70    | 0.02%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1438259.97   | 0.06%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    563000 | PA      | $371187.88    | 0.02%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    363000 | PA      | $327628.57    | 0.01%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $387029.18    | 0.02%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1600000 | PA      | $1652494.03   | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $363920.34    | 0.02%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    276000 | PA      | $295206.94    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    360000 | PA      | $211802.38    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $286708.27    | 0.01%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $127646.30    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    263000 | PA      | $203451.51    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218402.50    | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370338.04    | 0.02%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1251093.83   | 0.06%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    463000 | PA      | $377016.29    | 0.02%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $418434.55    | 0.02%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712989.51    | 0.03%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: —       |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                      | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    113000 | PA      | $73991.71     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $822319.76    | 0.04%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354888.94    | 0.02%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    354000 | PA      | $308172.66    | 0.01%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $769675.59    | 0.03%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    300000 | PA      | $270785.51    | 0.01%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    213000 | PA      | $162514.92    | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $808241.06    | 0.04%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    360000 | PA      | $381659.21    | 0.02%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $459953.23    | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $865480.26    | 0.04%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    826000 | PA      | $706947.47    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249676.46    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    813000 | PA      | $581901.43    | 0.03%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $990807.31    | 0.04%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    479000 | PA      | $309426.41    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645583.40    | 0.03%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1338094.98   | 0.06%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1245619.29   | 0.06%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $815936.15    | 0.04%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $444089.50    | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $384279.36    | 0.02%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $955562.89    | 0.04%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1282934.38   | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $305529.16    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1038262.16   | 0.05%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    686000 | PA      | $554394.77    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    820000 | PA      | $766662.90    | 0.03%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1298914.10   | 0.06%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    760000 | PA      | $707645.32    | 0.03%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    363000 | PA      | $249489.38    | 0.01%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1325000 | PA      | $1352935.82   | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1040054.12   | 0.05%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1362931.98   | 0.06%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    164000 | PA      | $108795.81    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1123311.46   | 0.05%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    845000 | PA      | $842043.49    | 0.04%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1051483.18   | 0.05%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    263000 | PA      | $277421.20    | 0.01%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1461974.58   | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    191000 | PA      | $127676.74    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112221.42    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91673.90     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $394206.88    | 0.02%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1049461.74   | 0.05%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    563000 | PA      | $403089.02    | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1294985.55   | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299261.61    | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | 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        |    329000 | PA      | $279770.41    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251486.76    | 0.01%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    779000 | PA      | $844560.71    | 0.04%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206866.66    | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $568126.38    | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1683706.13   | 0.07%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    998000 | PA      | $551090.25    | 0.02%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1010691.00   | 0.05%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $816744.84    | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $806235.96    | 0.04%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    775000 | PA      | $769621.22    | 0.03%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1455000 | PA      | $1457305.67   | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    690000 | PA      | $749629.69    | 0.03%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256607.87    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1012016.00   | 0.05%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    413000 | PA      | $270807.21    | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    870000 | PA      | $776840.05    | 0.03%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $336378.04    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    615000 | PA      | $611337.58    | 0.03%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    129000 | PA      | $94444.47     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    863000 | PA      | $616006.40    | 0.03%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $633490.11    | 0.03%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101024.18    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $798293.46    | 0.04%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $914196.96    | 0.04%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $185846.12    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $316130.84    | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    579000 | PA      | $567825.99    | 0.03%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $265387.23    | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    879000 | PA      | $853568.27    | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    588000 | PA      | $474997.23    | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    610000 | PA      | $616466.96    | 0.03%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83603.78     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1202923.68   | 0.05%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    625000 | PA      | $653423.69    | 0.03%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    561000 | PA      | $483361.96    | 0.02%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    388000 | PA      | $328110.22    | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    375000 | PA      | $253618.74    | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    513000 | PA      | $405449.64    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461337.41    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434044.56    | 0.02%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $859581.01    | 0.04%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    438000 | PA      | $375222.84    | 0.02%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $32561.65     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121566.35    | 0.01%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    829000 | PA      | $708324.22    | 0.03%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1736000 | PA      | $919860.52    | 0.04%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3115000 | PA      | $3704807.84   | 0.17%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $197160.14    | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $840126.26    | 0.04%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    563000 | PA      | $526644.60    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    716000 | PA      | $532022.55    | 0.02%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    104000 | PA      | $81439.64     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1067686.40   | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714621.86    | 0.03%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1143000 | PA      | $890786.89    | 0.04%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172591.98    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    493000 | PA      | $534614.86    | 0.02%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1698008.51   | 0.08%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $55395.71     | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    263000 | PA      | $204666.49    | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $46420.14     | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    400000 | PA      | $502700.90    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    663000 | PA      | $513492.45    | 0.02%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $769824.47    | 0.03%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805954.57    | 0.04%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291432.53    | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1071556.61   | 0.05%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309103.20    | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    329000 | PA      | $290568.13    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    394191 | PA      | $433233.97    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    630000 | PA      | $601311.87    | 0.03%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $298382.82    | 0.01%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $998466.07    | 0.04%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2168052.21   | 0.10%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1783430.95   | 0.08%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1063000 | PA      | $764344.15    | 0.03%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958481.01    | 0.04%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1047860.76   | 0.05%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2801000 | PA      | $2723263.31   | 0.12%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80520.82     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $906304.64    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    663000 | PA      | $620270.07    | 0.03%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    422000 | PA      | $304912.66    | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1903000 | PA      | $1532719.74   | 0.07%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    511000 | PA      | $594056.17    | 0.03%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    580000 | PA      | $560757.23    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    509000 | PA      | $334434.99    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355684.81    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1215336.07   | 0.05%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    480000 | PA      | $442349.38    | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149784.17    | 0.01%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $569633.43    | 0.03%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $466043.44    | 0.02%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1124181.65   | 0.05%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    213000 | PA      | $164006.44    | 0.01%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280246.23    | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1950000 | PA      | $1811092.57   | 0.08%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    820000 | PA      | $671824.03    | 0.03%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1366811.51   | 0.06%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1428389.82   | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    579000 | PA      | $391418.43    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    133000 | PA      | $79684.93     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    329000 | PA      | $253636.61    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2710000 | PA      | $1585845.77   | 0.07%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $499496.96    | 0.02%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    159000 | PA      | $106514.72    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1367990.45   | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    663000 | PA      | $466109.93    | 0.02%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403773.19    | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $807939.42    | 0.04%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    570000 | PA      | $470133.77    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    895000 | PA      | $835193.67    | 0.04%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    376000 | PA      | $285118.56    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $556966.46    | 0.02%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $181821.23    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    604000 | PA      | $402114.10    | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2460412.70   | 0.11%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $319811.74    | 0.01%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $968487.57    | 0.04%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1675000 | PA      | $1739988.93   | 0.08%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    313000 | PA      | $281906.50    | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $330411.35    | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416806.03    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1161706.71   | 0.05%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    513000 | PA      | $408682.81    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1100000 | PA      | $1190802.78   | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    350000 | PA      | $373242.23    | 0.02%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $250438.09    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    626000 | PA      | $368647.32    | 0.02%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    975000 | PA      | $929951.17    | 0.04%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $286688.07    | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    879000 | PA      | $694834.74    | 0.03%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1292817.21   | 0.06%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    575000 | PA      | $482809.45    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $1589207.56   | 0.07%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1135885.17   | 0.05%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    268000 | PA      | $207679.45    | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    989000 | PA      | $1059247.58   | 0.05%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $850959.89    | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    763000 | PA      | $578492.80    | 0.03%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    913000 | PA      | $926722.81    | 0.04%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    251000 | PA      | $225243.41    | 0.01%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $997113.25    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    413000 | PA      | $429107.95    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1149000 | PA      | $1125073.80   | 0.05%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    520000 | PA      | $509792.36    | 0.02%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $755989.97    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    963000 | PA      | $604074.18    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    863000 | PA      | $607083.94    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    660000 | PA      | $512602.38    | 0.02%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    376000 | PA      | $321099.29    | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1031919.35   | 0.05%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340654.39    | 0.02%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $224405.71    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128682.64    | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1636863.05   | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    579000 | PA      | $573453.17    | 0.03%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2178000 | PA      | $1540044.37   | 0.07%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794052.77    | 0.04%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274103.61    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    525000 | PA      | $622369.97    | 0.03%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1664723.20   | 0.07%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    691000 | PA      | $412002.14    | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    329000 | PA      | $281583.64    | 0.01%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4573000 | PA      | $4187910.64   | 0.19%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    697000 | PA      | $487555.13    | 0.02%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    807000 | PA      | $712313.83    | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    985000 | PA      | $973471.12    | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $401021.15    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    733000 | PA      | $518360.94    | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    680000 | PA      | $485102.00    | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842677.54    | 0.04%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493615.75    | 0.02%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1026490.72   | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746966.82    | 0.03%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    600000 | PA      | $452534.35    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331055.93    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     63000 | PA      | $38798.87     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    476000 | PA      | $331442.11    | 0.01%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248646.39    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $809231.81    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                       | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     26000 | PA      | $27337.02     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1418778.77   | 0.06%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    604000 | PA      | $395131.97    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1396652.63   | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    629000 | PA      | $575895.78    | 0.03%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    729000 | PA      | $684690.47    | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $545179.42    | 0.02%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    900000 | PA      | $994032.32    | 0.04%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    438000 | PA      | $303991.54    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    363000 | PA      | $305209.66    | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1981529.67   | 0.09%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    345000 | PA      | $281708.20    | 0.01%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    213000 | PA      | $174220.86    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1096432.89   | 0.05%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210854.11    | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    575000 | PA      | $424925.61    | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1570000 | PA      | $1625129.61   | 0.07%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396788.91    | 0.02%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1175390.78   | 0.05%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386633.25    | 0.02%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    805000 | PA      | $516954.63    | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1173753.53   | 0.05%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $786333.21    | 0.04%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $932108.40    | 0.04%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1151000 | PA      | $917922.78    | 0.04%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $754534.51    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                                                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    318000 | PA      | $254794.44    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX                                                                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1420970.22   | 0.06%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1479904.21   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    979000 | PA      | $766062.43    | 0.03%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    425000 | PA      | $246358.55    | 0.01%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    579000 | PA      | $491787.05    | 0.02%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    951000 | PA      | $1143502.46   | 0.05%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: —       |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100162.23    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    863000 | PA      | $686477.85    | 0.03%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $441618.84    | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $745229.96    | 0.03%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $61508.47     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54596.62     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    946000 | PA      | $595921.07    | 0.03%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242293.09    | 0.01%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    738000 | PA      | $523871.42    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380465.44    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401074.10    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    370000 | PA      | $325659.67    | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    680000 | PA      | $654269.63    | 0.03%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1035135.43   | 0.05%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1475000 | PA      | $1416870.88   | 0.06%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    538000 | PA      | $408497.78    | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1098085.29   | 0.05%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1681743.84   | 0.07%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $492714.96    | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $903691.13    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    345000 | PA      | $271548.96    | 0.01%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2108000 | PA      | $1373186.85   | 0.06%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394046.18    | 0.02%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292248.08    | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    563000 | PA      | $463832.86    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    458000 | PA      | $425203.82    | 0.02%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    452000 | PA      | $338212.69    | 0.02%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674410.56    | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    397000 | PA      | $349373.10    | 0.02%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $406158.33    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    913000 | PA      | $726368.70    | 0.03%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $128355.77    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    229000 | PA      | $185149.18    | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    729000 | PA      | $655762.79    | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2271244.25   | 0.10%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    679000 | PA      | $546548.22    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    643000 | PA      | $400358.00    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    879000 | PA      | $770763.48    | 0.03%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    325000 | PA      | $299938.97    | 0.01%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    606000 | PA      | $484858.25    | 0.02%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $84381.35     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1123963.02   | 0.05%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70579.06     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    588000 | PA      | $506880.91    | 0.02%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177035.31    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    875000 | PA      | $816623.69    | 0.04%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $240445.07    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    313000 | PA      | $263125.54    | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    829000 | PA      | $876353.47    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71763.65     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $445359.66    | 0.02%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    163000 | PA      | $124830.35    | 0.01%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    670000 | PA      | $622763.13    | 0.03%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    425000 | PA      | $352131.45    | 0.02%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    679000 | PA      | $634176.46    | 0.03%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $924222.78    | 0.04%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $981655.98    | 0.04%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    597000 | PA      | $478485.15    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | 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        |    370000 | PA      | $272169.87    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $268407.24    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $438901.48    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $543897.78    | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265151.90    | 0.01%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385078.89    | 0.02%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    815000 | PA      | $778718.22    | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2100000 | PA      | $1960729.37   | 0.09%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2233724.08   | 0.10%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    529000 | PA      | $414320.30    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $948269.32    | 0.04%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369960.59    | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485177.08    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    580000 | PA      | $506196.98    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    600000 | PA      | $507516.82    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $946335.04    | 0.04%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1515182.12   | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    118000 | PA      | $76865.39     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    213000 | PA      | $178788.99    | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1124119.03   | 0.05%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    482000 | PA      | $362037.24    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $421194.02    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    275000 | PA      | $204527.75    | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    900000 | PA      | $939723.15    | 0.04%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79089.89     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    420000 | PA      | $392389.60    | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospital/The                                                        | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $742834.49    | 0.03%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    125000 | PA      | $121594.37    | 0.01%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    788000 | PA      | $474657.14    | 0.02%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $565183.39    | 0.03%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1633185.48   | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    718000 | PA      | $518579.76    | 0.02%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1225229.57   | 0.05%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    559000 | PA      | $421090.18    | 0.02%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2194672.09   | 0.10%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    113000 | PA      | $92559.61     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1051115.79   | 0.05%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $477482.86    | 0.02%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634048.03    | 0.03%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    363000 | PA      | $298239.30    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863263.66    | 0.04%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $865761.67    | 0.04%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $377421.21    | 0.02%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    625000 | PA      | $536913.18    | 0.02%             | 2039-01-24      | 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        |    163000 | PA      | $121664.29    | 0.01%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    965000 | PA      | $974874.29    | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    263000 | PA      | $230639.34    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    404000 | PA      | $304338.00    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    826000 | PA      | $737927.98    | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $472946.85    | 0.02%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    444000 | PA      | $428775.42    | 0.02%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $212806.65    | 0.01%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    263000 | PA      | $245937.20    | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    449000 | PA      | $479474.21    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    225000 | PA      | $140647.01    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894509.17    | 0.04%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1003029.99   | 0.04%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    820000 | PA      | $935542.03    | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1659334.21   | 0.07%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    688000 | PA      | $641010.87    | 0.03%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105841.20    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1930611.39   | 0.09%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265427.71    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $487192.58    | 0.02%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    429000 | PA      | $361145.19    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    763000 | PA      | $664016.50    | 0.03%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $886237.45    | 0.04%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1246070.78   | 0.06%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $143671.96    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1401342.09   | 0.06%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $806046.89    | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    688000 | PA      | $565365.64    | 0.03%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253406.91    | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    678000 | PA      | $489268.65    | 0.02%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    151000 | PA      | $108029.89    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    346000 | PA      | $292167.68    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263740.89    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    875000 | PA      | $894011.74    | 0.04%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $651947.80    | 0.03%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    690000 | PA      | $661862.87    | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146232.95    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    710000 | PA      | $575240.72    | 0.03%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1453691.83   | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    669000 | PA      | $451633.62    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $1267936.20   | 0.06%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    321000 | PA      | $318751.09    | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $348327.26    | 0.02%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381004.86    | 0.02%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1035706.01   | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    942000 | PA      | $829900.96    | 0.04%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1013000 | PA      | $939085.32    | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    929000 | PA      | $1010980.80   | 0.05%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    775000 | PA      | $442776.53    | 0.02%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    304000 | PA      | $243129.25    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $643828.09    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1177664.67   | 0.05%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    211000 | PA      | $143136.07    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    829000 | PA      | $617830.18    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    650000 | PA      | $520424.68    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  21599701 | NS      | $21608341.10  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1268754.17   | 0.06%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $915764.07    | 0.04%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    555000 | PA      | $549687.20    | 0.02%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    950000 | PA      | $877805.49    | 0.04%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    340000 | PA      | $264577.87    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    725000 | PA      | $579576.64    | 0.03%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $536992.22    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $1316077.76   | 0.06%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    288000 | PA      | $238916.96    | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    809000 | PA      | $639796.74    | 0.03%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2015000 | PA      | $2075818.44   | 0.09%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    595000 | PA      | $399475.53    | 0.02%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     88000 | PA      | $77038.70     | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    147000 | PA      | $98892.20     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648094.52    | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1655522.33   | 0.07%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $654825.53    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    563000 | PA      | $426391.33    | 0.02%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    164000 | PA      | $104681.25    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    938000 | PA      | $770117.30    | 0.03%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    313000 | PA      | $275090.81    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $301724.19    | 0.01%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20109.63     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238155.71    | 0.01%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239192.09   | 0.06%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439885.19    | 0.02%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $928787.39    | 0.04%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $383267.40    | 0.02%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $752717.59    | 0.03%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122238.56    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1256370.21   | 0.06%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1566748.93   | 0.07%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $685962.44    | 0.03%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1087160.21   | 0.05%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    550000 | PA      | $590290.87    | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271692.62    | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $818962.96    | 0.04%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    363000 | PA      | $294390.74    | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX                                                                      | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    105000 | PA      | $86410.56     | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $782777.49    | 0.03%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $214316.58    | 0.01%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $780680.45    | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    867000 | PA      | $868385.30    | 0.04%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    590000 | PA      | $393950.15    | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    650000 | PA      | $721774.96    | 0.03%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $332101.92    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653789.42    | 0.03%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $1726418.86   | 0.08%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    779000 | PA      | $763489.68    | 0.03%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    350000 | PA      | $356301.03    | 0.02%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $826272.90    | 0.04%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2215000 | PA      | $2363350.82   | 0.11%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176224.32    | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1121377.69   | 0.05%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394839.49    | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $471881.41    | 0.02%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    825000 | PA      | $693828.74    | 0.03%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408225.24    | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328270.68    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $300724.01    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    429000 | PA      | $351037.77    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505491.48    | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $449397.31    | 0.02%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    715000 | PA      | $442689.93    | 0.02%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $590303.09    | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $455094.14    | 0.02%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    447000 | PA      | $378311.65    | 0.02%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798996.60    | 0.04%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265599.60    | 0.01%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    413000 | PA      | $278489.23    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    313000 | PA      | $227049.08    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7664000 | PA      | $5170074.47   | 0.23%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76461.94     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    300000 | PA      | $158099.80    | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    511000 | PA      | $541491.08    | 0.02%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    311000 | PA      | $253709.26    | 0.01%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276765.55    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    825000 | PA      | $903188.54    | 0.04%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1535000 | PA      | $1281056.22   | 0.06%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525330.21    | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    413000 | PA      | $436761.06    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1461391.92   | 0.07%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    663000 | PA      | $699226.64    | 0.03%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $808380.95    | 0.04%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $651940.88    | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283926.48    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    985000 | PA      | $625694.71    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    725000 | PA      | $540674.48    | 0.02%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173697.23    | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882128.39    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    268000 | PA      | $233134.59    | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1282401.37   | 0.06%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    479000 | PA      | $378080.67    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    738000 | PA      | $585112.89    | 0.03%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $263939.62    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1462192.16   | 0.07%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $688605.95    | 0.03%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    350000 | PA      | $410473.56    | 0.02%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253624.58    | 0.01%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    500000 | PA      | $361630.02    | 0.02%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161116.08    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1696420.52   | 0.08%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    379000 | PA      | $319659.15    | 0.01%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1150000 | PA      | $1364838.57   | 0.06%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355005.05    | 0.02%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBV0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $3313.25      | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    329000 | PA      | $279142.28    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $179884.80    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26098.55     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1365899.96   | 0.06%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    116000 | PA      | $77466.63     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1268453.17   | 0.06%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $444927.13    | 0.02%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    626000 | PA      | $391471.77    | 0.02%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    209000 | PA      | $191636.72    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    875000 | PA      | $877363.13    | 0.04%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR Finance LLC                                                                  | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509119.62    | 0.02%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1062195.21   | 0.05%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    829000 | PA      | $739809.93    | 0.03%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    455000 | PA      | $433051.11    | 0.02%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $341948.77    | 0.02%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $529279.23    | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    513000 | PA      | $415647.59    | 0.02%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $402046.98    | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279838.16    | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88410.41     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    550000 | PA      | $470783.52    | 0.02%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    910000 | PA      | $623640.45    | 0.03%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $321828.01    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274054.53    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    929000 | PA      | $817915.35    | 0.04%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    338000 | PA      | $271061.52    | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    415000 | PA      | $443652.77    | 0.02%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111561.35    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    350000 | PA      | $350665.96    | 0.02%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    600000 | PA      | $600525.85    | 0.03%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    110000 | PA      | $102465.58    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2676000 | PA      | $2955961.06   | 0.13%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    550000 | PA      | $474042.02    | 0.02%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    775000 | PA      | $422233.75    | 0.02%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    830000 | PA      | $825614.16    | 0.04%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $724008.54    | 0.03%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $955169.04    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $687795.81    | 0.03%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $726101.65    | 0.03%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    420000 | PA      | $401955.68    | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $460119.56    | 0.02%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    440000 | PA      | $419864.90    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292505.58    | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $480008.20    | 0.02%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    529000 | PA      | $385746.67    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179683.47    | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    554000 | PA      | $370344.16    | 0.02%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488678.27    | 0.02%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915864.76    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    379000 | PA      | $231027.17    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $327418.04    | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1179000 | PA      | $801238.31    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    438000 | PA      | $284486.49    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $16602.72     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1392938.03   | 0.06%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    563000 | PA      | $480856.65    | 0.02%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    332000 | PA      | $214983.28    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    629000 | PA      | $456083.03    | 0.02%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $419618.52    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    429000 | PA      | $331425.92    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $2692483.32   | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $198448.84    | 0.01%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    470000 | PA      | $312355.59    | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    513000 | PA      | $349059.22    | 0.02%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $401661.44    | 0.02%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1810000 | PA      | $1280613.06   | 0.06%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    229000 | PA      | $170522.15    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    443000 | PA      | $356355.02    | 0.02%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    925000 | PA      | $772995.96    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $631666.85    | 0.03%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    413000 | PA      | $325554.59    | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $447963.05    | 0.02%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $1648379.54   | 0.07%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545022.07    | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    540000 | PA      | $606635.77    | 0.03%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $303041.28    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2194361.98   | 0.10%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666532.87    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    525000 | PA      | $588330.85    | 0.03%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $469632.99    | 0.02%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1047379.39   | 0.05%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    253000 | PA      | $208461.23    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    488000 | PA      | $390380.48    | 0.02%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    463000 | PA      | $364680.47    | 0.02%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $1811104.41   | 0.08%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $606736.29    | 0.03%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    365000 | PA      | $343899.00    | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325355.79    | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    700000 | PA      | $773613.82    | 0.03%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    350000 | PA      | $261073.66    | 0.01%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410108.47    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    180000 | PA      | $167986.24    | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428246.86    | 0.02%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1486523.29   | 0.07%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    543000 | PA      | $398484.03    | 0.02%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1119261.94   | 0.05%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    529000 | PA      | $400381.93    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $39363.84     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    838000 | PA      | $534335.84    | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    659000 | PA      | $494559.89    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    481000 | PA      | $333120.02    | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1469322.45   | 0.07%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    297000 | PA      | $216563.51    | 0.01%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2965000 | PA      | $2651044.10   | 0.12%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    740000 | PA      | $632622.51    | 0.03%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $412184.45    | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    175000 | PA      | $112586.96    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    911000 | PA      | $699234.65    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $262049.76    | 0.01%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    976000 | PA      | $576779.57    | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2087642.17   | 0.09%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    713000 | PA      | $539555.67    | 0.02%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    579000 | PA      | $500001.01    | 0.02%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347736.95    | 0.02%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $275070.70    | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $843192.10    | 0.04%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $416557.93    | 0.02%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80488.57     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $176976.30    | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1077110.27   | 0.05%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1710000 | PA      | $1112482.26   | 0.05%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540407.54    | 0.02%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $736508.29    | 0.03%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311144.51    | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $28464.57     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $922974.20    | 0.04%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1277916.95   | 0.06%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1009278.61   | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328882.90    | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    263000 | PA      | $221311.45    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    604000 | PA      | $618921.27    | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    695000 | PA      | $533780.16    | 0.02%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $751335.50    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $376951.36    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    675000 | PA      | $565654.53    | 0.03%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118950.05    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1915000 | PA      | $2118095.86   | 0.09%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2003765.53   | 0.09%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    355000 | PA      | $248950.55    | 0.01%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $321143.67    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100058.76    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245906.67    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: —       |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2125000 | PA      | $1832267.88   | 0.08%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2095090.99   | 0.09%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2358000 | PA      | $1538288.60   | 0.07%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     97000 | PA      | $78674.04     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591036.26    | 0.03%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    827000 | PA      | $776374.07    | 0.03%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205046.72    | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1102812.80   | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $186451.51    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    850000 | PA      | $719909.49    | 0.03%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    713000 | PA      | $599726.62    | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    813000 | PA      | $705148.57    | 0.03%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333880.08    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $183631.20    | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $357316.32    | 0.02%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    461000 | PA      | $288737.13    | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    849000 | PA      | $637090.91    | 0.03%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $241359.79    | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $222181.04    | 0.01%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1578503.06   | 0.07%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6333000 | PA      | $4247039.44   | 0.19%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    163000 | PA      | $184095.05    | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $161380.92    | 0.01%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    738000 | PA      | $539772.71    | 0.02%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1450000 | PA      | $1254758.31   | 0.06%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    779000 | PA      | $581954.33    | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $335991.08    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    425000 | PA      | $385138.48    | 0.02%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617234.59    | 0.03%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $891391.96    | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    229000 | PA      | $244346.46    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    820000 | PA      | $799476.34    | 0.04%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    238000 | PA      | $221904.19    | 0.01%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1219950.66   | 0.05%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1057009.59   | 0.05%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $970722.09    | 0.04%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    955000 | PA      | $646791.54    | 0.03%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $1640255.34   | 0.07%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $1761382.57   | 0.08%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    151000 | PA      | $133179.47    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    911000 | PA      | $844238.54    | 0.04%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1225239.66   | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $170925.63    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220739.62    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $891245.28    | 0.04%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1160886.39   | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322191.54    | 0.01%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    716000 | PA      | $624199.80    | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    610000 | PA      | $540007.84    | 0.02%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531153.91    | 0.02%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1175000 | PA      | $891097.09    | 0.04%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    213000 | PA      | $179213.73    | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $367166.65    | 0.02%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    854000 | PA      | $806242.59    | 0.04%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5402000 | PA      | $3566695.40   | 0.16%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $865995.24    | 0.04%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    413000 | PA      | $412838.43    | 0.02%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106563.87    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                    | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $74701.55     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1032143 | PA      | $1115194.26   | 0.05%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735728.27    | 0.03%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1336183.33   | 0.06%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    761000 | PA      | $525987.80    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TR FIN LLC                                                                       | TR FIN LLC                                                                      | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353474.91    | 0.02%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $605280.90    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    390000 | PA      | $355668.50    | 0.02%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    675000 | PA      | $506942.28    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    779000 | PA      | $656317.32    | 0.03%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553082.40    | 0.02%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $256620.03    | 0.01%             | 2038-07-15      | Fixed         | 6.35%                 | 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        |    725000 | PA      | $608545.11    | 0.03%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81500.61     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    329000 | PA      | $251643.20    | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    457000 | PA      | $285147.53    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    329000 | PA      | $307154.34    | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772642.77    | 0.03%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494102.44    | 0.02%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357586.18    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    636000 | PA      | $493174.41    | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237602.19    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    813000 | PA      | $435869.02    | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    421000 | PA      | $409217.15    | 0.02%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175234.37    | 0.01%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    529000 | PA      | $447859.00    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394644.78    | 0.02%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $865785.30    | 0.04%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404435.95    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430153.56    | 0.02%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $344469.88    | 0.02%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $507144.91    | 0.02%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $367506.61    | 0.02%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    516000 | PA      | $413790.62    | 0.02%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577128.28    | 0.03%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    215000 | PA      | $214860.21    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1063324.50   | 0.05%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    620000 | PA      | $468005.46    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    388000 | PA      | $331861.44    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $842097.13    | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    530000 | PA      | $516198.82    | 0.02%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809254.81    | 0.04%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    134000 | PA      | $81357.61     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    463000 | PA      | $372239.11    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    425000 | PA      | $411926.05    | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    915000 | PA      | $892030.56    | 0.04%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1283172.19   | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1164723.91   | 0.05%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $196612.50    | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $497775.15    | 0.02%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    263000 | PA      | $262716.37    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216656.43    | 0.01%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593127.82    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314158.23    | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1425578.24   | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    238000 | PA      | $144627.77    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477897.92    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1888826.87   | 0.08%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285626.20    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    454000 | PA      | $480048.40    | 0.02%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRANSMISSION FACS REVENUE                                     | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $464278.60    | 0.02%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    213000 | PA      | $179006.78    | 0.01%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    675000 | PA      | $664625.05    | 0.03%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $792877.15    | 0.04%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $2201475.76   | 0.10%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190508.01    | 0.01%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    950000 | PA      | $941857.81    | 0.04%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191885.82    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340429.38    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    115000 | PA      | $126822.94    | 0.01%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $178669.65    | 0.01%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $991277.17    | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    563000 | PA      | $375011.71    | 0.02%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    829000 | PA      | $626632.48    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    163000 | PA      | $140948.50    | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $603677.95    | 0.03%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $644772.15    | 0.03%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    413000 | PA      | $299970.75    | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $682123.78    | 0.03%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394279.95    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    691000 | PA      | $605166.68    | 0.03%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1700065.18   | 0.08%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1821399.54   | 0.08%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1070248 | PA      | $1004909.63   | 0.04%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    400000 | PA      | $403749.12    | 0.02%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    829000 | PA      | $689007.79    | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224023.56    | 0.01%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1189000 | PA      | $719120.98    | 0.03%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1001804.77   | 0.04%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $393506.77    | 0.02%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $449665.37    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $865426.36    | 0.04%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1826697.84   | 0.08%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $293111.52    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    819000 | PA      | $686760.21    | 0.03%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    463000 | PA      | $360102.36    | 0.02%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4857000 | PA      | $4395250.84   | 0.20%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    785000 | PA      | $758722.42    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                             | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $477057.06    | 0.02%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $215431.06    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226620.95    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201631.72    | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1399788.51   | 0.06%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $773631.47    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    763000 | PA      | $580238.88    | 0.03%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102743.10    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $422366.79    | 0.02%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186968.05    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2915304.32   | 0.13%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459008.39    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    365000 | PA      | $333157.52    | 0.01%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156863.39    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    454000 | PA      | $336360.99    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $382050.33    | 0.02%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134110.06    | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    863000 | PA      | $562600.98    | 0.03%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $435623.14    | 0.02%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $315320.77    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    504000 | PA      | $414686.43    | 0.02%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1072662.47   | 0.05%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    113000 | PA      | $78373.68     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    902000 | PA      | $728290.42    | 0.03%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    513000 | PA      | $333402.56    | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $843730.83    | 0.04%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $680538.03    | 0.03%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $867428.62    | 0.04%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1172521.13   | 0.05%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    654000 | PA      | $498111.84    | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    376000 | PA      | $240667.08    | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    750000 | PA      | $702192.23    | 0.03%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $452889.93    | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416529.59    | 0.02%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1416422.79   | 0.06%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $274176.34    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    590000 | PA      | $558136.76    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    297000 | PA      | $298806.91    | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    443000 | PA      | $451434.63    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    763000 | PA      | $632295.89    | 0.03%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    729000 | PA      | $660519.12    | 0.03%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407871.03    | 0.02%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    629000 | PA      | $393717.69    | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243013.51    | 0.01%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    382000 | PA      | $209896.34    | 0.01%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $282319.01    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $495194.75    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    373000 | PA      | $332999.69    | 0.01%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2239636.04   | 0.10%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $1347277.49   | 0.06%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $579893.58    | 0.03%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    570000 | PA      | $573608.25    | 0.03%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340143.94    | 0.02%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $703179.63    | 0.03%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305559.68    | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227172.65    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $616087.47    | 0.03%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $132420.76    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $316562.42    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $208653.50    | 0.01%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $458747.76    | 0.02%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    775000 | PA      | $764804.43    | 0.03%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $329618.58    | 0.01%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1207857.07   | 0.05%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    526000 | PA      | $402957.68    | 0.02%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    313000 | PA      | $229958.17    | 0.01%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388164.65    | 0.02%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    475000 | PA      | $293920.27    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1096141.27   | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $444364.63    | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $917743.92    | 0.04%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67416.38     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    425000 | PA      | $335958.28    | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    513000 | PA      | $387451.57    | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75362.06     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $604112.67    | 0.03%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2748000 | PA      | $2631266.44   | 0.12%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1114583.25   | 0.05%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1328000 | PA      | $1407156.48   | 0.06%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    479000 | PA      | $444427.34    | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105784.18    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    863000 | PA      | $780276.44    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547241.59    | 0.02%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $910089.86    | 0.04%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    483000 | PA      | $519419.51    | 0.02%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $776425.19    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    376000 | PA      | $389991.68    | 0.02%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    775000 | PA      | $712612.63    | 0.03%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $799940.81    | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1326528.36   | 0.06%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    800000 | PA      | $694064.70    | 0.03%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    653000 | PA      | $429479.29    | 0.02%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376691.42    | 0.02%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607480.35    | 0.03%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    600000 | PA      | $635767.93    | 0.03%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    730000 | PA      | $520034.17    | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $299053.20    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    979000 | PA      | $807248.82    | 0.04%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    626000 | PA      | $508405.85    | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2271000 | PA      | $1469505.58   | 0.07%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $575110.98    | 0.03%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91016.19     | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1607193.57   | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1536334.85   | 0.07%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1003797.93   | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $495609.56    | 0.02%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    488000 | PA      | $484254.53    | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981658.53    | 0.04%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1078000 | PA      | $875909.06    | 0.04%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190957.86    | 0.01%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $818197.89    | 0.04%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $84014.33     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375273.66    | 0.02%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     64000 | PA      | $46587.70     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    413000 | PA      | $311746.12    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $588545.89    | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    475000 | PA      | $272001.51    | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    671000 | PA      | $563966.43    | 0.03%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    764000 | PA      | $480950.92    | 0.02%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    800000 | PA      | $676367.25    | 0.03%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $858575.35    | 0.04%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $413754.25    | 0.02%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    579000 | PA      | $436719.16    | 0.02%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    197000 | PA      | $122261.05    | 0.01%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179240.42    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    222000 | PA      | $176006.31    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $552771.82    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $705706.19    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $321709.37    | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $2574569.77   | 0.11%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1668645.60   | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    388000 | PA      | $422675.92    | 0.02%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83346.61     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1914197.59   | 0.09%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $950493.52    | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1204404.03   | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    250000 | PA      | $164036.90    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    663000 | PA      | $552869.09    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325995.96    | 0.01%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    222000 | PA      | $156469.41    | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    425000 | PA      | $444435.97    | 0.02%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    813000 | PA      | $713878.72    | 0.03%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235943.16    | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    529000 | PA      | $482087.13    | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    745000 | PA      | $677340.78    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $278414.65    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $680316.17    | 0.03%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1675000 | PA      | $1643462.85   | 0.07%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205036.65    | 0.01%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    700000 | PA      | $582192.75    | 0.03%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    717000 | PA      | $562114.11    | 0.03%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1131148.23   | 0.05%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77644.98     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $477926.11    | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1105005.42   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    829000 | PA      | $615686.74    | 0.03%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    663000 | PA      | $626574.08    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341778.24    | 0.02%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    513000 | PA      | $489039.02    | 0.02%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327085.39    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $702273.37    | 0.03%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206169.47    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1163500.49   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    494000 | PA      | $346181.69    | 0.02%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    710000 | PA      | $679062.93    | 0.03%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1467096.29   | 0.07%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1218857.92   | 0.05%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $303429.14    | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315345.98    | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1923000 | PA      | $1559882.22   | 0.07%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1087265.51   | 0.05%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308336.92    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1095787.33   | 0.05%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1250000 | PA      | $1045481.10   | 0.05%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    619000 | PA      | $608014.89    | 0.03%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1131897.00   | 0.05%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    815000 | PA      | $672515.20    | 0.03%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453305.25    | 0.02%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25244.76     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     93000 | PA      | $56853.78     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    588000 | PA      | $532168.88    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $411847.50    | 0.02%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    450000 | PA      | $361242.03    | 0.02%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    975000 | PA      | $896043.74    | 0.04%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623840.73    | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415175.27    | 0.02%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355605.65    | 0.02%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    813000 | PA      | $875964.44    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $637218.45    | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $439226.15    | 0.02%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    879000 | PA      | $580253.81    | 0.03%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2066406.78   | 0.09%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443514.74    | 0.02%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    838000 | PA      | $859205.86    | 0.04%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339805.94    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    655000 | PA      | $486984.44    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    688000 | PA      | $745330.59    | 0.03%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $755141.29    | 0.03%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    563000 | PA      | $459743.62    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1345000 | PA      | $844810.47    | 0.04%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $663672.70    | 0.03%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    713000 | PA      | $606624.56    | 0.03%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339592.06    | 0.02%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1825057.58   | 0.08%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406542.50    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3191000 | PA      | $2434146.14   | 0.11%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $485451.00    | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153339.12    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    617000 | PA      | $643455.32    | 0.03%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    915000 | PA      | $984045.73    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    945000 | PA      | $852290.77    | 0.04%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    447000 | PA      | $386229.59    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    440000 | PA      | $355863.06    | 0.02%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $699671.59    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    990000 | PA      | $904581.25    | 0.04%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2003000 | PA      | $1164060.40   | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78592.70     | 0.00%             | 2055-02-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    825000 | PA      | $664964.34    | 0.03%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    613000 | PA      | $526454.51    | 0.02%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1056449.08   | 0.05%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    279000 | PA      | $219694.97    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $907321.73    | 0.04%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    429000 | PA      | $280349.72    | 0.01%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111855.11    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1480235.66   | 0.07%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV CORP NY                                                      | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $207922.42    | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    302000 | PA      | $280217.37    | 0.01%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $433517.44    | 0.02%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1128009.40   | 0.05%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    679000 | PA      | $505451.74    | 0.02%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1182809.41   | 0.05%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $875850.46    | 0.04%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    986000 | PA      | $801075.84    | 0.04%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $734098.31    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    943000 | PA      | $584229.29    | 0.03%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    838000 | PA      | $524079.91    | 0.02%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531115.40    | 0.02%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                              | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83925.57     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183838.90    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3473000 | PA      | $2761250.29   | 0.12%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $230336.53    | 0.01%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    415000 | PA      | $387014.13    | 0.02%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $421898.92    | 0.02%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    600000 | PA      | $401445.34    | 0.02%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    113000 | PA      | $70362.71     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $263928.51    | 0.01%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    868000 | PA      | $884627.50    | 0.04%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1100000 | PA      | $672584.85    | 0.03%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $486079.27    | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $955487.44    | 0.04%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $662361.55    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1804000 | PA      | $1189984.86   | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $733312.35    | 0.03%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    445000 | PA      | $359218.90    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    391000 | PA      | $369885.94    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    529000 | PA      | $410611.42    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    513000 | PA      | $475628.49    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    880000 | PA      | $942594.28    | 0.04%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1130000 | PA      | $764116.71    | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    713000 | PA      | $553020.37    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219103.49    | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1097215.29   | 0.05%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    535000 | PA      | $406354.30    | 0.02%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $720552.72    | 0.03%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    675000 | PA      | $452120.02    | 0.02%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    450000 | PA      | $493146.58    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118311.07   | 0.05%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $605231.80    | 0.03%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1029911.95   | 0.05%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $305268.77    | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $890476.61    | 0.04%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793591.33    | 0.04%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $374499.02    | 0.02%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473159.08    | 0.02%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1378792.85   | 0.06%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    679000 | PA      | $495776.45    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    403000 | PA      | $284997.99    | 0.01%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161529.19    | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1518917.69   | 0.07%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $815686.26    | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $230556.84    | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21173.64     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    850000 | PA      | $809976.88    | 0.04%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4377398.39   | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1271492.88   | 0.06%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226853.70    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    177000 | PA      | $124057.21    | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    579000 | PA      | $470981.24    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    538000 | PA      | $438093.04    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    550000 | PA      | $424960.06    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256390.34    | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    513000 | PA      | $548554.23    | 0.02%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    943000 | PA      | $746019.08    | 0.03%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $320210.08    | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226972.69    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    240000 | PA      | $180182.87    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445882.92    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1382279.08   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85481.64     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $527139.39    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    713000 | PA      | $531860.85    | 0.02%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255165.60    | 0.01%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                           | CUSIP: 592643AA8<br>LEI: 7HERAVJJLN8J1DZ6AZ19 | Long             | DBT              | MUN               | US        |     25000 | PA      | $29276.14     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    813000 | PA      | $665380.39    | 0.03%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2285704.39   | 0.10%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    905000 | PA      | $644561.70    | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    816000 | PA      | $581711.46    | 0.03%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102072.55    | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2564000 | PA      | $2344862.05   | 0.10%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $839220.06    | 0.04%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    945000 | PA      | $800015.79    | 0.04%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    277000 | PA      | $208342.54    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325089.34    | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478978.04   | 0.07%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $180637.09    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547172.43    | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    229000 | PA      | $179317.24    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2679626.36   | 0.12%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    770000 | PA      | $676160.77    | 0.03%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2258000 | PA      | $1621379.14   | 0.07%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $1865235.99   | 0.08%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289914.45    | 0.01%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $272275.55    | 0.01%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    113000 | PA      | $66871.48     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490345.98    | 0.02%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263470.05    | 0.01%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310252.70    | 0.01%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306453.39    | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2765703.28   | 0.12%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    528000 | PA      | $312334.71    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182201.13    | 0.01%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $242007.05    | 0.01%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    563000 | PA      | $455379.57    | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2371138.78   | 0.11%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    613000 | PA      | $362127.05    | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $714789.05    | 0.03%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $254506.68    | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    795000 | PA      | $686860.06    | 0.03%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550132.16    | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $971475.70    | 0.04%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    975000 | PA      | $848623.04    | 0.04%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    359000 | PA      | $242272.66    | 0.01%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757711.01    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    780000 | PA      | $735895.65    | 0.03%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    930000 | PA      | $1078509.98   | 0.05%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    543000 | PA      | $426428.02    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344570.44    | 0.02%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    346000 | PA      | $209578.51    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123987.27    | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    490000 | PA      | $519957.81    | 0.02%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $276532.98    | 0.01%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $504532.38    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    701000 | PA      | $511647.41    | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1048349.54   | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    300000 | PA      | $204728.31    | 0.01%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716443.46    | 0.03%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    560000 | PA      | $439811.72    | 0.02%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    470000 | PA      | $365489.95    | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    608000 | PA      | $366594.42    | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    613000 | PA      | $412710.53    | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $286678.18    | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    676000 | PA      | $466578.91    | 0.02%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $757141.80    | 0.03%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328657.62    | 0.01%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    513000 | PA      | $353300.08    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205074.31    | 0.01%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2548341.87   | 0.11%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1310440.51   | 0.06%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $149775.49    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5513000 | PA      | $5310222.43   | 0.24%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324452.60    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $576346.99    | 0.03%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    475000 | PA      | $350674.17    | 0.02%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $421273.96    | 0.02%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326088.30    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1578000 | PA      | $1029952.17   | 0.05%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    163000 | PA      | $185813.80    | 0.01%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1547000 | PA      | $1201103.18   | 0.05%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    463000 | PA      | $409069.61    | 0.02%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1566964.32   | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273896.17    | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    413000 | PA      | $300814.03    | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $542515.28    | 0.02%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $274166.42    | 0.01%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   2434000 | PA      | $2299090.39   | 0.10%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423978.91    | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376028.41    | 0.02%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    275000 | PA      | $245402.15    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2470701.45   | 0.11%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2850000 | PA      | $2105791.56   | 0.09%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    475000 | PA      | $358745.16    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    830000 | PA      | $504231.85    | 0.02%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $993458.42    | 0.04%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1054491.45   | 0.05%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751189.46    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281701.45    | 0.01%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1088000 | PA      | $974853.33    | 0.04%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    293000 | PA      | $253261.72    | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    613000 | PA      | $508139.77    | 0.02%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392195.37    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    800000 | PA      | $674640.34    | 0.03%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                              | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    257000 | PA      | $169477.50    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    434000 | PA      | $336272.10    | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $408169.53    | 0.02%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    786000 | PA      | $495322.95    | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    693000 | PA      | $381147.35    | 0.02%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $960068.72    | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79762.03     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $299216.34    | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     60000 | PA      | $40060.11     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396501.81    | 0.02%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502610.14    | 0.02%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1119285.70   | 0.05%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $373791.91    | 0.02%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2750000 | PA      | $2599468.05   | 0.12%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428067.70    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $780364.98    | 0.03%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    513000 | PA      | $364672.92    | 0.02%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    229000 | PA      | $170763.35    | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    180000 | PA      | $179300.90    | 0.01%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137753.82    | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    231000 | PA      | $191192.94    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180831.79    | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $946218.98    | 0.04%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $97577.14     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    563000 | PA      | $438126.09    | 0.02%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222395.64    | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    463000 | PA      | $399366.33    | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1387970.39   | 0.06%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216340.90    | 0.01%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    604000 | PA      | $613274.44    | 0.03%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1422356.39   | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447941.52    | 0.02%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834770.36    | 0.04%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $444967.41    | 0.02%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    463000 | PA      | $384325.35    | 0.02%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321657.89    | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1056045.68   | 0.05%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391293.63    | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    688000 | PA      | $534515.68    | 0.02%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1757000 | PA      | $1586232.48   | 0.07%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1491000 | PA      | $1105612.58   | 0.05%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $784939.54    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    288000 | PA      | $260438.99    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244388.36    | 0.01%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    213000 | PA      | $192135.42    | 0.01%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2343704.25   | 0.10%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $3991405.12   | 0.18%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    486000 | PA      | $433726.07    | 0.02%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1643098.55   | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $3873849.80   | 0.17%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    304000 | PA      | $182518.42    | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    175000 | PA      | $198313.07    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $263981.78    | 0.01%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    953000 | PA      | $704682.84    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1010000 | PA      | $1029964.25   | 0.05%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252512.15    | 0.01%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    205000 | PA      | $218928.82    | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1093862.30   | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $940076.37    | 0.04%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359068.89    | 0.02%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1080130.41   | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    836000 | PA      | $738580.39    | 0.03%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225078.22    | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413339.58    | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    400000 | PA      | $297960.51    | 0.01%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334022.46    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $770678.96    | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    626000 | PA      | $528129.77    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410300.60    | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374192.60    | 0.02%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    940000 | PA      | $894316.77    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    763000 | PA      | $636257.18    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    630000 | PA      | $462672.57    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $606420.95    | 0.03%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349934.63    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474446.03    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1204887.61   | 0.05%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1544180.99   | 0.07%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86682.02     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $422208.62    | 0.02%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    863000 | PA      | $871605.62    | 0.04%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1282045.22   | 0.06%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1593466.30   | 0.07%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2472000 | PA      | $1952285.19   | 0.09%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1867000 | PA      | $1649301.30   | 0.07%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    413000 | PA      | $356415.39    | 0.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1019302.94   | 0.05%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3791000 | PA      | $2554464.74   | 0.11%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    685000 | PA      | $651059.00    | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    675000 | PA      | $663593.17    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     95000 | PA      | $60761.50     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2208000 | PA      | $1458013.03   | 0.06%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    736000 | PA      | $555693.57    | 0.02%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    513000 | PA      | $415461.93    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    880000 | PA      | $904689.44    | 0.04%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4149000 | PA      | $2952011.22   | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    228000 | PA      | $143818.25    | 0.01%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    429000 | PA      | $277196.17    | 0.01%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    238000 | PA      | $197084.65    | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $623029.74    | 0.03%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $983739.57    | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $141403.69    | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    150000 | PA      | $116104.62    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $502995.47    | 0.02%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741812.66    | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    227000 | PA      | $149944.52    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    394000 | PA      | $389676.52    | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1021440.97   | 0.05%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $792024.59    | 0.04%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238006.40    | 0.01%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    150000 | PA      | $87741.66     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    126000 | PA      | $87684.51     | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547436.27    | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    700000 | PA      | $756418.59    | 0.03%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411169.70    | 0.02%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120887.42    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $600588.81    | 0.03%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288060.78    | 0.01%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | The Campbell's Company                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315075.81    | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    579000 | PA      | $626980.36    | 0.03%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    350000 | PA      | $293139.64    | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    729000 | PA      | $653279.91    | 0.03%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1035479.01   | 0.05%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    363000 | PA      | $295206.13    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    455000 | PA      | $406128.70    | 0.02%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                       | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $162841.76    | 0.01%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    763000 | PA      | $623812.95    | 0.03%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $907824.80    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    670000 | PA      | $687204.23    | 0.03%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219650.26    | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    900000 | PA      | $954140.17    | 0.04%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $675382.30    | 0.03%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    193000 | PA      | $142153.34    | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | 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        |   2526000 | PA      | $1961965.90   | 0.09%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    715000 | PA      | $650688.73    | 0.03%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2010000 | PA      | $1552563.34   | 0.07%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1325902.79   | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $141884.66    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $408009.44    | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318502.66    | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146964.86    | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    263000 | PA      | $178407.32    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039224.72   | 0.05%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1146196.61   | 0.05%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271384.00    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    495000 | PA      | $490140.69    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    845000 | PA      | $544742.31    | 0.02%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1662120.12   | 0.07%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    196000 | PA      | $161462.78    | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2015526.50   | 0.09%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    400000 | PA      | $384936.06    | 0.02%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301654.00    | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    245000 | PA      | $214011.24    | 0.01%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    613000 | PA      | $474811.29    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $953909.56    | 0.04%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $874572.10    | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316362.89    | 0.01%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    859000 | PA      | $540425.63    | 0.02%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $30991.75     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    463000 | PA      | $454183.79    | 0.02%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $970876.72    | 0.04%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    713000 | PA      | $569675.90    | 0.03%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    830000 | PA      | $776115.00    | 0.03%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $386158.76    | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $780209.26    | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $974160.04    | 0.04%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740022.35    | 0.03%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $671246.98    | 0.03%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $701444.66    | 0.03%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    712000 | PA      | $554948.30    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109670.36    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    563000 | PA      | $416232.98    | 0.02%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     99000 | PA      | $108545.54    | 0.00%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149894.04    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $559473.75    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    101000 | PA      | $56580.22     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1059724.90   | 0.05%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    455000 | PA      | $300344.64    | 0.01%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1978000 | PA      | $1362684.57   | 0.06%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $656049.13    | 0.03%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1682112.02   | 0.07%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    329000 | PA      | $267217.67    | 0.01%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $1848772.33   | 0.08%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15752.50     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222021.15    | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    370000 | PA      | $232523.71    | 0.01%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    550000 | PA      | $593597.24    | 0.03%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51733.01     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1172763.96   | 0.05%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133128.70    | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444994.32    | 0.02%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435823.75    | 0.02%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $313302.80    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    495000 | PA      | $497792.43    | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1815645.36   | 0.08%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $416974.83    | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    345000 | PA      | $271844.72    | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335059.03    | 0.01%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    355000 | PA      | $392677.94    | 0.02%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283133.54    | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    420000 | PA      | $347547.67    | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222382.39    | 0.01%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $1825612.15   | 0.08%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173706.13    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    563000 | PA      | $462835.05    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699909.64    | 0.03%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1003173.49   | 0.04%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $237346.08    | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25201.64     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $343887.79    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269422.63    | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $895162.11    | 0.04%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    476000 | PA      | $397139.50    | 0.02%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    316000 | PA      | $232394.91    | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    504000 | PA      | $421135.65    | 0.02%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1963313.20   | 0.09%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829712.35    | 0.04%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    259000 | PA      | $163039.75    | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $740039.66    | 0.03%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384152.02    | 0.02%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2371676.89   | 0.11%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $308132.53    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    343000 | PA      | $362716.98    | 0.02%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    942000 | PA      | $567911.56    | 0.03%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269126.14    | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    515000 | PA      | $401630.28    | 0.02%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1004000 | PA      | $758158.59    | 0.03%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    829000 | PA      | $692177.36    | 0.03%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1135000 | PA      | $934211.20    | 0.04%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $878216.74    | 0.04%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168354.27    | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $320642.34    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    929000 | PA      | $646381.03    | 0.03%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444497.08    | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    279000 | PA      | $238348.27    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357638.86    | 0.02%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $517912.68    | 0.02%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $396670.45    | 0.02%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    151000 | PA      | $141232.00    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465173.06    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $985243.43    | 0.04%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1146322.14   | 0.05%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    375000 | PA      | $307407.24    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $395506.81    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    463000 | PA      | $398556.91    | 0.02%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    213000 | PA      | $180361.16    | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    796000 | PA      | $434612.31    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $965554.22    | 0.04%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    663000 | PA      | $459600.72    | 0.02%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    721000 | PA      | $472810.06    | 0.02%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     63000 | PA      | $39222.86     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $756676.65    | 0.03%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    513000 | PA      | $463769.82    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    929000 | PA      | $803804.92    | 0.04%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1638726.38   | 0.07%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $694550.02    | 0.03%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $238052.10    | 0.01%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1326929.75   | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264684.88    | 0.01%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2043000 | PA      | $1727384.78   | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346195.36    | 0.02%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE                        | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $454790.07    | 0.02%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    688000 | PA      | $593743.39    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    826000 | PA      | $649908.79    | 0.03%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1226954.64   | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $1866776.90   | 0.08%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244013.96    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1740303.46   | 0.08%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    620000 | PA      | $569900.30    | 0.03%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404953.37    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226709.32    | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    521000 | PA      | $395299.62    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40360.27     | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $93778.25     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1220207.35   | 0.05%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382394.32    | 0.02%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360871.38    | 0.02%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $394607.22    | 0.02%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $325118.79    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $797868.81    | 0.04%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $796270.96    | 0.04%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    731000 | PA      | $590680.65    | 0.03%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    713000 | PA      | $536436.28    | 0.02%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256776.93    | 0.01%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    961000 | PA      | $588534.85    | 0.03%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390077.65    | 0.02%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    913000 | PA      | $621013.12    | 0.03%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2139000 | PA      | $1417577.01   | 0.06%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    429000 | PA      | $273073.59    | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $636695.65    | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    638000 | PA      | $495966.76    | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                            | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    610000 | PA      | $597912.30    | 0.03%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58347.43     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    288000 | PA      | $217592.58    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $912563.62    | 0.04%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    150000 | PA      | $150809.61    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1092099.40   | 0.05%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1613632.23   | 0.07%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $959049.97    | 0.04%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1384334.57   | 0.06%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    824000 | PA      | $911003.40    | 0.04%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    705000 | PA      | $679973.53    | 0.03%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $878130.01    | 0.04%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1166701.59   | 0.05%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $542999.02    | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $366219.29    | 0.02%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $669297.76    | 0.03%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    129000 | PA      | $97113.00     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    575000 | PA      | $560798.28    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    454000 | PA      | $342314.80    | 0.02%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770295.00    | 0.03%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $3196737.74   | 0.14%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    945000 | PA      | $659048.78    | 0.03%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    656000 | PA      | $477324.93    | 0.02%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                      | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $457542.20    | 0.02%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1335645.10   | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $408844.25    | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $526592.68    | 0.02%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137764.61    | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178708.49    | 0.01%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193670.70    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $264957.72    | 0.01%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $932222.39    | 0.04%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    824000 | PA      | $741743.61    | 0.03%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1697831.62   | 0.08%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    775000 | PA      | $529351.09    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    463000 | PA      | $465034.38    | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139428.57    | 0.01%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    875000 | PA      | $812533.03    | 0.04%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    630000 | PA      | $530571.20    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663000 | PA      | $665988.81    | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    875000 | PA      | $871011.33    | 0.04%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $543017.68    | 0.02%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    525000 | PA      | $311115.21    | 0.01%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    941000 | PA      | $633958.41    | 0.03%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    388000 | PA      | $321689.26    | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    720000 | PA      | $555519.90    | 0.02%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $703749.71    | 0.03%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer