# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-23-071912
**Filing Date:** 2023-3
**Character Count:** 1466564
**Document Hash:** 701a3ff438150b344320bdfa670d6323
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071912.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071912

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779
- **IRS NUMBER:** 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:** 23774045

**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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) <br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
|  **Corporate Bonds** |  |  |  |
| **Advertising Agencies — 0.0%** |  |  |  |
|  Interpublic Group of Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 | $| 329 | $251011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/48<sup>(a)</sup> |  | 500 | 496804 |
|  |  |  | 747815 |
| **Aerospace & Defense — 2.8%** | **Aerospace & Defense — 2.8%** | **Aerospace & Defense — 2.8%** |  |
|  3M Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 |  | 500 | 522897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/19/46<sup>(a)</sup> |  | 813 | 582448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 |  | 496 | 393503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/14/48<sup>(a)</sup> |  | 979 | 820487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/26/49<sup>(a)</sup> |  | 805 | 589828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/50<sup>(a)</sup> |  | 713 | 571173 |
|  Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 |  | 326 | 351133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 |  | 800 | 686057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 |  | 725 | 587739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 |  | 650 | 526917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 |  | 350 | 272743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/15/39 |  | 450 | 507191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/40 |  | 400 | 411104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 |  | 2759 | 2823170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 |  | 463 | 331270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/01/47<sup>(a)</sup> |  | 250 | 185309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 |  | 229 | 172709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 |  | 620 | 481463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 |  | 1197 | 920770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 |  | 5288 | 5398511 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 |  | 900 | 668959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 |  | 3273 | 3344582 |
|  Eaton Corp., 4.15%, 11/02/42 |  | 913 | 832283 |
|  General Dynamics Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 |  | 829 | 803291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 |  | 397 | 317581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 |  | 1000 | 878281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 |  | 713 | 681677 |
|  General Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 |  | 800 | 864639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 |  | 700 | 820441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/11/44<sup>(a)</sup> |  | 500 | 460870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/50 |  | 450 | 398531 |
|  Illinois Tool Works, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 |  | 869 | 899261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 |  | 1000 | 911441 |
|  L3Harris Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/27/35 |  | 883 | 864052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 12/15/40 |  | 270 | 291903 |
|  Lockheed Martin Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/01/35<sup>(a)</sup> |  | 450 | 416697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 |  | 1159 | 1154072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/01/40<sup>(a)</sup> |  | 300 | 332833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 |  | 1161 | 1067678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 |  | 1243 | 1088310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 |  | 1170 | 1172928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 |  | 650 | 477038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 |  | 1413 | 1295060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 |  | 660 | 604039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 |  | 1500 | 1703590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 |  | 660 | 605617 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
|  Lockheed Martin Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | $225 | $263349 |
|  Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 | 500 | 510918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 11/15/40 | 300 | 303697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | 1224 | 1199630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | 2243 | 1976117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 | 829 | 867859 |
|  Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 | 763 | 717011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | 295 | 321520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | 400 | 366433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | 613 | 533106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | 413 | 354232 |
|  Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/01/35 | 800 | 837409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | 1000 | 1121912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | 413 | 397953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | 163 | 160861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | 426 | 409746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | 3774 | 3620188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | 350 | 340279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | 663 | 591633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | 1220 | 1025735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | 829 | 767523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | 413 | 366005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | 1486 | 1438294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | 1103 | 830646 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | 563 | 397880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | 1100 | 811751 |
|  Trane Technologies Global Holding Co. Ltd., 4.30%, 02/21/48 | 413 | 345352 |
|  Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | 500 | 451567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | 413 | 355763 |
|  |  | 61776445 |
| **Airlines — 0.0%** |  |  |
|  American Airlines Pass-Through Trust, Series 2021-1, Class A, 2.88%, 01/11/36 | 807 | 664567 |
| **Auto Components — 0.1%** |  |  |
|  Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | 413 | 328023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | 1479 | 958815 |
|  Aptiv PLC/Aptiv Corp., 4.15%, 05/01/52 | 963 | 751972 |
|  BorgWarner, Inc., 4.38%, 03/15/45 | 400 | 327667 |
|  Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/49 | 563 | 500175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | 136 | 89999 |
|  |  | 2956651 |
| **Automobiles — 0.4%** |  |  |
|  Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/43<sup>(a)</sup> | 400 | 404965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | 613 | 413028 |
|  General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/35 | 620 | 571893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | 1213 | 1268490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | 963 | 873600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | 1213 | 1207059 |

---

1<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Automobiles (continued)** |  |  |
|  General Motors Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | $1229 | $1073552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | 642 | 667626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 04/01/48 | 563 | 499406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/49<sup>(a)</sup> | 888 | 851031 |
|  |  | 7830650 |
| **Banks — 1.7%** |  |  |
|  Bank of America N.A., 6.00%, 10/15/36<sup>(a)</sup> | 1300 | 1415305 |
|  Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/24/41 | 1299 | 1420241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | 1050 | 1095839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/04/45<sup>(a)</sup> | 1347 | 1318119 |
|  Fifth Third Bancorp, 8.25%, 03/01/38 | 800 | 1046506 |
|  First Republic Bank, 4.63%, 02/13/47 | 700 | 583719 |
|  HSBC Bank USA NA, 7.00%, 01/15/39 | 261 | 304766 |
|  Regions Bank, 6.45%, 06/26/37 | 450 | 486351 |
|  Wachovia Corp., 5.50%, 08/01/35 | 1500 | 1541650 |
|  Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | 1895 | 1909535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | 2292 | 2378710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | 2075 | 1913217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | 1903 | 1620941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | 1993 | 1891408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/14/46<sup>(a)</sup> | 706 | 622272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/07/46<sup>(a)</sup> | 2075 | 1914711 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.13%), 4.61%, 04/25/53<sup>(b)</sup> | 3081 | 2874668 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.53%), 3.07%, 04/30/41<sup>(b)</sup> | 3359 | 2618981 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 4.50%), 5.01%, 04/04/51<sup>(b)</sup> | 4957 | 4887146 |
|  Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 02/01/37 | 1550 | 1664740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 01/15/38<sup>(a)</sup> | 1200 | 1384172 |
|  Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | 829 | 721595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | 1000 | 719961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/18/41 | 926 | 670003 |
|  |  | 37004556 |
| **Beverages — 2.8%** |  |  |
|  Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 5403 | 5354700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 8488 | 8284979 |
|  Anheuser-Busch InBev Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 600 | 594636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | 538 | 508141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 1463 | 1428007 |
|  Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | 1479 | 1402651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | 1253 | 1646288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | 2029 | 2124701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/40 | 829 | 767669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | 2163 | 2152795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/15/48<sup>(a)</sup> | 1785 | 1688652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | 523 | 481687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | 4039 | 4331931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 | 2000 | 1899609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | 1600 | 1531945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | 1629 | 1808732 |
|  Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | 413 | 379402 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Beverages (continued)** |  |  |
|  Brown-Forman Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | $425 | $414721 |
|  Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | 829 | 637374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/05/41 | 913 | 742920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | 450 | 442606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | 1279 | 924143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | 1820 | 1415438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | 1243 | 876668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/60<sup>(a)</sup> | 825 | 601463 |
|  Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43<sup>(a)</sup> | 500 | 506250 |
|  Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | 400 | 358438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | 413 | 349717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | 400 | 399021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | 663 | 535544 |
|  Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | 500 | 547837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | 931 | 817258 |
|  Diageo Investment Corp., 4.25%, 05/11/42<sup>(a)</sup> | 163 | 154166 |
|  Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/10/43 | 550 | 471900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/16/50 | 1930 | 1452537 |
|  Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | 500 | 456476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | 413 | 369420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | 250 | 245326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | 663 | 536590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | 413 | 308499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | 1213 | 1096796 |
|  Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | 1450 | 1370276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | 1463 | 1225171 |
|  PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 450 | 494033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | 1913 | 1490908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/05/42 | 500 | 465194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | 800 | 804734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | 1399 | 1199421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | 450 | 412558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | 225 | 188535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | 813 | 624996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | 579 | 508014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | 1043 | 773039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/18/52<sup>(a)</sup> | 675 | 650650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | 450 | 411104 |
|  |  | 61666266 |
| **Biotechnology — 1.5%** |  |  |
|  Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | 900 | 994490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/01/39 | 300 | 331747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | 1829 | 1430081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/15/40 | 350 | 363433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 | 911 | 670984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | 1659 | 1595321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | 663 | 651898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | 2045 | 1825226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | 1263 | 1147076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | 2029 | 1518782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | 3178 | 2921357 |

---

S C H E D U L E O F I N V E S T M E N T S 2

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Biotechnology (continued)** |  |  |
|  Amgen, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | $1160 | $801174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | 810 | 692268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | 400 | 380570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | 829 | 537419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | 1325 | 1132917 |
|  Baxalta, Inc., 5.25%, 06/23/45 | 427 | 427066 |
|  Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | 1000 | 1031438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | 1437 | 1032678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | 496 | 362959 |
|  Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | 1119 | 1111730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | 750 | 699151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | 1030 | 764691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | 869 | 942056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | 1761 | 1734467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 1753 | 1653392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/46<sup>(a)</sup> | 1593 | 1548364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | 1753 | 1568434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | 1294 | 902188 |
|  Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/50 | 691 | 462135 |
|  Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | 829 | 620018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | 950 | 669489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | 663 | 446325 |
|  |  | 32971324 |
| **Building Materials — 0.4%** |  |  |
|  Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 04/05/40<sup>(a)</sup> | 1279 | 1030493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | 1843 | 1435034 |
|  Fortune Brands Innovations, Inc., 4.50%, 03/25/52 | 413 | 333394 |
|  Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/36<sup>(a)</sup> | 300 | 326261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 | 620 | 573510 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 09/14/45 | 400 | 389729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | 383 | 342676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(c)</sup> | 365 | 335164 |
|  Lafarge SA, 7.13%, 07/15/36 | 400 | 440360 |
|  Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | 513 | 447727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | 725 | 534476 |
|  Masco Corp.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | 350 | 298837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | 222 | 151108 |
|  Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | 300 | 341810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | 350 | 295255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | 829 | 710758 |
|  Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 413 | 369324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | 400 | 367251 |
|  |  | 8723167 |
| **Building Products — 1.4%** |  |  |
|  Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | 2776 | 3117647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | 1061 | 898622 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | 413 | 446172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 913 | 1040681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | 1370 | 1276792 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Building Products (continued)** |  |  |
|  Home Depot, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | $900 | $915981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | 1036 | 988147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | 1479 | 1381868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | 579 | 512183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | 1379 | 1329394 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | 1146 | 876544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 1298 | 1040404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | 1145 | 748899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | 913 | 648358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/52<sup>(a)</sup> | 1358 | 1132561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(a)</sup> | 780 | 803568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | 900 | 732112 |
|  Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | 900 | 931863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | 829 | 806202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | 1213 | 879801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 829 | 727636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | 500 | 397711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | 1579 | 1326814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | 750 | 732607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | 1719 | 1180460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | 829 | 622554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | 1108 | 941555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/53<sup>(a)</sup> | 1645 | 1697752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | 1200 | 1013071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 700 | 727178 |
|  |  | 29875137 |
| **Capital Markets — 0.2%** |  |  |
|  Brookfield Finance LLC, 3.45%, 04/15/50 | 450 | 312228 |
|  Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | 713 | 622953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | 581 | 408579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | 279 | 198490 |
|  CI Financial Corp., 4.10%, 06/15/51 | 709 | 447743 |
|  Franklin Resources, Inc., 2.95%, 08/12/51 | 225 | 149659 |
|  Invesco Finance PLC, 5.38%, 11/30/43 | 413 | 404922 |
|  Jefferies Financial Group, Inc., 6.25%, 01/15/36<sup>(a)</sup> | 650 | 689742 |
|  Legg Mason, Inc., 5.63%, 01/15/44<sup>(a)</sup> | 516 | 532658 |
|  Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | 663 | 639217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | 650 | 514141 |
|  |  | 4920332 |
| **Chemicals — 1.6%** |  |  |
|  Air Products & Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | 708 | 561137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | 884 | 655954 |
|  Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 12/01/44<sup>(a)</sup> | 350 | 342171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 | 400 | 400531 |
|  CF Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 663 | 655800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | 663 | 603402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | 663 | 636466 |
|  Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | 1128 | 1058040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | 129 | 179289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | 1126 | 1116901 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | 1063 | 949361 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | 400 | 366221 |

---

3<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Chemicals (continued)** |  |  |
|  Dow Chemical Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | $829 | $840299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | 829 | 756989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | 963 | 746135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 05/15/53 | 850 | 1007502 |
|  DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | 1570 | 1623885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | 1793 | 1847073 |
|  Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 | 463 | 421133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | 879 | 779769 |
|  Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 500 | 435916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | 660 | 400334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | 841 | 569531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | 700 | 462272 |
|  Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | 829 | 576172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | 807 | 563445 |
|  FMC Corp., 4.50%, 10/01/49 | 407 | 350293 |
|  International Flavors & Fragrances, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | 413 | 350500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/26/48<sup>(a)</sup> | 763 | 709564 |
|  Linde, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | 500 | 426245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | 583 | 351039 |
|  LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 700 | 654310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | 938 | 843087 |
|  LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | 741 | 569873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | 786 | 639809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | 963 | 781490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | 953 | 698507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | 480 | 345339 |
|  LyondellBasell Industries NV, 4.63%, 02/26/55 | 795 | 682816 |
|  Mosaic Co.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/33 | 1036 | 1063990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | 520 | 519165 |
|  Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | 350 | 318221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | 410 | 436504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | 600 | 616326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | 413 | 393058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | 520 | 510803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | 620 | 594398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | 413 | 338010 |
|  RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | 163 | 149328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 | 300 | 238602 |
|  Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | 1629 | 1469112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | 727 | 578583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 | 500 | 364573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 | 500 | 336265 |
|  Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/41 | 745 | 524078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 | 620 | 558117 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Chemicals (continued)** |  |  |
|  Westlake Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | $400 | $330223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | 520 | 346525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/61 | 350 | 227138 |
|  |  | 35871619 |
| **Commercial Services & Supplies — 0.0%** |  |  |
|  GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | 300 | 282758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | 500 | 327659 |
|  |  | 610417 |
| **Communications Equipment — 0.2%** |  |  |
|  Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | 1859 | 2126155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 1702 | 1879403 |
|  Juniper Networks, Inc., 5.95%, 03/15/41 | 413 | 411810 |
|  |  | 4417368 |
| **Construction Materials — 0.1%** |  |  |
|  WW Grainger, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | 1036 | 1018430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | 600 | 543958 |
|  |  | 1562388 |
| **Consumer Discretionary — 0.0%** |  |  |
|  Harley-Davidson, Inc., 4.63%, 07/28/45 | 496 | 411130 |
|  Quanta Services, Inc., 3.05%, 10/01/41 | 451 | 320731 |
|  |  | 731861 |
| **Consumer Finance — 0.9%** |  |  |
|  American Express Co., 4.05%, 12/03/42<sup>(a)</sup> | 900 | 837215 |
|  Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | 743 | 578452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/52 | 655 | 646843 |
|  Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/21/46<sup>(a)</sup> | 550 | 493426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 02/26/48<sup>(a)</sup> | 450 | 415364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | 963 | 845994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | 1419 | 1288633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 | 454 | 349516 |
|  Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 | 547 | 403200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | 500 | 509586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | 350 | 335449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 64 | 47871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | 716 | 587480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | 384 | 260606 |
|  PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/50<sup>(a)</sup> | 900 | 668698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 | 980 | 953576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | 430 | 424061 |
|  S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | 545 | 425264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/52<sup>(d)</sup> | 849 | 716292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | 663 | 400936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/62<sup>(d)</sup> | 450 | 380721 |
|  Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | 1413 | 1396308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | 829 | 662749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | 3231 | 3130671 |

---

S C H E D U L E O F I N V E S T M E N T S 4

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Consumer Finance (continued)** |  |  |
|  Visa, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | $676 | $596129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | 1611 | 1028509 |
|  Western Union Co., 6.20%, 11/17/36 | 433 | 448629 |
|  |  | 18832178 |
| **Containers & Packaging — 0.2%** |  |  |
|  Celulosa Arauco y Constitucion SA, 5.50%, 11/02/47<sup>(a)</sup> | 300 | 269775 |
|  International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/35 | 400 | 395586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | 600 | 643120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | 1041 | 971263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | 613 | 548197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 | 675 | 604513 |
|  Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | 538 | 447756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | 620 | 435021 |
|  Sonoco Products Co., 5.75%, 11/01/40<sup>(a)</sup> | 450 | 461974 |
|  WRKCo, Inc., 3.00%, 06/15/33<sup>(a)</sup> | 600 | 508186 |
|  |  | 5285391 |
| **Diversified Financial Services — 6.5%** |  |  |
|  AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | 1350 | 1112712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 10/29/41 | 1350 | 1053185 |
|  Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.11%, 01/29/37<sup>(a)</sup> | 1500 | 1621470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | 1550 | 1929535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/07/42<sup>(a)</sup> | 1661 | 1844233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | 2536 | 2537653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | 829 | 815432 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.56%), 2.97%, 07/21/52<sup>(b)</sup> | 1630 | 1149300 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.58%), 3.31%, 04/22/42<sup>(b)</sup> | 1789 | 1439602 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.88%), 2.83%, 10/24/51<sup>(b)</sup> | 1425 | 977290 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.93%), 2.68%, 06/19/41<sup>(b)</sup> | 5139 | 3788470 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.19%), 3.95%, 01/23/49<sup>(b)</sup> | 496 | 419811 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.32%), 4.08%, 04/23/40<sup>(b)</sup> | 1579 | 1408035 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.52%), 4.33%, 03/15/50<sup>(a)(b)</sup> | 2809 | 2555169 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.81%), 4.24%, 04/24/38<sup>(b)</sup> | 2243 | 2071478 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.99%), 4.44%, 01/20/48<sup>(b)</sup> | 2053 | 1900029 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 3.15%), 4.08%, 03/20/51<sup>(b)</sup> | 4235 | 3645429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, (1 day SOFR + 1.65%), 3.48%, 03/13/52<sup>(b)</sup> | 1341 | 1040504 |
|  Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/17/45 | 1250 | 1248058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/10/47<sup>(a)</sup> | 1478 | 1411666 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.30%), 3.33%, 11/24/42<sup>(b)</sup> | 928 | 701409 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 year CMT + 1.70%), 3.81%, 03/10/42<sup>(b)</sup> | 950 | 707017 |
|  Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 07/15/39<sup>(a)</sup> | 1975 | 2616325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | 1623 | 1770239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | 163 | 190356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | 413 | 405891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | 2070 | 1945616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | 2243 | 2061081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | 2393 | 2283585 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.38%), 2.90%, 11/03/42<sup>(b)</sup> | 1208 | 904409 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 4.55%), 5.32%, 03/26/41<sup>(b)</sup> | 1990 | 2027145 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
|  Citigroup, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.84%), 4.28%, 04/24/48<sup>(b)</sup> | $829 | $748351 |
|  CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | 829 | 899443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | 650 | 619161 |
|  Credit Suisse Group AG, 4.88%, 05/15/45 | 1682 | 1392038 |
|  GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35<sup>(a)</sup> | 1000 | 972527 |
|  Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | 1500 | 1648280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | 500 | 545831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | 4949 | 5546181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | 2529 | 2866787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | 2386 | 2308162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | 2243 | 2220646 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.47%), 2.91%, 07/21/42<sup>(b)</sup> | 1659 | 1239664 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 3.21%, 04/22/42<sup>(b)</sup> | 2279 | 1786868 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.63%), 3.44%, 02/24/43<sup>(b)</sup> | 1504 | 1209791 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.37%), 4.02%, 10/31/38<sup>(b)</sup> | 3009 | 2669003 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.43%), 4.41%, 04/23/39<sup>(b)</sup> | 1579 | 1462857 |
|  HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | 1803 | 1915227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | 2440 | 2561249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | 1350 | 1443364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(a)</sup> | 1529 | 1714872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/14/44 | 1418 | 1350037 |
|  Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | 1453 | 1441422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | 1579 | 1175138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | 1013 | 907887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | 1259 | 915504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | 1046 | 1034257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | 1285 | 868263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | 1025 | 1023680 |
|  JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | 2561 | 2946465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | 1259 | 1337157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 1804 | 1937382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | 1329 | 1403242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | 1413 | 1488553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | 1026 | 1026994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | 1536 | 1501801 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.46%), 3.16%, 04/22/42<sup>(b)</sup> | 908 | 715985 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.51%), 2.53%, 11/19/41<sup>(b)</sup> | 1993 | 1428830 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.58%), 3.33%, 04/22/52<sup>(b)</sup> | 2791 | 2117539 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.44%), 3.11%, 04/22/51<sup>(b)</sup> | 2409 | 1762028 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 2.46%), 3.11%, 04/22/41<sup>(b)</sup> | 1661 | 1313116 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.22%), 3.90%, 01/23/49<sup>(b)</sup> | 1900 | 1622256 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.38%), 3.96%, 11/15/48<sup>(b)</sup> | 3573 | 3057952 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.46%), 4.03%, 07/24/48<sup>(b)</sup> | 1513 | 1321935 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.58%), 4.26%, 02/22/48<sup>(b)</sup> | 2029 | 1823822 |
|  Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | 600 | 727524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | 163 | 173114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | 136 | 107659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | 620 | 546722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 02/07/50<sup>(a)</sup> | 660 | 493140 |
|  Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/01/45<sup>(a)</sup> | 971 | 911245 |

---

5<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |  |
|  Lloyds Banking Group PLC (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | $| 1001 | $824168 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 1.50%), 3.37%, 12/14/46<sup>(b)</sup> |  | 1150 | 827778 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(a)</sup> |  | 163 | 151373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 |  | 1832 | 1596493 |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/24/42<sup>(a)</sup> |  | 2369 | 2766299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/27/45<sup>(a)</sup> |  | 2479 | 2285187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 |  | 1000 | 936343 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 1.43%), 2.80%, 01/25/52<sup>(b)</sup> |  | 2064 | 1419282 |
| &nbsp;&nbsp;&nbsp;&nbsp; (1 day SOFR + 4.84%), 5.60%, 03/24/51<sup>(b)</sup> |  | 1579 | 1720332 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.43%), 4.46%, 04/22/39<sup>(b)</sup> |  | 2489 | 2346448 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 1.46%), 3.97%, 07/22/38<sup>(b)</sup> |  | 1979 | 1770762 |
|  Nasdaq, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 |  | 600 | 416839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 |  | 430 | 310629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 |  | 500 | 410224 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 |  | 500 | 336146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 |  | 780 | 562391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 |  | 450 | 338591 |
|  |  |  | 142852370 |
| **Diversified Telecommunication Services — 3.9%** | **Diversified Telecommunication Services — 3.9%** | **Diversified Telecommunication Services — 3.9%** |  |
|  AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 |  | 3580 | 2894689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 |  | 2155 | 2048276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 |  | 1650 | 1673509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 |  | 375 | 363657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 01/15/38 |  | 700 | 773018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 |  | 1100 | 1051920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 09/01/40 |  | 1000 | 1010640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 |  | 2300 | 1846487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 |  | 2200 | 1941883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 |  | 1300 | 971353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 |  | 125 | 113974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 |  | 1250 | 1093048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 |  | 2000 | 1843476 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 |  | 680 | 657284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/15/47 |  | 900 | 929576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 |  | 300 | 302112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 |  | 1850 | 1623762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 |  | 850 | 753141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 |  | 3100 | 2384931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 |  | 800 | 586776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 |  | 6489 | 4788529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 |  | 6833 | 4999586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 |  | 5499 | 4180663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 |  | 5961 | 4370066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 |  | 1400 | 1062190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 |  | 750 | 538819 |
|  Telefonica Emisiones SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 |  | 1890 | 2074368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 |  | 655 | 569465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 |  | 2267 | 2007164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 |  | 1182 | 1001470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 |  | 1000 | 917013 |
|  Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 |  | 2200 | 2150874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 |  | 1993 | 1916344 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Diversified Telecommunication Services (continued)** |  |  |
|  Verizon Communications, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | $2036 | $1906375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/16/37<sup>(a)</sup> | 800 | 822173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | 1242 | 1201172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | 3013 | 2176212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | 3186 | 2564504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | 1288 | 953719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | 163 | 138296 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | 900 | 1039710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | 950 | 823594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 08/21/46<sup>(a)</sup> | 2359 | 2278139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | 1250 | 1143829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | 1579 | 1334654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 | 2823 | 1919701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | 3549 | 2752119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/01/52<sup>(a)</sup> | 1322 | 1084977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | 800 | 780092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | 750 | 692626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | 3939 | 2621728 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/20/60 | 2025 | 1319697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | 2312 | 1756267 |
|  |  | 84749647 |
| **Education — 1.0%** |  |  |
|  American University, Series 2019, 3.67%, 04/01/49 | 111 | 92045 |
|  Brown University, Series A, 2.92%, 09/01/50 | 225 | 170322 |
|  California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/01/2111 | 250 | 232058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/01/2119 | 1829 | 1300803 |
|  Case Western Reserve University, Series 22-C, | Case Western Reserve University, Series 22-C, |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 06/01/2122 | 279 | 283876 |
|  Duke University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | 225 | 175169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55 | 930 | 683402 |
|  Emory University, Series 2020, 2.97%, 09/01/50 | 288 | 215418 |
|  Ford Foundation, Series 2020, 2.82%, 06/01/70 | 2520 | 1644935 |
|  George Washington University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 09/15/45 | 26 | 25875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44 | 163 | 146453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | 606 | 543970 |
|  Georgetown University, Series 20A, 2.94%, 04/01/50<sup>(a)</sup> | 27 | 18837 |
|  Howard University, Series 22A, 5.21%, 10/01/52 | 64 | 52603 |
|  Leland Stanford Junior University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | 620 | 547606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | 225 | 156350 |
|  Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 07/01/38 | 1967 | 1866171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | 413 | 471063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | 225 | 214615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 07/01/2116 | 1000 | 791150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | 216 | 170086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51<sup>(a)</sup> | 101 | 68345 |
|  Northwestern University, 3.87%, 12/01/48 | 26 | 23432 |
|  President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | 2113 | 1729425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 | 133 | 93502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 | 579 | 463789 |
|  Rockefeller Foundation, Series 2020, 2.49%, 10/01/50 | 329 | 223199 |
|  Thomas Jefferson University, 3.85%, 11/01/57 | 66 | 51776 |

---

S C H E D U L E O F I N V E S T M E N T S 6

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(000)* | *Value* |
| **Education (continued)** |  |  |
|  Trustees of Boston College, 3.13%, 07/01/52 | $413 | $304937 |
|  Trustees of Princeton University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | 413 | 473547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/52 | 2000 | 1950521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50<sup>(a)</sup> | 346 | 248586 |
|  Trustees of the University of Pennsylvania |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119 | 103 | 74831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | 94 | 64040 |
|  University of Chicago |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/01/52 | 2000 | 1483370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 2.55%, 04/01/50<sup>(a)</sup> | 64 | 45824 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Miami, Series 2022, 4.06%, 04/01/52<sup>(a)</sup> . | 500 | 441916 |
|  University of Notre Dame du Lac, Series 2017, 3.39%, 02/15/48 | 28 | 23372 |
|  University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 10/01/39 | 130 | 108710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | 63 | 44983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017, 3.84%, 10/01/47 | 1000 | 866509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51 | 883 | 646760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120 | 61 | 39217 |
|  Washington University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | 29 | 25216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022, 3.52%, 04/15/54<sup>(a)</sup> | 2350 | 1989812 |
|  William Marsh Rice University, 3.77%, 05/15/55 | 215 | 191228 |
|  Yale University, Series 2020, 2.40%, 04/15/50 | 113 | 77727 |
|  |  | 21557381 |
| **Electric Utilities — 9.7%** |  |  |
|  AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | 829 | 637387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | 880 | 897990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | 163 | 126092 |
|  AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 | 829 | 694285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | 64 | 48068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | 413 | 339166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | 329 | 225062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series O, 4.50%, 06/15/52<sup>(a)</sup> | 2000 | 1896078 |
|  Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 05/15/38<sup>(a)</sup> | 829 | 913215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | 618 | 510079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/02/46 | 163 | 143772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | 120 | 92420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | 496 | 362272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | 550 | 392358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.70%, 12/01/47 | 1077 | 881347 |
|  Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | 413 | 363966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 250 | 242671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | 797 | 611174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | 400 | 464976 |
|  American Electric Power Co., Inc., 3.25%, 03/01/50 | 829 | 595916 |
|  Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 163 | 142312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/01/45 | 1000 | 881272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50 | 650 | 519292 |
|  Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/01/41<sup>(a)</sup> | 163 | 153729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | 829 | 727537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 750 | 577415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 163 | 133291 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Arizona Public Service Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | $911 | $667167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | 500 | 357059 |
|  Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | 496 | 444261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 300 | 252335 |
|  Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | 163 | 180404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | 579 | 457493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 800 | 658552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | 145 | 109412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 371 | 266530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 630 | 593391 |
|  Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | 1563 | 1734697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | 829 | 895146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | 563 | 567182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 679 | 630232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | 413 | 343190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | 413 | 381616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | 829 | 735045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | 1429 | 1010896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/01/53<sup>(d)</sup> | 1029 | 966610 |
|  Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 | 329 | 306331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/46 | 250 | 205231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 | 288 | 220303 |
|  CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | 26 | 21860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | 800 | 758603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 163 | 142677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sereis AJ, 4.85%, 10/01/52<sup>(a)</sup> | 500 | 504591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AC, 4.25%, 02/01/49 | 950 | 871271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | 250 | 180605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AF, Class AF, 3.35%, 04/01/51 | 413 | 325940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AH, Class AH, 3.60%, 03/01/52 | 800 | 661557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | 220 | 255880 |
|  CenterPoint Energy, Inc., 3.70%, 09/01/49 | 163 | 129993 |
|  Cleco Corporate Holdings LLC, 4.97%, 05/01/46 | 300 | 266003 |
|  Cleveland Electric Illuminating Co., 5.95%, 12/15/36 | 660 | 680425 |
|  Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | 800 | 871569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | 350 | 407933 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | 320 | 276698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | 300 | 288530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 163 | 135993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | 800 | 727588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | 620 | 507855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 829 | 727790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | 829 | 719125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | 413 | 303881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | 40 | 42622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | 900 | 748292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | 505 | 383249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | 329 | 244394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | 413 | 285388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | 659 | 559966 |
|  Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | 450 | 413707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 1200 | 1082882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | 500 | 535433 |

---

7<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Connecticut Light and Power Co. (continued) | Connecticut Light and Power Co. (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | $600 | $535306 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | 400 | 418337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | 547 | 468347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | 663 | 612005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | 563 | 514775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | 829 | 688354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | 2000 | 1489295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | 500 | 580405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | 829 | 741709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | 480 | 374451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | 620 | 482689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 06-A, 5.85%, 03/15/36 | 1000 | 1065950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 07-A, 6.30%, 08/15/37 | 393 | 440335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 09-C, 5.50%, 12/01/39<sup>(a)</sup> | 867 | 894420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 12-A, 4.20%, 03/15/42 | 329 | 293612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | 400 | 330179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | 829 | 709878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | 413 | 357304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | 413 | 357434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | 620 | 514229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | 660 | 448610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | 413 | 384911 |
|  Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 697 | 751363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | 413 | 419797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 06/15/42<sup>(a)</sup> | 869 | 879692 |
|  Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/46 | 1000 | 774208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 | 450 | 398435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | 829 | 771821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | 440 | 327189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | 829 | 669288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/52 | 59 | 40037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/01/52<sup>(a)</sup> | 510 | 465303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/01/60 | 874 | 530511 |
|  Dayton Power and Light Co., 3.95%, 06/15/49 | 350 | 289921 |
|  Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | 829 | 864478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 163 | 153996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | 413 | 416629 |
|  Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | 163 | 184441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 | 829 | 750061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.60%, 03/15/49 | 413 | 375816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 5.95%, 06/15/35 | 290 | 310366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 4.85%, 08/15/52<sup>(a)</sup> | 400 | 376280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.30%, 04/15/41 | 225 | 177316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41 | 409 | 383498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 6.30%, 03/15/33<sup>(a)</sup> | 255 | 278762 |
|  DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/01/44 | 300 | 275028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | 534 | 452241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | 163 | 134558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 630 | 528757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | 750 | 652806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/01/50<sup>(a)</sup> | 829 | 605494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43 | 97 | 86336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | 163 | 145206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51 | 579 | 443042 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  DTE Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | $117 | $96898 |
|  Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | 413 | 455500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 04/15/38 | 511 | 569477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | 963 | 1001212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | 829 | 755751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | 1113 | 975121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 | 800 | 674161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 413 | 338310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | 829 | 707013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | 769 | 581819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 225 | 176522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 892 | 721422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | 750 | 792380 |
|  Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | 1279 | 994311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/15/45<sup>(a)</sup> | 463 | 435766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | 1243 | 986595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | 413 | 333211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | 413 | 349696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 | 829 | 626286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/52<sup>(a)</sup> | 800 | 764977 |
|  Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | 450 | 514277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 04/01/40 | 300 | 319021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | 863 | 667647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | 300 | 217642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | 75 | 84974 |
|  Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.12%, 10/15/35 | 500 | 538636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 08/15/38 | 450 | 518696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 04/01/39 | 200 | 227161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 413 | 338467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | 500 | 339491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43<sup>(a)</sup> | 163 | 162441 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series YYY, 3.25%, 10/01/49 | 800 | 594208 |
|  Duke Energy Ohio, Inc., 3.70%, 06/15/46 | 163 | 128220 |
|  Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 04/01/38 | 300 | 340299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | 797 | 709568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | 863 | 765790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | 326 | 298053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | 413 | 367078 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | 963 | 854865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | 413 | 334100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 829 | 663414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | 413 | 266993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | 1026 | 720371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 100 | 85450 |
|  El Paso Electric Co., 6.00%, 05/15/35 | 413 | 422897 |
|  Emera U.S. Finance LP, 4.75%, 06/15/46 | 988 | 830548 |
|  Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | 450 | 396325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | 975 | 645645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 06/15/52 | 413 | 313523 |
|  Entergy Corp., 3.75%, 06/15/50 | 464 | 367880 |
|  Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | 863 | 814845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 | 400 | 317812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | 350 | 328022 |

---

S C H E D U L E O F I N V E S T M E N T S 8

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Entergy Louisiana LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | $613 | $543299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 829 | 725759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | 1243 | 864620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | 500 | 482099 |
|  Entergy Mississippi LLC, 3.85%, 06/01/49 | 413 | 338133 |
|  Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 | 130 | 101960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/15/52<sup>(a)</sup> | 200 | 199517 |
|  Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | 400 | 353970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | 829 | 725829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | 413 | 310266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | 413 | 320875 |
|  Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | 340 | 345111 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019, 4.13%, 04/01/49 | 550 | 474100 |
|  Eversource Energy, 3.45%, 01/15/50<sup>(a)</sup> | 329 | 256477 |
|  Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/35<sup>(a)</sup> | 700 | 704897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | 300 | 317609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | 163 | 160278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | 1200 | 1083803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | 413 | 389747 |
|  Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | 1055 | 1079398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | 800 | 889964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | 250 | 279175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | 413 | 452870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | 413 | 433528 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | 413 | 378077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | 700 | 636183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | 620 | 560346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 829 | 706520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 1013 | 892903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | 413 | 372352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | 413 | 368878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | 733 | 569711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | 800 | 581712 |
|  Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | 829 | 746063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/43 | 340 | 302111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 | 930 | 931556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | 600 | 441996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50<sup>(a)</sup> | 829 | 660170 |
|  Iberdrola International BV, 6.75%, 07/15/36 | 400 | 444121 |
|  Idaho Power Co., Series K, 4.20%, 03/01/48 | 400 | 345878 |
|  Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/37 | 113 | 122493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | 163 | 141590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46 | 96 | 85491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47 | 829 | 654050 |
|  Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/39 | 260 | 282403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | 413 | 322177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/30/49 | 477 | 365387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 11/30/51 | 355 | 249936 |
|  ITC Holdings Corp., 5.30%, 07/01/43 | 200 | 193318 |
|  John Sevier Combined Cycle Generation LLC, 4.63%, 01/15/42 | 658 | 645472 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | $850 | $857624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | 829 | 744775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | 225 | 169097 |
|  Louisville Gas & Electric Co., 4.25%, 04/01/49 | 829 | 736502 |
|  MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 10/15/36 | 300 | 330771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | 163 | 161298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 | 829 | 773699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 | 1000 | 891498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | 413 | 346366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | 1243 | 1130202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | 163 | 124642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | 225 | 157224 |
|  Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | 413 | 356420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51 | 413 | 285410 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 | 270 | 242639 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | 413 | 371657 |
|  Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50 | 329 | 238967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series GG, 5.90%, 05/01/53<sup>(a)</sup> | 100 | 114194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 6.65%, 04/01/36 | 600 | 697707 |
|  NextEra Energy Capital Holdings, Inc., 3.00%, 01/15/52 | 454 | 319827 |
|  Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 07/01/37 | 1000 | 1130469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/39 | 350 | 369802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | 130 | 107362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/44 | 250 | 224624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 250 | 218847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/15/46 | 500 | 410762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 953 | 785648 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 | 366 | 266563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | 145 | 111297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | 626 | 606292 |
|  NorthWestern Corp., 4.18%, 11/15/44 | 350 | 299396 |
|  NSTAR Electric Co., 4.55%, 06/01/52 | 381 | 367016 |
|  Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 11/01/39 | 350 | 358845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/01/40 | 300 | 288113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/47<sup>(a)(d)</sup> | 479 | 409014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 10/01/48<sup>(a)</sup> | 829 | 762352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 | 163 | 126261 |
|  Ohio Edison Co., 6.88%, 07/15/36 | 300 | 343144 |
|  Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | 829 | 728853 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | 359 | 252736 |
|  Oklahoma Gas and Electric Co., 4.15%, 04/01/47 | 500 | 419655 |
|  Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | 163 | 170661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | 1000 | 969521 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | 295 | 311665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | 163 | 139803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | 829 | 714227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | 413 | 371350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | 829 | 710530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | 809 | 612091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | 626 | 439738 |

---

9<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Oncor Electric Delivery Co. LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | $500 | $484331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 500 | 509086 |
|  Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | 1659 | 1365687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | 741 | 531812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | 1262 | 998052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 350 | 283216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | 413 | 337843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | 1026 | 781801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | 700 | 528372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 510 | 371228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 655 | 475071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | 2646 | 2209038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | 1745 | 1177670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | 543 | 471896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | 550 | 576085 |
|  PacifiCorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/35<sup>(a)</sup> | 163 | 169098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/37 | 500 | 537310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/15/37 | 700 | 786885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 07/15/38 | 243 | 275443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | 500 | 546989 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 | 163 | 144056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 | 829 | 729421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | 413 | 364152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 | 1000 | 775037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 | 1726 | 1232468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | 950 | 1014588 |
|  PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/01/36 | 260 | 284964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | 829 | 724002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | 126 | 92259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | 57 | 41736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | 243 | 172188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/52<sup>(a)</sup> | 1000 | 967986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | 200 | 189467 |
|  Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | 450 | 519636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | 563 | 510328 |
|  PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | 250 | 281368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | 163 | 156936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | 300 | 265940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | 400 | 350850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | 400 | 357867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | 110 | 82604 |
|  Progress Energy, Inc., 6.00%, 12/01/39 | 800 | 852951 |
|  Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 163 | 136283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | 829 | 700766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 | 829 | 728799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 36, 2.70%, 01/15/51 | 660 | 456928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 39, 4.50%, 06/01/52 | 300 | 287958 |
|  Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | 829 | 685488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | 350 | 369849 |
|  Public Service Co. of Oklahoma, Series K, 3.15%, 08/15/51 | 130 | 92362 |
|  Public Service Electric and Gas Co. 5.80%, 05/01/37 | 288 | 313723 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Public Service Electric and Gas Co. (continued) | Public Service Electric and Gas Co. (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | $385 | $340781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 01/01/43<sup>(a)</sup> | 260 | 225218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | 1036 | 879234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | 250 | 206073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | 413 | 352925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | 300 | 231835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | 329 | 252745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | 300 | 210426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/01/50 | 300 | 181944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | 829 | 613726 |
|  Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.27%, 03/15/37 | 400 | 430451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.76%, 10/01/39 | 300 | 316129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | 413 | 436899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | 400 | 349591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | 413 | 359816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | 620 | 456680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | 300 | 205132 |
|  San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | 400 | 436312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 829 | 736805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 400 | 335519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | 300 | 249372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | 300 | 263232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | 300 | 229464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | 600 | 436087 |
|  Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | 1329 | 1163666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | 700 | 749679 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | 829 | 696314 |
|  Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/34 | 1243 | 1354284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | 300 | 307771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/39<sup>(a)</sup> | 700 | 754141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 829 | 750276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 | 340 | 288127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | 1038 | 967140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | 1479 | 1241259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | 1429 | 1123314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | 880 | 670673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 04-G, 5.75%, 04/01/35<sup>(a)</sup> | 300 | 316636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 05-E, 5.35%, 07/15/35 | 300 | 305883 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 08-A, 5.95%, 02/01/38 | 413 | 442320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13-A, 3.90%, 03/15/43 | 307 | 254225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | 1000 | 689532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | 413 | 392271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | 163 | 125812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | 829 | 704725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | 243 | 248308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | 229 | 180423 |
|  Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | 550 | 506063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | 1570 | 1405489 |
|  Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/15/41 | 900 | 864482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 413 | 396107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | 829 | 756170 |
|  Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 300 | 320713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | 329 | 232960 |

---

S C H E D U L E O F I N V E S T M E N T S 10

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric Utilities (continued)** |  |  |
|  Southwestern Electric Power Co. (continued) | Southwestern Electric Power Co. (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series J, 3.90%, 04/01/45 | $340 | $275093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | 413 | 325216 |
|  Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 | 250 | 191375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | 413 | 330347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | 829 | 674474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | 329 | 246796 |
|  Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | 163 | 141962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/15/44 | 300 | 265352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 | 329 | 284703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | 1036 | 915629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | 175 | 172389 |
|  Toledo Edison Co., 6.15%, 05/15/37 | 26 | 28107 |
|  Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | 163 | 149386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 | 500 | 406334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 130 | 91456 |
|  Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/01/37 | 300 | 306283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 | 1000 | 871489 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 04/15/45 | 285 | 234996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 829 | 709008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | 413 | 310910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | 579 | 499225 |
|  Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 11/30/37 | 1000 | 1113333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | 950 | 1338203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | 463 | 401131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | 538 | 489552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | 374 | 347222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | 209 | 161042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | 591 | 380741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 | 413 | 295194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | 863 | 945812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | 829 | 890976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | 300 | 260384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | 413 | 339368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | 225 | 189251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52<sup>(a)</sup> | 1279 | 1200760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | 413 | 386646 |
|  Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/01/36 | 500 | 527035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/15/48 | 620 | 552495 |
|  Wisconsin Power and Light Co., 6.38%, 08/15/37 | 200 | 222453 |
|  Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | 516 | 391186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/01/51 | 153 | 106127 |
|  Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/01/36 | 650 | 734696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 1130 | 884702 |
|  |  | 212809728 |
| **Electrical Equipment — 0.1%** |  |  |
|  Eaton Corp.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | 1200 | 1160469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | 800 | 778033 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Electrical Equipment (continued)** |  |  |  |  |
|  Fortive Corp., 4.30%, 06/15/46 | $| 500 | $| 414732 |
|  Rockwell Automation, Inc., 4.20%, 03/01/49 |  | 829 |  | 762745 |
|  |  |  |  | 3115979 |
| **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** |
|  ABB Finance USA, Inc., 4.38%, 05/08/42 |  | 550 |  | 500490 |
|  Corning, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 |  | 550 |  | 520713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 |  | 620 |  | 623682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 |  | 163 |  | 129284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 |  | 620 |  | 533567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 |  | 496 |  | 499137 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 |  | 963 |  | 923988 |
|  Rockwell Automation, Inc., 2.80%, 08/15/61 |  | 410 |  | 269533 |
|  Tyco Electronics Group SA, 7.13%, 10/01/37 |  | 400 |  | 477785 |
|  |  |  |  | 4478179 |
| **Energy Equipment & Services — 0.4%** |  |  |  |  |
|  Baker Hughes Holdings LLC, 5.13%, 09/15/40 |  | 976 |  | 961701 |
|  Baker Hughes Holdings LLC/Baker Hughes Co.- Obligor, Inc., 4.08%, 12/15/47 |  | 1243 |  | 1044067 |
|  Halliburton Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 |  | 829 |  | 811409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 |  | 800 |  | 901938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 |  | 850 |  | 1018854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 |  | 450 |  | 402187 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 |  | 736 |  | 681302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 11/15/45<sup>(a)</sup> |  | 1959 |  | 1863712 |
|  NOV, Inc., 3.95%, 12/01/42 |  | 847 |  | 641449 |
|  |  |  |  | 8326619 |
| **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** | **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 |  | 66 |  | 55774 |
|  Republic Services, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 03/15/33<sup>(a)</sup> |  | 1043 |  | 867628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 |  | 600 |  | 640838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 |  | 350 |  | 258658 |
|  Waste Connections, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 |  | 829 |  | 608973 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 |  | 650 |  | 465472 |
|  Waste Management, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 |  | 470 |  | 370853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 |  | 355 |  | 323846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 |  | 413 |  | 377546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 |  | 450 |  | 302648 |
|  |  |  |  | 4272236 |
| **Equity Real Estate Investment Trusts (REITs) — 1.1%** | **Equity Real Estate Investment Trusts (REITs) — 1.1%** | **Equity Real Estate Investment Trusts (REITs) — 1.1%** | **Equity Real Estate Investment Trusts (REITs) — 1.1%** | **Equity Real Estate Investment Trusts (REITs) — 1.1%** |
|  Alexandria Real Estate Equities, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 |  | 1050 |  | 811704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/15/34<sup>(a)</sup> |  | 843 |  | 711559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 |  | 163 |  | 147536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 |  | 629 |  | 514505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 |  | 880 |  | 604732 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 |  | 1030 |  | 787707 |
|  American Homes 4 Rent LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 |  | 450 |  | 310789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 |  | 150 |  | 122181 |
|  American Tower Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 |  | 600 |  | 452600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 |  | 928 |  | 625711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 |  | 1070 |  | 704715 |

---

11<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
|  AvalonBay Communities, Inc., 3.90%, 10/15/46 | $663 | $543719 |
|  Boston Properties LP, 2.45%, 10/01/33 | 829 | 631795 |
|  Corporate Office Properties LP, 2.90%, 12/01/33 | 413 | 302949 |
|  Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | 1659 | 1219372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | 350 | 316322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | 400 | 383364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | 900 | 643682 |
|  Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | 514 | 353603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | 200 | 135667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | 660 | 488463 |
|  ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | 697 | 647371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | 413 | 372646 |
|  Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/48 | 300 | 259620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | 329 | 204785 |
|  Federal Realty Investment Trust, 4.50%, 12/01/44 | 500 | 424827 |
|  Healthpeak Properties, Inc., 6.75%, 02/01/41 | 250 | 272806 |
|  Invitation Homes Operating Partnership LP, 2.70%, 01/15/34 | 413 | 318789 |
|  Kilroy Realty LP, 2.65%, 11/15/33<sup>(a)</sup> | 329 | 237659 |
|  Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | 500 | 404431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | 250 | 195614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | 288 | 237721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | 413 | 307610 |
|  Mid-America Apartments LP, 2.88%, 09/15/51 | 609 | 424582 |
|  National Retail Properties, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 | 829 | 551168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 | 350 | 254813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | 378 | 247419 |
|  Omega Healthcare Investors, Inc., 3.25%, 04/15/33 | 629 | 473037 |
|  Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | 213 | 162411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/15/47<sup>(a)</sup> | 500 | 474083 |
|  Regency Centers LP, 4.40%, 02/01/47 | 413 | 344495 |
|  Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 | 350 | 404794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 476 | 434957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | 163 | 138204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | 413 | 357332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/13/49 | 1341 | 977516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | 829 | 667315 |
|  UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | 563 | 424844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 06/15/33 | 400 | 302424 |
|  Ventas Realty LP, 5.70%, 09/30/43 | 550 | 535981 |
|  Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | 350 | 372000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | 450 | 400270 |
|  Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/09/33<sup>(a)</sup> | 350 | 307686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/09/52 | 350 | 291255 |
|  WP Carey, Inc., 2.25%, 04/01/33<sup>(a)</sup> | 400 | 312475 |
|  |  | 23555615 |
| **Food & Staples Retailing — 1.8%** |  |  |
|  Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | 620 | 591455 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Food & Staples Retailing (continued)** |  |  |
|  Campbell Soup Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | $400 | $292677 |
|  Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | 829 | 833902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>(a)</sup> | 973 | 960269 |
|  Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | 429 | 362745 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | 250 | 261407 |
|  Dollar Tree, Inc., 3.38%, 12/01/51 | 329 | 238286 |
|  General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 | 400 | 382692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | 871 | 655831 |
|  Ingredion, Inc., 3.90%, 06/01/50 | 413 | 321232 |
|  Kellogg Co., 4.50%, 04/01/46 | 553 | 512808 |
|  Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 400 | 418810 |
|  Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/35<sup>(a)</sup> | 671 | 672121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | 813 | 924354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 | 413 | 380100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/09/40<sup>(a)</sup> | 671 | 739669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | 987 | 949934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | 1253 | 1225192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | 2700 | 2357626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | 1187 | 1110207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | 763 | 778714 |
|  Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | 900 | 906707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | 309 | 302590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | 413 | 338086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | 829 | 746009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | 413 | 379496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | 413 | 419828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | 1025 | 857004 |
|  Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | 350 | 356775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | 350 | 392951 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | 697 | 652281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 428 | 381720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | 413 | 365969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/50 | 400 | 296395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 | 979 | 1135038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | 600 | 431653 |
|  Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/37 | 400 | 465127 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | 655 | 806871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | 950 | 887323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | 702 | 596621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | 413 | 360372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | 850 | 629804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 01/15/53 | 700 | 707253 |
|  Walgreens Boots Alliance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/18/34 | 300 | 273188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 06/01/46<sup>(a)</sup> | 1050 | 883870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/50 | 829 | 637825 |
|  Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | 1200 | 1315138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | 1000 | 1217934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | 500 | 479889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/01/40 | 1659 | 1860217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/41 | 550 | 622321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | 854 | 653595 |

---

S C H E D U L E O F I N V E S T M E N T S 12

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** |  |
|  Walmart, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/22/44<sup>(a)</sup> | $| 300 | $292878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 |  | 1493 | 1422255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 |  | 550 | 425939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 09/22/51<sup>(a)</sup> |  | 1342 | 979921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 |  | 900 | 904854 |
|  |  |  | 39355728 |
| **Food Products — 0.5%** |  |  |  |
|  Archer-Daniels-Midland Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/15/35 |  | 700 | 750020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 |  | 59 | 53015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 |  | 429 | 370409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 |  | 829 | 805667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 |  | 600 | 427476 |
|  General Mills, Inc., 5.40%, 06/15/40 |  | 450 | 471397 |
|  Hershey Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 |  | 413 | 318848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 |  | 300 | 211438 |
|  Hormel Foods Corp., 3.05%, 06/03/51 |  | 413 | 310106 |
|  J M Smucker Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 |  | 513 | 488311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/15/41 |  | 300 | 220315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 |  | 413 | 370348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/50 |  | 330 | 249129 |
|  JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.<sup>(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/33<sup>(a)</sup> |  | 1100 | 1080106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 |  | 850 | 647657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/52<sup>(a)</sup> |  | 1450 | 1481160 |
|  Mondelez International, Inc., 2.63%, 09/04/50 |  | 880 | 603017 |
|  Tyson Foods, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/15/34<sup>(a)</sup> |  | 425 | 428976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 |  | 413 | 408143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 |  | 663 | 603801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 |  | 1393 | 1375486 |
|  |  |  | 11674825 |
| **Health Care Equipment & Supplies — 1.2%** | **Health Care Equipment & Supplies — 1.2%** | **Health Care Equipment & Supplies — 1.2%** |  |
|  Abbott Laboratories |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 |  | 1866 | 1943830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 |  | 500 | 584452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 |  | 913 | 988365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 |  | 563 | 574845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 |  | 2959 | 3094799 |
|  Baxter International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 |  | 413 | 309045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(a)</sup> |  | 671 | 461064 |
|  Becton Dickinson and Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 |  | 944 | 897219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 |  | 1563 | 1474988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 |  | 347 | 285454 |
|  Boston Scientific Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 |  | 615 | 582414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 |  | 250 | 303474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 |  | 839 | 809810 |
|  Danaher Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 |  | 475 | 455171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 |  | 813 | 561599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 |  | 660 | 474051 |
|  DH Europe Finance II Sarl, 3.40%, 11/15/49 |  | 1058 | 860305 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |  |
|  DH Europe Finance II SARL, 3.25%, 11/15/39 | $| 729 | $622104 |
|  GE HealthCare Technologies, Inc., 6.38%, 11/22/52<sup>(d)</sup> |  | 915 | 1056926 |
|  Koninklijke Philips NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 03/11/38 |  | 829 | 954626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/42<sup>(a)</sup> |  | 413 | 386941 |
|  Medtronic, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/35 |  | 1638 | 1629514 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/45<sup>(a)</sup> |  | 1850 | 1859740 |
|  PerkinElmer, Inc., 3.63%, 03/15/51 |  | 300 | 221554 |
|  STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51<sup>(a)</sup> |  | 500 | 391394 |
|  Stryker Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 |  | 550 | 480552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 |  | 1036 | 976123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 |  | 713 | 513052 |
|  Thermo Fisher Scientific, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 |  | 1177 | 924180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 |  | 1163 | 1089169 |
|  Zimmer Biomet Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/30/39<sup>(a)</sup> |  | 250 | 254295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 |  | 413 | 349410 |
|  |  |  | 26370465 |
| **Health Care Providers & Services — 4.4%** | **Health Care Providers & Services — 4.4%** | **Health Care Providers & Services — 4.4%** |  |
|  AdventHealth Obligated Group, Series E, 2.80%, 11/15/51 |  | 66 | 45309 |
|  Adventist Health System, 3.63%, 03/01/49 |  | 127 | 96533 |
|  Advocate Health & Hospitals Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 |  | 27 | 24713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 |  | 1585 | 1222291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.01%, 06/15/50 |  | 198 | 142521 |
|  Aetna, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 |  | 700 | 785065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 |  | 475 | 536968 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 |  | 428 | 392904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 |  | 849 | 789259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 |  | 869 | 718493 |
|  AHS Hospital Corp., Series 2021, 2.78%, 07/01/51 |  | 961 | 660233 |
|  Allina Health System, Series 2019, 3.89%, 04/15/49 . |  | 142 | 121046 |
|  AmerisourceBergen Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 |  | 663 | 582971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/15/47<sup>(a)</sup> |  | 413 | 369889 |
|  Ascension Health |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 |  | 1243 | 1095633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 |  | 2000 | 1614962 |
|  Banner Health |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 01/01/42 |  | 1640 | 1278037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.91%, 01/01/51 |  | 231 | 165330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50 |  | 118 | 88250 |
|  BayCare Health System, Inc., Series 2020, 3.83%, 11/15/50 |  | 213 | 180358 |
|  Baylor Scott & White Holdings, Series 2021, 2.84%, 11/15/50 |  | 2496 | 1777180 |
|  BHSH System Obligated Group, Series 19A, 3.49%, 07/15/49 |  | 1000 | 798423 |
|  Bon Secours Mercy Health, Inc., Series 20-2, 3.21%, 06/01/50 |  | 110 | 78599 |
|  Cardinal Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 |  | 400 | 344225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 |  | 620 | 560017 |

---

13<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |  |
|  Cardinal Health, Inc. (continued) 4.37%, 06/15/47 | $413 | $348289 |
|  Children's Hospital Corp., Series 2017, 4.12%, 01/01/47 | 130 | 118079 |
|  Children's Hospital Medical Center, 4.27%, 05/15/44 . | 1000 | 927985 |
|  Children's Hospital of Philadelphia, Series 2020, 2.70%, 07/01/50 | 93 | 63557 |
|  City of Hope, Series 2013, 5.62%, 11/15/43 | 610 | 633271 |
|  CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 | 1437 | 1166155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 | 1761 | 1473054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.46%, 11/01/52<sup>(a)</sup> | 343 | 396467 |
|  Community Health Network, Inc., Series 20-A, 3.10%, 05/01/50 | 225 | 154256 |
|  Cottage Health Obligated Group, Series 2020, 3.30%, 11/01/49 | 1000 | 768211 |
|  CVS Health Corp., 6.13%, 09/15/39 | 200 | 213439 |
|  Dartmouth-Hitchcock Health, Series B, 4.18%, 08/01/48 | 1164 | 995771 |
|  Dignity Health, 5.27%, 11/01/64 | 26 | 24924 |
|  Duke University Health System, Inc., Series 2017, 3.92%, 06/01/47 | 862 | 761461 |
|  Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/15/34<sup>(a)</sup> | 350 | 379789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | 350 | 389453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | 900 | 868102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | 859 | 822844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | 745 | 748666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | 788 | 743845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | 879 | 800589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | 620 | 575183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | 800 | 651366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | 999 | 742882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | 1220 | 984135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | 1029 | 956633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | 610 | 694309 |
|  Fred Hutchinson Cancer Center, Series 2022, 4.97%, 01/01/52<sup>(a)</sup> | 326 | 324319 |
|  Hackensack Meridian Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/57 | 2000 | 1836832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | 126 | 92318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | 657 | 459244 |
|  Hartford HealthCare Corp., 3.45%, 07/01/54 | 113 | 83438 |
|  HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | 829 | 781392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/42<sup>(d)</sup> | 500 | 425304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | 1479 | 1406265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | 1856 | 1695750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | 1495 | 1048289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/52<sup>(d)</sup> | 1576 | 1329312 |
|  Hoag Memorial Hospital Presbyterian, 3.80%, 07/15/52 | 1127 | 943455 |
|  Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | 829 | 763255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | 563 | 542698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | 130 | 120630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | 400 | 334359 |
|  Indiana University Health, Inc. Obligated Group, Series 2021, 2.85%, 11/01/51 | 1413 | 982717 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
|  Inova Health System Foundation, 4.07%, 05/15/52 | $25 | $22319 |
|  Integris Baptist Medical Center, Inc., Series A, 3.88%, 08/15/50 | 122 | 93416 |
|  Johns Hopkins Health System Corp., 3.84%, 05/15/46 | 2113 | 1826283 |
|  Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | 919 | 843609 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | 243 | 189907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | 1430 | 1104119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | 3055 | 2271476 |
|  Mass General Brigham, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | 600 | 511738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49 | 913 | 690102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | 329 | 236213 |
|  Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | 225 | 200271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61<sup>(a)</sup> | 301 | 218439 |
|  MedStar Health, Inc., Series 20A, 3.63%, 08/15/49 | 25 | 19208 |
|  Memorial Health Services, 3.45%, 11/01/49 | 323 | 255213 |
|  Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/01/42<sup>(a)</sup> | 130 | 134464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/01/52 | 130 | 116665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.96%, 01/01/50 | 2505 | 1806059 |
|  Methodist Hospital, Series 20A, 2.71%, 12/01/50 | 942 | 645771 |
|  Montefiore Obligated Group, 4.29%, 09/01/50 | 300 | 189704 |
|  Mount Nittany Medical Center Obligated Group, Series 2022, 3.80%, 11/15/52 | 103 | 84063 |
|  Mount Sinai Hospitals Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017, 3.98%, 07/01/48 | 1500 | 1269071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019, 3.74%, 07/01/49<sup>(a)</sup> | 225 | 176259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.39%, 07/01/50 | 120 | 84844 |
|  MultiCare Health System, 2.80%, 08/15/50 | 200 | 127358 |
|  Nationwide Children's Hospital, Inc., 4.56%, 11/01/52 | 25 | 23642 |
|  New York and Presbyterian Hospital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | 413 | 289458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | 97 | 86246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.61%, 08/01/60<sup>(a)</sup> | 413 | 250665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | 270 | 199417 |
|  Northwell Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 11/01/46 | 130 | 104944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | 1544 | 1179059 |
|  Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 | 66 | 51645 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 | 2358 | 1741456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.32%, 11/01/61<sup>(a)</sup> | 141 | 102618 |
|  NYU Langone Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.37%, 07/01/47 | 645 | 585513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13-A, 5.75%, 07/01/43 | 500 | 530503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.38%, 07/01/55 | 500 | 366624 |
|  OhioHealth Corp., 2.83%, 11/15/41 | 272 | 205662 |
|  Orlando Health Obligated Group, 3.33%, 10/01/50 | 125 | 91651 |
|  PeaceHealth Obligated Group, Series 2020, 3.22%, 11/15/50 | 66 | 47303 |
|  Piedmont Healthcare, Inc., Series 2042, 2.72%, 01/01/42<sup>(a)</sup> | 106 | 76885 |
|  Presbyterian Healthcare Services, 4.88%, 08/01/52 | 108 | 106389 |
|  Providence St Joseph Health Obligated Group, Series 21A, 2.70%, 10/01/51 | 1749 | 1125063 |

---

S C H E D U L E O F I N V E S T M E N T S 14

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |  |
|  Queen's Health Systems, 4.81%, 07/01/52 | $60 | $58829 |
|  Rady Children's Hospital-San Diego, Series 21A, 3.15%, 08/15/51 | 57 | 41193 |
|  RWJ Barnabas Health, Inc., 3.95%, 07/01/46 | 1150 | 994489 |
|  Seattle Children's Hospital, Series 2021, 2.72%, 10/01/50 | 113 | 76173 |
|  Sentara Healthcare, Series 2021, 2.93%, 11/01/51 | 63 | 44522 |
|  Stanford Health Care, 3.03%, 08/15/51 | 579 | 417711 |
|  Summa Health, 3.51%, 11/15/51 | 130 | 94238 |
|  Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | 27 | 23190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40 | 115 | 90465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50 | 276 | 207232 |
|  Texas Health Resources, 2.33%, 11/15/50 | 107 | 65853 |
|  Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/45 | 1500 | 1353562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48 | 64 | 50794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40 | 29 | 21570 |
|  UMass Memorial Health Care Obligated Group, 5.36%, 07/01/52 | 212 | 210487 |
|  UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/35 | 58 | 58578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | 1000 | 1109288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | 1000 | 1164734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | 800 | 945678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | 926 | 1131355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | 1384 | 1202422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | 1175 | 910984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | 26 | 28996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | 1639 | 1309248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | 496 | 481786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/42<sup>(a)</sup> | 650 | 614780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | 597 | 544884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | 1163 | 1092872 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | 1143 | 1147351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | 620 | 564516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | 829 | 758502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | 1113 | 946661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/15/48<sup>(a)</sup> | 1160 | 1069803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | 1579 | 1502017 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | 1243 | 1053223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | 1069 | 781445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | 2558 | 2001395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | 2400 | 2747999 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | 779 | 660152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | 1150 | 835656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | 1250 | 1257497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | 1400 | 1637838 |
|  WakeMed, Series A, 3.29%, 10/01/52 | 59 | 41406 |
|  Willis-Knighton Medical Center, Series 2018, 4.81%, 09/01/48 | 528 | 501154 |
|  Yale-New Haven Health Services Corp., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.50%, 07/01/50 | 57 | 37187 |
|  |  | 97212530 |
| **Health Care Technology — 0.2%** |  |  |
|  Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | 2060 | 1623698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | 1779 | 1308281 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care Technology (continued)** | **Health Care Technology (continued)** |  |
|  Catholic Health Services of Long Island Obligated Group, Series 2020, 3.37%, 07/01/50 | $145 | $104913 |
|  Laboratory Corp. of America Holdings, 4.70%, 02/01/45 | 721 | 661837 |
|  Quest Diagnostics, Inc., 4.70%, 03/30/45 | 163 | 146427 |
|  |  | 3845156 |
| **Hotels, Restaurants & Leisure — 0.6%** |  |  |
|  Darden Restaurants, Inc., 4.55%, 02/15/48 | 413 | 343401 |
|  Marriott International, Inc., Series II, 2.75%, 10/15/33 | 550 | 445936 |
|  McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | 586 | 587641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | 1100 | 1262020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | 829 | 945771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | 300 | 322435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | 726 | 614688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | 829 | 782413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/09/45<sup>(a)</sup> | 1379 | 1361687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | 1113 | 1034667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | 600 | 560717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/49<sup>(a)</sup> | 1374 | 1125950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 1152 | 1031402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/09/52 | 400 | 411499 |
|  Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 829 | 677132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | 800 | 735275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | 400 | 365549 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | 829 | 633494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | 1010 | 787910 |
|  |  | 14029587 |
| **Household Durables — 0.1%** |  |  |
|  Leggett & Platt, Inc., 3.50%, 11/15/51 | 500 | 369567 |
|  MDC Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | 329 | 292515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 08/06/61 | 300 | 181028 |
|  PulteGroup, Inc., 6.38%, 05/15/33 | 900 | 940064 |
|  Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/01/43 | 130 | 119788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 | 413 | 349315 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/50 | 496 | 428847 |
|  |  | 2681124 |
| **Household Products — 0.1%** |  |  |
|  Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | 750 | 637584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 400 | 400165 |
|  |  | 1037749 |
| **Industrial Conglomerates — 0.0%** |  |  |
|  Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | 250 | 275836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | 400 | 435097 |
|  |  | 710933 |
| **Insurance — 3.5%** |  |  |
|  Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | 340 | 286093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | 543 | 530268 |
|  Alleghany Corp., 3.25%, 08/15/51 | 829 | 621697 |
|  Allstate Corp.<br>5.55%, 05/09/35 | 450 | 480221 |

---

15<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
|  Allstate Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/36<sup>(a)</sup> | $350 | $389949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | 397 | 371722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | 829 | 733391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 | 829 | 693157 |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 2.12%), 6.50%, 05/15/67<sup>(b)</sup> | 425 | 425398 |
|  American Financial Group, Inc., 4.50%, 06/15/47 | 620 | 530203 |
|  American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/35<sup>(a)</sup> | 500 | 460861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/01/36 | 750 | 816452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | 700 | 653005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | 620 | 590444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 | 829 | 791212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/30/50<sup>(a)</sup> | 963 | 877692 |
|  Aon Corp., 6.25%, 09/30/40 | 255 | 275770 |
|  Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | 600 | 413299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | 889 | 735058 |
|  Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | 563 | 515363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | 413 | 386507 |
|  Arch Capital Finance LLC, 5.03%, 12/15/46 | 500 | 468454 |
|  Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 05/01/34 | 500 | 588069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 06/30/50 | 829 | 625058 |
|  Arch Capital Group U.S., Inc., 5.14%, 11/01/43 | 259 | 248140 |
|  Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | 763 | 579166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | 300 | 205144 |
|  Assured Guaranty U.S. Holdings, Inc., 3.60%, 09/15/51 | 300 | 220509 |
|  Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | 194 | 142482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 | 700 | 464768 |
|  Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/40<sup>(a)</sup> | 700 | 801185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | 676 | 664173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | 463 | 443194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/48<sup>(a)</sup> | 2209 | 2067406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | 1879 | 1770529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | 1629 | 1173221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 | 628 | 425850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | 2567 | 2216300 |
|  Berkshire Hathaway, Inc., 4.50%, 02/11/43 | 911 | 906484 |
|  Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 | 985 | 800831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | 350 | 246148 |
|  Brown & Brown, Inc., 4.95%, 03/17/52 | 570 | 513993 |
|  Chubb Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | 1100 | 1230064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | 526 | 622805 |
|  Chubb INA Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | 97 | 89413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | 1659 | 1567368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | 413 | 298748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | 936 | 664850 |
|  Cincinnati Financial Corp., 6.13%, 11/01/34 | 310 | 332241 |
|  Corebridge Financial, Inc.<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | 525 | 455575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/05/52 | 1155 | 989045 |
|  Equitable Holdings, Inc., 5.00%, 04/20/48 | 1379 | 1303687 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
|  Everest Reinsurance Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | $1113 | $830548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | 865 | 600089 |
|  Fidelity National Financial, Inc., 3.20%, 09/17/51 | 422 | 265484 |
|  Hartford Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | 500 | 533993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | 26 | 27737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | 500 | 441321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | 1106 | 878723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 | 629 | 435012 |
|  Jackson Financial, Inc., 4.00%, 11/23/51 | 400 | 276925 |
|  Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | 163 | 169630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | 625 | 699607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | 280 | 227116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/50 | 413 | 332572 |
|  Loews Corp., 6.00%, 02/01/35 | 300 | 324618 |
|  Manulife Financial Corp., 5.38%, 03/04/46 | 579 | 598950 |
|  Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/05/46 | 400 | 368407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | 620 | 514831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | 300 | 280904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | 413 | 337477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | 475 | 347749 |
|  Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 08/01/33 | 400 | 437029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | 450 | 441975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | 513 | 469563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | 413 | 370421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | 1279 | 1272350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/51 | 343 | 245334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | 450 | 542075 |
|  MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | 1863 | 2167997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | 1050 | 1152946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | 655 | 711569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | 825 | 748606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | 1036 | 1030170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | 450 | 433909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | 1013 | 905038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/13/46<sup>(a)</sup> | 443 | 422923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | 910 | 923165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | 1000 | 1040220 |
|  Nationwide Financial Services, Inc., 6.75%, 05/15/87 | 340 | 334796 |
|  Old Republic International Corp., 3.85%, 06/11/51 | 600 | 454954 |
|  Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 10/15/36 | 450 | 482157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | 250 | 221791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/46<sup>(a)</sup> | 513 | 445367 |
|  Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | 26 | 23673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | 130 | 108128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | 1213 | 1093373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 413 | 375237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | 413 | 359729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 655 | 552110 |
|  Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | 1000 | 1096278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | 1529 | 1212741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | 763 | 740314 |

---

S C H E D U L E O F I N V E S T M E N T S 16

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |  |
|  Prudential Financial, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | $| 813 | $694663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 |  | 450 | 411262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 |  | 752 | 641435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 |  | 1329 | 1207929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 |  | 1386 | 1144576 |
|  Transatlantic Holdings, Inc., 8.00%, 11/30/39 |  | 300 | 389971 |
|  Travelers Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 |  | 163 | 192527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 |  | 1113 | 1277550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 |  | 300 | 320283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/01/43<sup>(a)</sup> |  | 702 | 671834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 |  | 163 | 149399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 |  | 450 | 375220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 |  | 1163 | 1022284 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 |  | 450 | 392733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 |  | 163 | 143062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 |  | 450 | 307304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 |  | 829 | 624719 |
|  Travelers Property Casualty Corp., 6.38%, 03/15/33 . |  | 26 | 29561 |
|  Unum Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/42<sup>(a)</sup> |  | 163 | 162952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 |  | 163 | 126603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 |  | 975 | 733027 |
|  Voya Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 |  | 413 | 413186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 |  | 255 | 221533 |
|  W R Berkley Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 |  | 413 | 340743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 |  | 413 | 309540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 09/30/61 |  | 300 | 198432 |
|  Willis North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 |  | 300 | 270665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 |  | 480 | 369185 |
|  XLIT Ltd., 5.50%, 03/31/45 |  | 663 | 674115 |
|  |  |  | 77826586 |
| **Interactive Media & Services — 0.3%** | **Interactive Media & Services — 0.3%** | **Interactive Media & Services — 0.3%** |  |
|  Alphabet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/40<sup>(a)</sup> |  | 1141 | 803142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 |  | 2510 | 1604741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 |  | 1643 | 1011154 |
|  eBay, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 |  | 600 | 510210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 |  | 813 | 633568 |
|  Meta Platforms, Inc., 4.65%, 08/15/62 |  | 1250 | 1095463 |
|  |  |  | 5658278 |
| **Internet & Direct Marketing Retail — 1.1%** | **Internet & Direct Marketing Retail — 1.1%** | **Internet & Direct Marketing Retail — 1.1%** |  |
|  Alibaba Group Holding Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 |  | 500 | 468365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 |  | 878 | 763684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 02/09/41 |  | 950 | 654930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 |  | 1451 | 1195298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 |  | 1366 | 923771 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 |  | 678 | 562867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 |  | 950 | 624682 |
|  Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/05/34 |  | 1496 | 1552477 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 |  | 2129 | 1979096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 |  | 1513 | 1572969 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Internet & Direct Marketing Retail (continued)** | **Internet & Direct Marketing Retail (continued)** |  |
|  Amazon.com, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | $2773 | $2515333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | 2829 | 1915793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | 3309 | 2515940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | 1426 | 1262888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | 1209 | 1107245 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | 2029 | 1328429 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/13/62<sup>(a)</sup> | 1579 | 1386109 |
|  Meta Platforms, Inc., 4.45%, 08/15/52 | 2500 | 2183237 |
|  |  | 24513113 |
| **IT Services — 0.6%** |  |  |
|  Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | 666 | 498102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | 300 | 249791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/52<sup>(a)</sup> | 440 | 443042 |
|  Fiserv, Inc., 4.40%, 07/01/49 | 1677 | 1439435 |
|  International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | 1650 | 1490428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | 850 | 907863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | 655 | 500456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | 902 | 786354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | 941 | 885134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | 2495 | 2206658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | 964 | 680381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | 550 | 416994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 07/27/52<sup>(a)</sup> | 800 | 776858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | 500 | 499575 |
|  Kyndryl Holdings, Inc., 4.10%, 10/15/41 | 479 | 317116 |
|  Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/15/45<sup>(a)</sup> | 300 | 299512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | 472 | 356183 |
|  |  | 12753882 |
| **Leisure Products — 0.0%** |  |  |
|  Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | 413 | 424963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 05/15/44<sup>(a)</sup> | 255 | 227484 |
|  |  | 652447 |
| **Machinery — 0.6%** |  |  |
|  Brunswick Corp., 5.10%, 04/01/52 | 329 | 246428 |
|  Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 08/15/36 | 690 | 790763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | 994 | 1066656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | 1951 | 1770067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | 829 | 679059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/09/50<sup>(a)</sup> | 829 | 678959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | 400 | 403465 |
|  Crane Holdings Co., 4.20%, 03/15/48 | 300 | 228520 |
|  Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | 1104 | 1041372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 | 517 | 398823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | 750 | 681859 |
|  Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | 829 | 650144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 | 676 | 510691 |
|  Snap-on, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 | 350 | 318561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 | 829 | 639816 |
|  Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/01/40 | 350 | 346220 |

---

17<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
|  Stanley Black & Decker, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 11/15/48<sup>(a)</sup> | $463 | $429596 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | 675 | 438292 |
|  Valmont Industries, Inc., 5.00%, 10/01/44<sup>(a)</sup> | 829 | 762243 |
|  Xylem, Inc., 4.38%, 11/01/46 | 413 | 360417 |
|  |  | 12441951 |
| **Media — 5.2%** |  |  |
|  Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | 1085 | 988650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | 498 | 436877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | 658 | 521498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series US-4, 3.65%, 03/17/51 | 500 | 395529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series US-6, 3.20%, 02/15/52 | 559 | 407132 |
|  Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 04/01/33<sup>(a)</sup> | 430 | 386283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | 2013 | 2058748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | 829 | 742955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 979 | 688034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | 1363 | 948018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | 2843 | 2796788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | 2543 | 2170870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | 1459 | 1298915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 | 1229 | 1017408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | 2826 | 2225342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 | 2046 | 1359278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | 2425 | 1654712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | 1252 | 1051412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | 163 | 162300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | 1967 | 1247464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | 1429 | 1002153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | 1243 | 803290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | 1000 | 835679 |
|  Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.05%, 03/15/33 | 1050 | 1251453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | 1853 | 1799430 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 06/15/35 | 900 | 981182 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 | 163 | 159631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 | 1163 | 996878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | 350 | 405777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | 1213 | 1108644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | 1370 | 1344837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | 1579 | 1312299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | 1629 | 1439544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | 475 | 460304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | 308 | 297507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | 1036 | 983237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | 1413 | 1124001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | 1163 | 1007480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | 2243 | 1934375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 1163 | 1012176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | 2036 | 1963360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | 2039 | 1754040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | 1000 | 693183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | 5109 | 3566600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 08/15/52 | 1409 | 903299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | 1047 | 904264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | 4551 | 3105710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/58<sup>(a)</sup> | 829 | 822835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 08/15/62<sup>(a)</sup> | 1300 | 819334 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
|  Comcast Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | $4079 | $2733557 |
|  Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 | 463 | 408726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 | 700 | 693064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 04/01/43 | 500 | 414246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 09/20/47 | 1099 | 919417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/15/49 | 413 | 349321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/15/50 | 829 | 647395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/55 | 1575 | 1083303 |
|  Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | 1129 | 1095785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 | 1429 | 1381529 |
|  Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/40 | 463 | 496105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/13/45<sup>(a)</sup> | 650 | 591013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 01/31/46<sup>(a)</sup> | 702 | 731747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/24/49 | 600 | 559613 |
|  NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 516 | 569160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | 130 | 121706 |
|  Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | 1263 | 1295883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | 400 | 371121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | 243 | 193541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | 1186 | 875092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | 1061 | 944052 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | 163 | 132569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 | 829 | 651143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | 600 | 457830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | 929 | 738495 |
|  TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 11/16/48 | 630 | 581890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/49<sup>(a)</sup> | 413 | 360889 |
|  Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 04/15/40 | 400 | 402932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 | 829 | 802599 |
|  Time Warner Cable Enterprises LLC, 8.38%, 07/15/33 | 763 | 894367 |
|  Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | 1288 | 1316559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 07/01/38 | 1150 | 1233095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | 1701 | 1748820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | 913 | 855176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | 1450 | 1303085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | 963 | 765926 |
|  TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/16/41 | 500 | 467201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | 813 | 742831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | 513 | 469670 |
|  Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 12/15/34 | 788 | 904145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | 1533 | 1766135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | 1036 | 1223952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 | 829 | 815168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | 1625 | 1390035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | 550 | 625631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | 550 | 584339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 413 | 404422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | 450 | 450448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 | 250 | 334211 |

---

S C H E D U L E O F I N V E S T M E N T S 18

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Media (continued)** |  |  |
|  Walt Disney Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | $843 | $817155 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | 1629 | 1161556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 03/23/50<sup>(a)</sup> | 1727 | 1707072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | 2524 | 2084045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | 1229 | 1016269 |
|  Warnermedia Holdings, Inc.<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/15/42<sup>(a)</sup> | 4150 | 3543409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 03/15/52<sup>(a)</sup> | 6464 | 5368743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.39%, 03/15/62 | 2750 | 2288406 |
|  |  | 114236309 |
| **Metals & Mining — 1.3%** |  |  |
|  ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/39<sup>(a)</sup> | 771 | 831870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 | 225 | 233205 |
|  Barrick Gold Corp., 6.45%, 10/15/35 | 250 | 274570 |
|  Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | 1463 | 1575794 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | 713 | 775269 |
|  Barrick PD Australia Finance Pty. Ltd., 5.95%, 10/15/39 | 713 | 780088 |
|  BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | 913 | 850149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | 2234 | 2311600 |
|  Freeport-McMoRan, Inc.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 | 613 | 609990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 | 1844 | 1791449 |
|  Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/01/35 | 563 | 603419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 800 | 891912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/42<sup>(a)</sup> | 1077 | 1060783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | 380 | 389299 |
|  Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 12/01/37<sup>(a)</sup> | 550 | 623065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | 550 | 459216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | 413 | 284282 |
|  Precision Castparts Corp., 4.38%, 06/15/45 | 413 | 390548 |
|  Rio Tinto Alcan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/15/33 | 700 | 785016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/01/35 | 250 | 266760 |
|  Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 11/02/40<sup>(a)</sup> | 1088 | 1147871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | 1039 | 743200 |
|  Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | 288 | 286676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | 713 | 658212 |
|  Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/27/35 | 750 | 888891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/16/40<sup>(a)</sup> | 869 | 990551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | 950 | 932116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/23/45<sup>(a)</sup> | 1338 | 1416139 |
|  Steel Dynamics, Inc., 3.25%, 10/15/50 | 496 | 363232 |
|  Teck Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/01/35 | 240 | 251139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/15/41 | 630 | 659868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/42 | 300 | 278331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 02/01/43 | 560 | 532283 |
|  Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 01/17/34 | 410 | 493999 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Metals & Mining (continued)** |  |  |
|  Vale Overseas Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/21/36 | $1250 | $1365719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 11/10/39 | 1036 | 1134529 |
|  Vale SA, 5.63%, 09/11/42 | 829 | 831280 |
|  |  | 28762320 |
| **Multiline Retail — 0.0%** |  |  |
|  TJX Cos., Inc., 4.50%, 04/15/50 | 413 | 395599 |
| **Multi-Utilities — 0.7%** |  |  |
|  Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | 26 | 23121 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | 640 | 560385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | 413 | 372823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | 1243 | 1088403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | 520 | 404631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 | 450 | 315019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 | 200 | 224786 |
|  CenterPoint Energy Resources Corp., 5.85%, 01/15/41 | 163 | 174238 |
|  Exelon Corp., Series WI, 4.10%, 03/15/52 | 959 | 828512 |
|  NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | 869 | 928878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | 301 | 303060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | 163 | 154448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | 428 | 447659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | 963 | 866047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 | 500 | 416362 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 450 | 439830 |
|  ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | 563 | 526378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | 350 | 310220 |
|  Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 08/01/43 | 255 | 234209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.64%, 11/01/46 | 255 | 194504 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | 329 | 239563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | 500 | 483605 |
|  Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 | 600 | 500143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 | 400 | 467722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | 163 | 138812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | 829 | 725880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | 350 | 290515 |
|  Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/41<sup>(a)</sup> | 550 | 578685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/01/43 | 261 | 226274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | 620 | 493240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | 350 | 300647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 21A, 3.15%, 09/30/51 | 745 | 521864 |
|  Southwest Gas Corp., 3.18%, 08/15/51 | 745 | 493972 |
|  Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | 413 | 318582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | 350 | 281325 |
|  |  | 14874342 |
| **Offshore Drilling & Other Services — 0.3%** |  |  |
|  Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 | 400 | 421239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | 625 | 709751 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | 1020 | 980263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 06/01/50 | 763 | 558999 |

---

19<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Offshore Drilling & Other Services (continued)** | **Offshore Drilling & Other Services (continued)** |  |
|  KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | $400 | $398260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | 886 | 687590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | 1045 | 1049088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | 720 | 745821 |
|  Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 03/15/49<sup>(a)</sup> | 829 | 831955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | 779 | 561812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | 250 | 177495 |
|  |  | 7122273 |
| **Oil, Gas & Consumable Fuels — 7.9%** |  |  |
|  BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | 1430 | 1140385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/24/50<sup>(a)</sup> | 2229 | 1627398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | 409 | 283565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.94%, 06/04/51<sup>(a)</sup> | 2367 | 1696280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 03/17/52<sup>(a)</sup> | 1263 | 911328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | 2027 | 1519515 |
|  Burlington Resources LLC, 5.95%, 10/15/36<sup>(a)</sup> | 550 | 598251 |
|  Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 06/30/33 | 350 | 371929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 02/01/35<sup>(a)</sup> | 300 | 302821 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | 400 | 421129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | 925 | 990046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/01/47<sup>(a)</sup> | 1243 | 1157241 |
|  Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | 1154 | 1121516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 09/15/37 | 413 | 447691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/15/39 | 489 | 535650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/15/47<sup>(a)</sup> | 683 | 659312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/52 | 609 | 463501 |
|  Cheniere Corpus Christi Holdings LLC, 2.74%, 12/31/39<sup>(a)</sup> | 763 | 625340 |
|  Chevron Corp., 3.08%, 05/11/50 | 500 | 389606 |
|  Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 | 350 | 397917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/15/43 | 300 | 317660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 | 1163 | 786851 |
|  CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/10/35 | 1000 | 1036437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 05/15/37 | 1329 | 1445287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/30/39 | 1000 | 1206150 |
|  Columbia Pipeline Group, Inc., 5.80%, 06/01/45<sup>(a)</sup> | 400 | 421510 |
|  ConocoPhillips, 6.50%, 02/01/39 | 1450 | 1720536 |
|  ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | 980 | 867829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | 829 | 774893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | 300 | 337683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | 988 | 845204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | 1530 | 1320170 |
|  Continental Resources, Inc., 4.90%, 06/01/44 | 613 | 492235 |
|  DCP Midstream Operating LP, 5.60%, 04/01/44<sup>(a)</sup> | 350 | 349748 |
|  Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 1263 | 1251662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | 419 | 375572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | 763 | 700551 |
|  Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/24/51<sup>(a)</sup> | 1163 | 964709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | 700 | 563570 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |
|  Diamondback Energy, Inc. (continued) 6.25%, 03/15/53 | $550 | $575148 |
|  Eastern Gas Transmission & Storage, Inc., 4.60%, 12/15/44 | 500 | 438269 |
|  Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/15/40<sup>(a)</sup> | 500 | 497867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | 660 | 789226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38 | 350 | 407548 |
|  Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | 829 | 676884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | 413 | 365343 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 454 | 374965 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | 989 | 737502 |
|  Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | 963 | 907028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 | 500 | 569327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 | 700 | 711450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | 1463 | 1543212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 02/15/42 | 250 | 246021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 | 163 | 141282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | 413 | 369719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | 397 | 393019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | 626 | 574364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | 413 | 362598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 | 829 | 748109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | 813 | 740676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | 736 | 735609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/15/47<sup>(a)</sup> | 920 | 832301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | 2079 | 1906629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | 500 | 490681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 | 1779 | 1806655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | 2036 | 1776788 |
|  Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | 600 | 659979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | 600 | 669030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | 597 | 638076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | 1100 | 1045836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | 1133 | 1033128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | 1429 | 1360997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | 1036 | 1012983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | 911 | 857686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | 1279 | 1104576 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | 1579 | 1462702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | 978 | 834289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | 1025 | 804823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | 1029 | 736554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | 981 | 711209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | 300 | 276036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | 1000 | 790965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 6.88%, 03/01/33 | 500 | 573364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 6.65%, 10/15/34 | 300 | 332805 |
|  EOG Resources, Inc., 4.95%, 04/15/50 | 713 | 737022 |
|  Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 | 829 | 724984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | 911 | 948990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | 225 | 210938 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | 1650 | 1478930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | 620 | 486368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | 1429 | 1216530 |

---

S C H E D U L E O F I N V E S T M E N T S 20

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |
|  Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | $713 | $585131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | 1844 | 1761902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | 600 | 508183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | 2329 | 2119604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | 1243 | 958436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | 2818 | 2654328 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 2365 | 1928466 |
|  Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | 829 | 927499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | 750 | 782893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 02/15/41<sup>(a)</sup> | 954 | 951564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/01/47<sup>(a)</sup> | 429 | 434677 |
|  Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 08/15/33 | 500 | 564909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | 829 | 850065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | 576 | 613764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | 1536 | 1737485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | 600 | 641777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | 350 | 371857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 11/15/40 | 650 | 752221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | 413 | 436457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | 400 | 367378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | 400 | 353067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | 513 | 464749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | 620 | 596189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | 463 | 442078 |
|  Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | 763 | 753095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | 1736 | 1691676 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | 620 | 565564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | 1036 | 963944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | 500 | 346334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | 1029 | 761890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | 700 | 671869 |
|  Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | 400 | 371401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | 563 | 460094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | 660 | 535546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | 1186 | 940890 |
|  Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 10/01/37 | 763 | 807445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 06/01/45<sup>(a)</sup> | 513 | 465012 |
|  Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | 1150 | 1259530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 763 | 684614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | 829 | 703572 |
|  MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | 1700 | 1544299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | 829 | 764921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | 413 | 377119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | 1786 | 1541114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | 1479 | 1411428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | 771 | 683330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | 500 | 425380 |
|  ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | 500 | 529688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | 400 | 430207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | 575 | 580862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | 350 | 350390 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** |  |  |
|  ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/15/35 | $300 | $299788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | 1079 | 942604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | 863 | 780375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 | 625 | 506748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | 413 | 333054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | 250 | 277813 |
|  Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 08/15/34<sup>(a)</sup> | 413 | 439404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | 725 | 764207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | 243 | 253252 |
|  Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | 1122 | 1106444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | 1476 | 1613081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | 1636 | 1604806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | 967 | 715142 |
|  Phillips 66 Co., 4.90%, 10/01/46<sup>(d)</sup> | 413 | 391046 |
|  Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.65%, 01/15/37 | 500 | 519270 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | 450 | 392625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 | 300 | 232064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | 620 | 510138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 | 829 | 697823 |
|  Sabine Pass Liquefaction LLC, 5.90%, 09/15/37<sup>(d)</sup> | 400 | 415147 |
|  Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | 1220 | 1181520 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | 2575 | 3001725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/25/40 | 775 | 835145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | 413 | 320515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | 600 | 517030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | 979 | 945977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 2823 | 2658911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | 1736 | 1545241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | 1095 | 933688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 | 778 | 594453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 | 2739 | 2142643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | 750 | 551466 |
|  Spectra Energy Partners LP, 4.50%, 03/15/45 | 1460 | 1292534 |
|  Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 12/01/34 | 400 | 413689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.80%, 05/15/38 | 750 | 842601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/15/38 | 1243 | 1352754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | 613 | 678160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | 829 | 696031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/04/51<sup>(a)</sup> | 621 | 492822 |
|  Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | 650 | 589063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | 322 | 275710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | 700 | 709723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | 800 | 833855 |
|  TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | 700 | 557939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | 763 | 616734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | 2279 | 1740640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | 829 | 629057 |
|  TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | 1120 | 1078555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 03/31/34<sup>(a)</sup> | 413 | 424250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | 500 | 520432 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | 880 | 961589 |

---

21<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  TransCanada PipeLines Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/38 | $1036 | $984277 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 08/15/38<sup>(a)</sup> | 163 | 190404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | 1363 | 1667249 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | 500 | 536216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 | 517 | 494293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/48 | 470 | 449787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | 1370 | 1352285 |
|  Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | 400 | 403857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | 163 | 147922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | 550 | 496859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/50<sup>(a)</sup> | 413 | 340916 |
|  Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | 1375 | 1533178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/45<sup>(a)</sup> | 413 | 391993 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | 875 | 669447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/52<sup>(a)</sup> | 519 | 421774 |
|  Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.30%, 04/15/40<sup>(a)</sup> | 1113 | 1206347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | 350 | 356567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | 429 | 419030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | 829 | 845642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | 413 | 379664 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/15/45<sup>(a)</sup> | 745 | 704623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | 713 | 648739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | 600 | 443015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | 620 | 599076 |
|  |  | 172704034 |
| **Personal Products — 0.3%** |  |  |
|  Colgate-Palmolive Co.<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 500 | 479892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | 620 | 569654 |
|  Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/37<sup>(a)</sup> | 300 | 336390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/45<sup>(a)</sup> | 500 | 475587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | 413 | 384601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | 566 | 444518 |
|  GSK Consumer Healthcare Capital U.S. LLC, 4.00%, 03/24/52 | 1000 | 836118 |
|  Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/05/37<sup>(a)</sup> | 950 | 1077650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | 463 | 420180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | 829 | 736385 |
|  Unilever Capital Corp., Series 30Y, 2.63%, 08/12/51 | 704 | 501306 |
|  |  | 6262281 |
| **Pharmaceuticals — 5.9%** |  |  |
|  AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | 1720 | 1687708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | 2001 | 1953340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | 1030 | 978859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | 3437 | 3096720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | 2910 | 2686599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | 1036 | 1006932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | 552 | 530350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | 2423 | 2317922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | 2036 | 1871694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | 829 | 811169 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
|  AbbVie, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | $5931 | $5309216 |
|  AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | 2775 | 3321414 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | 850 | 788606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | 1037 | 1003773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | 745 | 715801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 | 348 | 222709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | 650 | 494969 |
|  Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | 1663 | 1564595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | 650 | 475823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | 1040 | 900892 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | 750 | 612618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | 650 | 636134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | 650 | 671248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | 1460 | 1373906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | 1042 | 1012316 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | 3153 | 2907200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | 1589 | 1082372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 1943 | 1642846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | 864 | 728740 |
|  Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | 2229 | 2182250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | 829 | 662085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | 1536 | 1461634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | 620 | 511123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | 2843 | 2725093 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | 1229 | 932773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | 1436 | 1092186 |
|  CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | 829 | 824538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | 4573 | 4377268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | 1010 | 882034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 | 1283 | 926047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | 750 | 741839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | 2981 | 2869782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | 7242 | 6885097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | 496 | 421783 |
|  Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/37 | 400 | 446917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 829 | 744516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/15/49<sup>(a)</sup> | 800 | 755225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | 1659 | 1119711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | 500 | 468828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | 796 | 531134 |
|  GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | 463 | 495578 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | 2691 | 3212930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | 496 | 455767 |
|  Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 | 713 | 730832 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | 970 | 906921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | 1263 | 1177945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | 850 | 987931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | 850 | 766210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | 600 | 700909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | 1243 | 910912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 291 | 293826 |

---

S C H E D U L E O F I N V E S T M E N T S 22

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
|  Johnson & Johnson (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 05/15/41 | $250 | $259785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | 620 | 635532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | 1663 | 1499452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/03/47<sup>(a)</sup> | 850 | 770058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | 1036 | 900810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 | 850 | 573375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | 1243 | 829991 |
|  Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 11/01/39 | 360 | 388856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/01/44 | 463 | 438946 |
|  Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 12/01/33 | 600 | 703483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | 350 | 420318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | 913 | 842949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | 1659 | 1231724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | 450 | 393826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | 1120 | 1060443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | 1876 | 1655532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | 1329 | 1207545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | 1129 | 771441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | 1671 | 1203390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | 1329 | 925207 |
|  Merck Sharp & Dohme Corp., 5.75%, 11/15/36 | 300 | 332024 |
|  Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | 413 | 355647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | 754 | 620450 |
|  Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | 450 | 402425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | 1636 | 1623530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | 1120 | 1054585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | 1110 | 829800 |
|  Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/15/36 | 1413 | 1363899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | 829 | 796011 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | 813 | 755703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 03/15/39<sup>(a)</sup> | 2166 | 2772826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | 1109 | 853411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | 400 | 443212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | 663 | 643729 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 813 | 801986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | 1243 | 1174036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | 813 | 772907 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | 829 | 768157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 | 1160 | 847847 |
|  Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | 1391 | 1087154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | 1833 | 1351481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | 1078 | 778117 |
|  Utah Acquisition Sub, Inc., 5.25%, 06/15/46 | 1013 | 845177 |
|  Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | 1179 | 860554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | 1743 | 1208154 |
|  Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/34 | 813 | 949672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | 2163 | 2451266 |
|  Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | 1129 | 1079159 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
|  Zoetis, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | $413 | $351536 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | 413 | 376696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 | 329 | 238467 |
|  |  | 130110376 |
| **Real Estate — 0.1%** |  |  |
|  Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | 496 | 448880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | 700 | 509004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | 400 | 244746 |
|  VICI Properties LP, 5.63%, 05/15/52 | 629 | 590398 |
|  |  | 1793028 |
| **Road & Rail — 2.5%** |  |  |
|  Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 08/15/36<sup>(a)</sup> | 250 | 282448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | 650 | 741512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | 750 | 825162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | 450 | 460013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | 500 | 530043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | 250 | 253147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | 97 | 92101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | 563 | 532389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | 830 | 793105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | 713 | 738351 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | 1013 | 1017804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | 813 | 785447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | 1013 | 925749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | 413 | 403325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | 309 | 268904 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | 763 | 690451 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | 829 | 739030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | 413 | 374190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | 931 | 766660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | 329 | 246188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | 829 | 652173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | 650 | 469454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | 800 | 762762 |
|  Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | 400 | 454774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | 450 | 512786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | 250 | 284279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | 660 | 520898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | 1243 | 1062915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | 374 | 254395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 08/05/52 | 580 | 551034 |
|  Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 163 | 159292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/02/41<sup>(a)</sup> | 992 | 787377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | 919 | 891774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | 1792 | 1321242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | 763 | 837606 |
|  CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | 1000 | 1090707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | 300 | 333779 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | 200 | 226014 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | 500 | 525633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | 911 | 877099 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | 750 | 670764 |

---

23<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Road & Rail (continued)** |  |  |  |  |
|  CSX Corp. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | $| 750 | $| 629852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 |  | 620 |  | 563906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 |  | 600 |  | 577746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 |  | 829 |  | 767754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 |  | 140 |  | 108076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 |  | 454 |  | 375167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 |  | 371 |  | 315488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 05/15/51<sup>(a)</sup> |  | 975 |  | 645843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/52<sup>(a)</sup> |  | 800 |  | 742537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 |  | 413 |  | 377323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 |  | 663 |  | 570946 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 |  | 413 |  | 376213 |
|  Kansas City Southern |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 |  | 400 |  | 357800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 |  | 450 |  | 433431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 |  | 413 |  | 386592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 |  | 413 |  | 323012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 |  | 377 |  | 318189 |
|  Norfolk Southern Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 |  | 600 |  | 586498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 |  | 626 |  | 549019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 |  | 163 |  | 149253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 |  | 600 |  | 562748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 |  | 745 |  | 636854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 |  | 713 |  | 626409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 |  | 276 |  | 211919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 |  | 750 |  | 544919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 |  | 626 |  | 436958 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 |  | 829 |  | 715750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 |  | 272 |  | 219847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 |  | 1025 |  | 956500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 |  | 829 |  | 598002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 |  | 829 |  | 625833 |
|  Union Pacific Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 |  | 413 |  | 366136 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.89%, 04/06/36 |  | 700 |  | 584564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 |  | 436 |  | 387244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 |  | 500 |  | 437395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 |  | 975 |  | 807091 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 |  | 493 |  | 415792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 |  | 163 |  | 142686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 |  | 1266 |  | 1106507 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 |  | 413 |  | 382820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 |  | 1711 |  | 1334969 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 |  | 1013 |  | 864957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 |  | 1086 |  | 787494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/09/52 |  | 550 |  | 562796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 |  | 1216 |  | 982956 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 |  | 645 |  | 542044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 |  | 1951 |  | 1616024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 |  | 977 |  | 762945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 |  | 1000 |  | 690985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 01/20/63 |  | 200 |  | 206944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 |  | 1159 |  | 920818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 |  | 951 |  | 765621 |
|  |  |  |  | 54671948 |
| **Semiconductors & Semiconductor Equipment — 2.3%** | **Semiconductors & Semiconductor Equipment — 2.3%** | **Semiconductors & Semiconductor Equipment — 2.3%** | **Semiconductors & Semiconductor Equipment — 2.3%** | **Semiconductors & Semiconductor Equipment — 2.3%** |
|  Advanced Micro Devices, Inc., 4.39%, 06/01/52 |  | 430 |  | 399698 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
|  Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | $1701 | $1318459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | 950 | 699048 |
|  Broadcom, Inc.<sup>(d)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | 1700 | 1335482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | 972 | 815457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | 2881 | 2388716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 11/15/35 | 3193 | 2478906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 11/15/36 | 2700 | 2064545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(a)</sup> | 2400 | 2202871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | 2916 | 2228813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/51<sup>(a)</sup> | 1385 | 1028900 |
|  Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | 800 | 882845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | 413 | 367096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 06/01/50<sup>(a)</sup> | 659 | 509974 |
|  Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 03/25/40<sup>(a)</sup> | 600 | 569285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | 1607 | 1180411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/19/46<sup>(a)</sup> | 2073 | 1782621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | 1113 | 948860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | 1909 | 1518116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | 1750 | 1264391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | 2156 | 1991762 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | 1050 | 726547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/05/52<sup>(a)</sup> | 1500 | 1415411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | 813 | 541019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/25/60<sup>(a)</sup> | 579 | 548426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | 1257 | 850364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | 800 | 749167 |
|  Massachusetts Institute of Technology, 3.07%, 04/01/52 | 230 | 182062 |
|  Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | 413 | 296401 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | 413 | 282288 |
|  NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | 988 | 858445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | 1993 | 1633918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | 493 | 400406 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | 963 | 713703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | 413 | 295425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | 475 | 321599 |
|  QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 05/20/33<sup>(a)</sup> | 900 | 967185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 | 963 | 984002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | 1420 | 1418604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/20/47<sup>(a)</sup> | 1243 | 1149836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/20/50<sup>(a)</sup> | 660 | 518263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | 942 | 889179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | 1020 | 1170006 |
|  Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | 829 | 775610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 1479 | 1407881 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 09/15/51<sup>(a)</sup> | 500 | 372288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/16/52<sup>(a)</sup> | 95 | 90470 |
|  TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 10/25/41<sup>(a)</sup> | 916 | 735374 |

---

S C H E D U L E O F I N V E S T M E N T S 24

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
|  TSMC Arizona Corp. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/25/51<sup>(a)</sup> | $| 750 | $| 584685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 |  | 1050 |  | 1031625 |
|  |  |  |  | 49886445 |
| **Software — 2.7%** |  |  |  |  |
|  Activision Blizzard, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 |  | 350 |  | 330866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 |  | 1210 |  | 813058 |
|  Electronic Arts, Inc., 2.95%, 02/15/51 |  | 571 |  | 401719 |
|  Microsoft Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(a)</sup> |  | 1515 |  | 1426850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 11/03/35<sup>(a)</sup> |  | 700 |  | 707038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 |  | 1742 |  | 1612426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 |  | 850 |  | 840974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 |  | 1000 |  | 1017188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 |  | 1729 |  | 1567377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/06/47<sup>(a)</sup> |  | 1500 |  | 1474663 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 |  | 6411 |  | 4568563 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.92%, 03/17/52<sup>(a)</sup> |  | 4677 |  | 3576045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 |  | 1659 |  | 1684595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 |  | 3708 |  | 2572702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 |  | 2165 |  | 1639179 |
|  Oracle Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 |  | 1066 |  | 985660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 |  | 1213 |  | 1072802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 |  | 1370 |  | 1182323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 |  | 1670 |  | 1403621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 |  | 1200 |  | 1318456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/08/39<sup>(a)</sup> |  | 1413 |  | 1487083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/40<sup>(a)</sup> |  | 2884 |  | 2285090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 |  | 2279 |  | 2227228 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 |  | 1185 |  | 937890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 |  | 413 |  | 360807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 05/15/45<sup>(a)</sup> |  | 1866 |  | 1513703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 |  | 2866 |  | 2271865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 |  | 2243 |  | 1779005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 |  | 3619 |  | 2659448 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 |  | 3134 |  | 2435909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 |  | 2350 |  | 2718344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 |  | 1036 |  | 854480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 |  | 3191 |  | 2306194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 |  | 1450 |  | 1097618 |
|  Salesforce, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 |  | 1729 |  | 1303124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 |  | 1648 |  | 1177184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 |  | 1020 |  | 703566 |
|  |  |  |  | 58314643 |
| **Specialty Retail — 0.0%** |  |  |  |  |
|  Dick's Sporting Goods, Inc., 4.10%, 01/15/52 |  | 580 |  | 408275 |
| **Technology Hardware, Storage & Peripherals — 1.6%** | **Technology Hardware, Storage & Peripherals — 1.6%** | **Technology Hardware, Storage & Peripherals — 1.6%** | **Technology Hardware, Storage & Peripherals — 1.6%** | **Technology Hardware, Storage & Peripherals — 1.6%** |
|  Apple, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(a)</sup> |  | 1263 |  | 1294291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 |  | 1500 |  | 1119219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 |  | 3000 |  | 2726741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 |  | 1163 |  | 1158082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 |  | 619 |  | 527482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 |  | 2013 |  | 1959251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 |  | 3042 |  | 3063925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 |  | 2020 |  | 1818363 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
|  Apple, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/09/47<sup>(a)</sup> | $1163 | $1118101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | 1500 | 1316202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | 1036 | 910306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | 1786 | 1352493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | 2494 | 1771699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | 523 | 352741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | 1436 | 1015914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | 1815 | 1290456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | 1950 | 1751169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 08/20/60<sup>(a)</sup> | 1829 | 1200634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | 973 | 667162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | 1430 | 994953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | 1350 | 1208166 |
|  Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | 901 | 1054527 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/15/41<sup>(d)</sup> | 1029 | 740912 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | 725 | 875048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 12/15/51<sup>(d)</sup> | 1113 | 739315 |
|  Dell, Inc., 6.50%, 04/15/38 | 329 | 338720 |
|  Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/15/35<sup>(a)</sup> | 663 | 716747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | 1220 | 1286040 |
|  HP, Inc., 6.00%, 09/15/41<sup>(a)</sup> | 1188 | 1207156 |
|  |  | 35575815 |
| **Textiles, Apparel & Luxury Goods — 0.2%** |  |  |
|  NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/27/40<sup>(a)</sup> | 829 | 711464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/45<sup>(a)</sup> | 763 | 697443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | 1243 | 1040172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 03/27/50<sup>(a)</sup> | 1150 | 962506 |
|  |  | 3411585 |
| **Tobacco — 1.2%** |  |  |
|  Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | 1793 | 1727551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | 1429 | 1005105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | 850 | 667006 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | 629 | 500358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/31/44<sup>(a)</sup> | 1644 | 1522041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | 1436 | 1018237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 02/14/49 | 2393 | 2261621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | 541 | 403937 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | 745 | 497066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/04/61 | 979 | 675953 |
|  BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | 2366 | 1943637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 | 730 | 528557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | 2369 | 1804812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | 970 | 759450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | 463 | 389289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 09/25/50 | 946 | 665634 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 | 454 | 405718 |
|  Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | 1250 | 1391625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | 600 | 528399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | 550 | 486626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | 788 | 635040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | 671 | 564876 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | 663 | 613971 |

---

25<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* | *Value* |
| **Tobacco (continued)** |  |  |  |  |
|  Philip Morris International, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | $| 1150 | $| 977757 |
|  Reynolds American, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 |  | 1193 |  | 1141456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 09/15/43<sup>(a)</sup> |  | 497 |  | 479574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 |  | 1950 |  | 1781833 |
|  |  |  |  | 25377129 |
| **Transportation Infrastructure — 0.7%** | **Transportation Infrastructure — 0.7%** | **Transportation Infrastructure — 0.7%** |  |  |
|  FedEx Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 |  | 400 |  | 397661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 02/01/35 |  | 423 |  | 381132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 |  | 708 |  | 540411 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/01/42 |  | 500 |  | 408840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/15/43 |  | 500 |  | 417209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 01/15/44<sup>(a)</sup> |  | 650 |  | 621807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 02/01/45 |  | 500 |  | 415334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 |  | 946 |  | 859950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 |  | 1220 |  | 1073948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 |  | 763 |  | 659772 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 |  | 1013 |  | 830541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/17/48 |  | 829 |  | 779363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(a)</sup> |  | 1129 |  | 1106639 |
|  FedEx Corp. Pass-Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35 |  | 804 |  | 664907 |
|  United Parcel Service, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 |  | 1226 |  | 1425146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 |  | 829 |  | 885785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 |  | 400 |  | 407410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 |  | 163 |  | 143157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 |  | 142 |  | 116181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 |  | 963 |  | 843941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 |  | 829 |  | 781353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 09/01/49<sup>(a)</sup> |  | 575 |  | 474995 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(a)</sup> |  | 1129 |  | 1234476 |
|  |  |  |  | 15469958 |
| **Utilities — 0.2%** |  |  |  |  |
|  American Water Capital Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 |  | 800 |  | 916554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 |  | 500 |  | 461626 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 |  | 163 |  | 147098 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 |  | 800 |  | 676496 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 |  | 413 |  | 343314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 |  | 413 |  | 365024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 |  | 600 |  | 469923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 |  | 745 |  | 565508 |
|  Essential Utilities, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 |  | 400 |  | 345787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 |  | 829 |  | 610355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 |  | 279 |  | 279179 |
|  |  |  |  | 5180864 |
| **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** | **Wireless Telecommunication Services — 1.6%** |
|  America Movil SAB de CV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 |  | 900 |  | 998888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 |  | 300 |  | 327431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 |  | 1800 |  | 1960164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 |  | 971 |  | 881668 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/22/49<sup>(a)</sup> |  | 1028 |  | 922846 |
|  Crown Castle, Inc., 4.15%, 07/01/50 |  | 500 |  | 416055 |
|  Orange SA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 |  | 812 |  | 844333 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |  |
|  Orange SA (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 | $| 750 | $795028 |
|  Rogers Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 |  | 200 | 234058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/15/42<sup>(d)</sup> |  | 726 | 631562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 |  | 500 | 480365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 |  | 1013 | 927567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 |  | 1036 | 842980 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 |  | 1036 | 854345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 11/15/49<sup>(a)</sup> |  | 979 | 727469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/52<sup>(a)(d)</sup> |  | 2160 | 1815653 |
|  T-Mobile USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 |  | 2036 | 1842242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 |  | 1959 | 1460863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 |  | 2200 | 1942868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 |  | 2600 | 1871894 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 |  | 2859 | 2086795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 |  | 1100 | 1147540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 |  | 1606 | 1155781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 |  | 650 | 682430 |
|  Vodafone Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 |  | 1663 | 1788289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 |  | 863 | 852044 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 |  | 1187 | 1024216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 |  | 2576 | 2448071 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 |  | 1493 | 1346459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 |  | 1535 | 1273278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/19/59 |  | 496 | 462152 |
|  |  |  | 35045334 |
| **Total Corporate Bonds — 87.1%<br> (Cost: $2,138,515,218)** | **Total Corporate Bonds — 87.1%<br> (Cost: $2,138,515,218)** | **Total Corporate Bonds — 87.1%<br> (Cost: $2,138,515,218)** | 1912532798 |
|  **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Chile — 0.5%** |  |  |  |
|  Chile Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 |  | 2210 | 1798111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 |  | 1300 | 1149119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 |  | 2500 | 1887188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.34%, 03/07/42<sup>(a)</sup> |  | 1900 | 1684231 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.86%, 06/21/47 |  | 1300 | 1056088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 |  | 1578 | 1185768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/31/52<sup>(a)</sup> |  | 1310 | 1062983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 |  | 1932 | 1270652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 |  | 708 | 461660 |
|  |  |  | 11555800 |
| **Hungary — 0.1%** |  |  |  |
|  Hungary Government International Bond, 7.63%, 03/29/41<sup>(a)</sup> |  | 1516 | 1711185 |
| **Indonesia — 0.4%** |  |  |  |
|  Indonesia Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/11/48 |  | 1666 | 1495418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/11/49 |  | 900 | 913599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 10/30/49 |  | 1000 | 802610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/14/50 |  | 478 | 366656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 |  | 1478 | 1271243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 |  | 1589 | 1187952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 |  | 750 | 658207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/20/52 |  | 575 | 589438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/11/53 |  | 630 | 659994 |

---

S C H E D U L E O F I N V E S T M E N T S 26

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Indonesia (continued)** |  |  |
|  Indonesia Government International Bond (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | $478 | $331068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 04/15/70 | 1000 | 865110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/71 | 750 | 526958 |
|  |  | 9668253 |
| **Israel — 0.3%** |  |  |
|  Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/43 | 1585 | 1493862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/17/48 | 778 | 695338 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/03/50<sup>(a)</sup> | 1778 | 1506855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/03/2120 | 850 | 727813 |
|  State of Israel, 3.38%, 01/15/50 | 1778 | 1377950 |
|  |  | 5801818 |
| **Italy — 0.2%** |  |  |
|  Republic of Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/33<sup>(a)</sup> | 1670 | 1676505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/17/49 | 2283 | 1715072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/06/51 | 2178 | 1553811 |
|  |  | 4945388 |
| **Mexico — 1.5%** |  |  |
|  Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/08/33 | 600 | 682200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | 1000 | 960000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 | 3650 | 3069650 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/27/34 | 1497 | 1629672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 | 2605 | 2765207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | 2406 | 2451112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | 2982 | 2452695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | 3272 | 2809830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 01/21/45 | 2565 | 2427131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | 2082 | 1722855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 01/15/47 | 1445 | 1148775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 02/10/48 | 2260 | 1853200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/31/50<sup>(a)</sup> | 1827 | 1472790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/27/51<sup>(a)</sup> | 2110 | 1817238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | 2500 | 1956250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | 2810 | 1910800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/12/2110<sup>(a)</sup> | 2312 | 2069674 |
|  |  | 33199079 |
| **Panama — 0.6%** |  |  |
|  Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 | 1600 | 1687800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | 1938 | 2092192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/47<sup>(a)</sup> | 1150 | 918419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | 2268 | 1772300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | 1578 | 1189220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 | 1808 | 1371029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.87%, 07/23/60<sup>(a)</sup> | 2903 | 1935575 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 | 1500 | 1114969 |
|  |  | 12081504 |
| **Peru — 0.5%** |  |  |
|  Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 | 1414 | 1755834 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | 2187 | 1771880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/14/37<sup>(a)</sup> | 1413 | 1529396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | 1659 | 1246635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/18/50<sup>(a)</sup> | 2110 | 2135452 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Par<br> (000)* | *Value* |
| **Peru (continued)** |  |  |  |
|  Peruvian Government International Bond (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | $| 1725 | $1268198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 |  | 1686 | 1016658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 01/15/72<sup>(a)</sup> |  | 925 | 620213 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.23%, 07/28/2121 |  | 913 | 548257 |
|  |  |  | 11892523 |
| **Philippines — 0.7%** |  |  |  |
|  Philippines Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/23/34<sup>(a)</sup> |  | 1750 | 1982067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/13/37<sup>(a)</sup> |  | 1128 | 1133764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 |  | 1850 | 1618953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 |  | 1926 | 1610829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 |  | 2903 | 2420696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 |  | 478 | 350785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 12/10/45 |  | 1310 | 912232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 07/06/46 |  | 1910 | 1430323 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 03/29/47 |  | 900 | 789075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 10/13/47<sup>(a)</sup> |  | 700 | 768327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/17/48 |  | 1700 | 1768187 |
|  |  |  | 14785238 |
| **South Korea — 0.1%** |  |  |  |
|  Export-Import Bank of Korea, 2.50%, 06/29/41 |  | 478 | 345295 |
|  Korea International Bond<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/10/44 |  | 600 | 575010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 |  | 1145 | 1046805 |
|  |  |  | 1967110 |
| **Supranational — 0.1%** |  |  |  |
|  European Investment Bank, 4.88%, 02/15/36 |  | 750 | 828219 |
|  Inter-American Development Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 |  | 620 | 542200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/24/44<sup>(a)</sup> |  | 225 | 233290 |
|  International Bank for Reconstruction & Development, 4.75%, 02/15/35 |  | 413 | 445823 |
|  |  |  | 2049532 |
| **Uruguay — 0.4%** |  |  |  |
|  Uruguay Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 10/28/34<sup>(a)</sup> |  | 1300 | 1441050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/21/36<sup>(a)</sup> |  | 1050 | 1343475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 11/20/45<sup>(a)</sup> |  | 800 | 750800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 |  | 3516 | 3549402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 04/20/55<sup>(a)</sup> |  | 2324 | 2299598 |
|  |  |  | 9384325 |
| **Total Foreign Agency Obligations — 5.4%<br> (Cost: $134,676,757)** | **Total Foreign Agency Obligations — 5.4%<br> (Cost: $134,676,757)** | **Total Foreign Agency Obligations — 5.4%<br> (Cost: $134,676,757)** | 119041755 |
|  **Municipal Bonds** |  |  |  |
| **Arizona — 0.1%** |  |  |  |
|  Salt River Project Agricultural Improvement & Power District, RB, BAB, 4.84%, 01/01/41 |  | 910 | 938920 |
| **California — 1.6%** |  |  |  |
|  Bay Area Toll Authority, RB, BAB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F-2, 6.26%, 04/01/49 |  | 610 | 742674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series S-1, 6.92%, 04/01/40 |  | 500 | 607845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series S-1, 7.04%, 04/01/50<sup>(a)</sup> |  | 25 | 33206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series S-3, 6.91%, 10/01/50 |  | 1540 | 2016448 |

---

27<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **California (continued)** |  |  |
|  Bay Area Toll Authority, Refunding RB, Series F-3, 3.13%, 04/01/55 | $845 | $616366 |
|  California State University, RB, Series E, 2.90%, 11/01/51 | 125 | 93611 |
|  California State University, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 2.98%, 11/01/51 | 835 | 648067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 2.72%, 11/01/52 | 25 | 17714 |
|  City of Los Angeles Department of Airports Customer Facility Charge Revenue, Refunding RB, Class A, (AGM), 4.24%, 05/15/48 | 540 | 483235 |
|  City of San Francisco California Public Utilities Commission Water Revenue, RB, BAB, 6.95%, 11/01/50 | 25 | 32415 |
|  City of San Francisco California Public Utilities Commission Water Revenue, Refunding RB, Series A, 3.30%, 11/01/39 | 140 | 118936 |
|  East Bay Municipal Utility District Water System Revenue, RB, BAB, 5.87%, 06/01/40 | 25 | 28420 |
|  Foothill-Eastern Transportation Corridor Agency, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.09%, 01/15/49 | 195 | 161608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, (AGM), 3.92%, 01/15/53 | 110 | 88972 |
|  Golden State Tobacco Securitization Corp., Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B, (SAP), 3.29%, 06/01/42 | 1420 | 1128899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B, (SAP), 3.00%, 06/01/46 | 100 | 92954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A-1, 3.71%, 06/01/41 | 210 | 168080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A-1, 4.21%, 06/01/50 | 210 | 166617 |
|  Los Angeles Community College District, GO, BAB, 6.75%, 08/01/49 | 1315 | 1740614 |
|  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, RB, BAB, 5.74%, 06/01/39 | 25 | 27140 |
|  Los Angeles County Public Works Financing Authority, RB, BAB, 7.62%, 08/01/40 | 25 | 32695 |
|  Los Angeles Department of Water & Power, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 07/01/39 | 125 | 141029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.57%, 07/01/45 | 1300 | 1622721 |
|  Los Angeles Unified School District, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series KR, 5.75%, 07/01/34 | 690 | 751742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series RY, 6.76%, 07/01/34 | 1775 | 2071549 |
|  Regents of the University of California Medical Center Pooled Revenue, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.26%, 05/15/60<sup>(a)</sup> | 290 | 209592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.71%, 05/15/2120 | 1400 | 970266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Q, 4.56%, 05/15/53<sup>(a)</sup> | 1135 | 1088697 |
|  Regents of the University of California Medical Center Pooled Revenue, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 6.58%, 05/15/49 | 490 | 596987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, 6.55%, 05/15/48 | 55 | 66724 |
|  San Diego County Regional Transportation Commission, RB, BAB, 5.91%, 04/01/48 | 190 | 213493 |
|  San Diego County Regional Transportation Commission, Refunding RB, Series A, 3.25%, 04/01/48 | 113 | 89616 |
|  San Diego County Water Authority, RB, BAB, Series B, 6.14%, 05/01/49 | 1030 | 1213806 |
|  San Joaquin Hills Transportation Corridor Agency, Refunding RB, Series B, (AGM), 3.49%, 01/15/50 | 225 | 170561 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **California (continued)** |  |  |
|  State of California, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/34 | $520 | $655865 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 | 1965 | 2608239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | 3390 | 4319341 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 | 1270 | 1623313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/01/40 | 3480 | 4618193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.60%, 11/01/40 | 1525 | 2066604 |
|  State of California, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/01/33 | 125 | 124962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 04/01/38 | 100 | 98154 |
|  University of California, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AD, 4.86%, 05/15/2112 | 225 | 210881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115 | 333 | 307774 |
|  University of California, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 05/15/43 | 115 | 128943 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 05/15/45 | 400 | 449890 |
|  |  | 35465458 |
| **Colorado — 0.0%** |  |  |
|  Regional Transportation District Sales Tax Revenue, RB, BAB, Series B, 5.84%, 11/01/50 | 25 | 29746 |
| **District of Columbia — 0.1%** |  |  |
|  District of Columbia Water & Sewer Authority, RB, Series A, Senior Lien, 4.81%, 10/01/2114 | 530 | 504416 |
|  District of Columbia Water & Sewer Authority, Refunding RB, Series D, Subordinate Lien, 3.21%, 10/01/48 | 95 | 76160 |
|  District of Columbia, RB, BAB, Series E, 5.59%, 12/01/34 | 1125 | 1208888 |
|  Metropolitan Washington Airports Authority Dulles Toll Road Revenue, RB, BAB, 7.46%, 10/01/46<sup>(a)</sup>  | 25 | 32738 |
|  |  | 1822202 |
| **Florida — 0.0%** |  |  |
|  County of Miami-Dade Florida Aviation Revenue, Refunding RB, Series C, 4.28%, 10/01/41 | 540 | 498068 |
|  County of Miami-Dade Florida Transit System, Refunding RB, Series B, 2.60%, 07/01/42 | 90 | 68335 |
|  |  | 566403 |
| **Georgia — 0.1%** |  |  |
|  City of Atlanta Georgia Department of Aviation, Refunding ARB, 2.26%, 11/01/35 | 150 | 122432 |
|  Municipal Electric Authority of Georgia, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.64%, 04/01/57 | 1027 | 1161094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.66%, 04/01/57 | 833 | 952914 |
|  |  | 2236440 |
| **Idaho — 0.0%** |  |  |
|  Idaho Energy Resources Authority, RB, 2.86%, 09/01/46 | 25 | 18484 |
| **Illinois — 0.6%** |  |  |
|  Chicago O'Hare International Airport, RB<sup>(a)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.47%, 01/01/49 | 100 | 96485 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.57%, 01/01/54 | 100 | 96547 |
|  Chicago O'Hare International Airport, RB, BAB, Series B, 6.40%, 01/01/40 | 890 | 1058359 |
|  Chicago Transit Authority Sales & Transfer Tax Receipts Revenue, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 6.90%, 12/01/40 | 420 | 487252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 6.90%, 12/01/40 | 1140 | 1336826 |

---

S C H E D U L E O F I N V E S T M E N T S 28

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Illinois (continued)** |  |  |
|  Chicago Transit Authority Sales Tax Receipts Fund, RB, BAB, Series B, 6.20%, 12/01/40 | $345 | $385126 |
|  Illinois State Toll Highway Authority, RB, BAB, Series A, 6.18%, 01/01/34 | 163 | 186210 |
|  Metropolitan Water Reclamation District of Greater Chicago, GO, BAB, 5.72%, 12/01/38 | 670 | 743785 |
|  Sales Tax Securitization Corp., Refunding RB, Series B, 2nd Lien, 3.24%, 01/01/42 | 1030 | 837221 |
|  State of Illinois, GO, 5.10%, 06/01/33 | 7805 | 7747024 |
|  State of Illinois, GO, BAB, 7.35%, 07/01/35 | 320 | 345130 |
|  |  | 13319965 |
| **Indiana — 0.0%** |  |  |
|  Indiana Finance Authority, Refunding RB, 3.05%, 01/01/51<sup>(a)</sup> | 55 | 42878 |
| **Kansas — 0.0%** |  |  |
|  Kansas Development Finance Authority, RB, Series K, (BAM), 2.77%, 05/01/51<sup>(a)</sup> | 90 | 65591 |
| **Louisiana — 0.1%** |  |  |
|  Louisiana Local Government Environmental Facilities & Community Development Authority, RB, Class A-4, 4.48%, 08/01/39 | 1460 | 1423893 |
|  State of Louisiana Gasoline & Fuels Tax Revenue, Refunding RB, Series A, 2.95%, 05/01/41 | 150 | 118214 |
|  |  | 1542107 |
| **Massachusetts — 0.1%** |  |  |
|  Commonwealth of Massachusetts, GO, Series H, 2.90%, 09/01/49 | 25 | 18562 |
|  Commonwealth of Massachusetts, GO, BAB, 5.46%, 12/01/39 | 820 | 894960 |
|  Commonwealth of Massachusetts, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 2.66%, 09/01/39 | 642 | 531223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 2.81%, 09/01/43<sup>(a)</sup> | 820 | 628624 |
|  Massachusetts School Building Authority, RB, BAB, 5.72%, 08/15/39 | 670 | 750799 |
|  Massachusetts School Building Authority, Refunding RB, Sub-Series B, 3.40%, 10/15/40 | 55 | 46655 |
|  Massachusetts Water Resources Authority, Refunding RB, Series C, 2.82%, 08/01/41 | 110 | 85845 |
|  |  | 2956668 |
| **Michigan — 0.4%** |  |  |
|  Michigan Finance Authority, Refunding RB 3.08%, 12/01/34 | 90 | 78024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 12/01/40 | 1555 | 1319181 |
|  Michigan State Building Authority, Refunding RB, 2nd Series, 2.71%, 10/15/40 | 155 | 118692 |
|  Michigan State University, RB, Series A, 4.17%, 08/15/2122 | 243 | 198733 |
|  University of Michigan, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.50%, 04/01/52<sup>(a)</sup> | 55 | 46995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.45%, 04/01/2122 | 1547 | 1385484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 2.44%, 04/01/40 | 475 | 362185 |
|  University of Michigan, Refunding RB, Series C, 3.60%, 04/01/47 | 5000 | 4518895 |
|  |  | 8028189 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Minnesota — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Minnesota, RB, 4.05%, 04/01/52 | $118 | $110703 |
| **Missouri — 0.0%** |  |  |
|  Health & Educational Facilities Authority of the State of Missouri, RB, Series A, 3.65%, 08/15/57<sup>(a)</sup> | 350 | 302248 |
|  Health & Educational Facilities Authority of the State of Missouri, Refunding RB, Class A, 3.23%, 05/15/50 | 155 | 126513 |
|  |  | 428761 |
| **Nebraska — 0.0%** |  |  |
|  University of Nebraska Facilities Corp., Refunding RB, Series A, 3.04%, 10/01/49<sup>(a)</sup> | 125 | 100983 |
| **Nevada — 0.0%** |  |  |
|  County of Clark Department of Aviation, RB, BAB, Series C, 6.82%, 07/01/45 | 355 | 453868 |
| **New Jersey — 0.3%** |  |  |
|  New Jersey Transportation Trust Fund Authority, RB, BAB, Series B, 6.56%, 12/15/40 | 1025 | 1164588 |
|  New Jersey Transportation Trust Fund Authority, Refunding RB 4.08%, 06/15/39 | 125 | 110680 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/42 | 865 | 744418 |
|  New Jersey Turnpike Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 7.10%, 01/01/41 | 620 | 788188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 7.41%, 01/01/40 | 1505 | 1963909 |
|  Rutgers The State University of New Jersey, RB, Series P, 3.92%, 05/01/2119 | 463 | 343222 |
|  Rutgers The State University of New Jersey, Refunding RB, Series R, 3.27%, 05/01/43 | 345 | 280800 |
|  |  | 5395805 |
| **New York — 1.0%** |  |  |
|  City of New York New York, GO, 5.26%, 10/01/52 | 780 | 861363 |
|  City of New York New York, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.52%, 10/01/37 | 400 | 432530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F-1, 6.27%, 12/01/37 | 215 | 247661 |
|  Metropolitan Transportation Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.67%, 11/15/39 | 1855 | 2016940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.34%, 11/15/39 | 400 | 516896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.81%, 11/15/40 | 320 | 353314 |
|  Metropolitan Transportation Authority, Refunding RB, Series C-2, 5.18%, 11/15/49 | 125 | 116173 |
|  New York City Municipal Water Finance Authority, RB, 5.95%, 06/15/42<sup>(a)</sup> | 55 | 64498 |
|  New York City Municipal Water Finance Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/41 | 2825 | 3242628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 06/15/42 | 215 | 247922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.01%, 06/15/42 | 490 | 579814 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | 125 | 139839 |
|  New York City Municipal Water Finance Authority, Refunding RB, 5.88%, 06/15/44 | 25 | 29494 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.77%, 08/01/36 | 25 | 26731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.57%, 11/01/38 | 520 | 553726 |

---

29<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **New York (continued)** |  |  |
|  New York State Dormitory Authority, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 5.60%, 03/15/40 | $1110 | $1206758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F, 5.63%, 03/15/39 | 350 | 376485 |
|  New York State Dormitory Authority, Refunding RB, Series F, 3.11%, 02/15/39 | 1030 | 863959 |
|  New York State Thruway Authority, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M, 2.90%, 01/01/35 | 400 | 342030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M, 3.50%, 01/01/42 | 95 | 80555 |
|  New York State Urban Development Corp., RB, Series B, 3.90%, 03/15/33 | 400 | 382512 |
|  New York State Urban Development Corp., RB, BAB, 5.77%, 03/15/39 | 1125 | 1186626 |
|  Port Authority of New York & New Jersey, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.14%, 02/15/51 | 1600 | 1211669 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.18%, 07/15/60 | 270 | 195746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 165th Series, 5.65%, 11/01/40 | 1025 | 1139647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 168th Series, 4.93%, 10/01/51 | 1030 | 1063495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 181st Series, 4.96%, 08/01/46 | 110 | 114847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 182nd Series, 5.31%, 08/01/46 | 25 | 25223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 192nd Series, 4.81%, 10/15/65<sup>(a)</sup> | 125 | 126593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 215th Series, 3.29%, 08/01/69 | 125 | 92538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 20, 4.23%, 10/15/57 | 1070 | 979891 |
|  Port Authority of New York & New Jersey, Refunding RB, 174th Series, 4.46%, 10/01/62 | 2315 | 2226750 |
|  |  | 21044853 |
| **North Carolina — 0.0%** |  |  |
|  Charlotte-Mecklenburg Hospital Authority, RB, Series S, 3.20%, 01/15/51 | 60 | 44274 |
| **Ohio — 0.2%** |  |  |
|  American Municipal Power, Inc., RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 7.83%, 02/15/41 | 525 | 668853 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 8.08%, 02/15/50 | 400 | 549666 |
|  American Municipal Power, Inc., RB, BAB, 5.94%, 02/15/47 | 1025 | 1134099 |
|  JobsOhio Beverage System, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.83%, 01/01/38 | 400 | 327279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 4.53%, 01/01/35 | 280 | 278836 |
|  Ohio State University, RB, Series A, 3.80%, 12/01/46 | 1515 | 1316230 |
|  Ohio State University, RB, BAB, Series C, 4.91%, 06/01/40 | 660 | 683071 |
|  Ohio Turnpike & Infrastructure Commission, Refunding RB, Series A, Junior Lien, 3.22%, 02/15/48 | 155 | 117253 |
|  Ohio Water Development Authority Water Pollution Control Loan Fund, RB, Series B-2, 4.88%, 12/01/34 | 25 | 25594 |
|  |  | 5100881 |
| **Oklahoma — 0.1%** |  |  |
|  Oklahoma Development Finance Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 11/01/45 | 290 | 277793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A2, 4.62%, 06/01/44 | 580 | 569210 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oklahoma (continued)** |  |  |
|  Oklahoma Development Finance Authority, RB (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A3, 4.71%, 05/01/52 | $115 | $111924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A-3, 5.09%, 02/01/52 | 265 | 262169 |
|  |  | 1221096 |
| **Oregon — 0.0%** |  |  |
|  Oregon State University, RB, (BAM), 3.42%, 03/01/60 | 113 | 85070 |
|  State of Oregon Department of Transportation, RB, BAB, Series A, 5.83%, 11/15/34 | 55 | 60967 |
|  |  | 146037 |
| **Pennsylvania — 0.1%** |  |  |
|  City of Philadelphia Pennsylvania Water & Wastewater Revenue, Refunding RB, Series B, 2.93%, 07/01/45 | 115 | 84633 |
|  Commonwealth Financing Authority, RB, Series A, 2.99%, 06/ 01/42 | 1540 | 1175873 |
|  Pennsylvania State University, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 2.79%, 09/01/43 | 400 | 316265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 2.84%, 09/01/50 | 95 | 70890 |
|  Pennsylvania Turnpike Commission, RB, BAB, Series B, 5.51%, 12/01/45 | 610 | 684073 |
|  University of Pittsburgh-of the Commonwealth System of Higher Education, RB, 3.56%, 09/15/2119 | 113 | 79843 |
|  |  | 2411577 |
| **South Carolina — 0.0%** |  |  |
|  South Carolina Public Service Authority, RB, BAB, Series C, 6.45%, 01/01/50 | 26 | 29192 |
| **Texas — 0.7%** |  |  |
|  Board of Regents of the University of Texas System, RB, BAB, Series C, 4.79%, 08/15/46 | 2505 | 2584153 |
|  City of San Antonio Texas Electric & Gas Systems Revenue, RB, 4.43%, 02/01/42 | 180 | 175461 |
|  City of San Antonio Texas Electric & Gas Systems Revenue, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.72%, 02/01/41 | 125 | 137996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Junior Lien, 5.81%, 02/01/41 | 155 | 176625 |
|  City of San Antonio Texas Electric & Gas Systems Revenue, Refunding RB, 2.91%, 02/01/48 | 215 | 161567 |
|  Dallas Area Rapid Transit, RB, BAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 12/01/48 | 455 | 480188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 6.00%, 12/01/44 | 200 | 234170 |
|  Dallas Area Rapid Transit, Refunding RB, Series A, Senior Lien, 2.61%, 12/01/48<sup>(a)</sup> | 455 | 326350 |
|  Dallas Fort Worth International Airport, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.09%, 11/01/51 | 1300 | 1188384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.51%, 11/01/51 | 190 | 183809 |
|  Dallas Fort Worth International Airport, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.99%, 11/01/38 | 125 | 105319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.14%, 11/01/45 | 190 | 153266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.09%, 11/01/40 | 1065 | 868035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 2.92%, 11/01/50<sup>(a)</sup> | 720 | 548138 |

---

S C H E D U L E O F I N V E S T M E N T S 30

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* | *Value* |
|  **Texas (continued)** | **Texas (continued)** | **Texas (continued)** | **Texas (continued)** |
|  Grand Parkway Transportation Corp., Refunding RB, Subordinate, 3.24%, 10/01/52 | 890 | $| 691629 |
|  North Texas Tollway Authority, RB, BAB, Series B, 6.72%, 01/01/49 | 2160 |  | 2764003 |
|  Permanent University Fund — University of Texas System, Refunding RB, Series A, 3.38%, 07/01/47 | 850 |  | 707687 |
|  State of Texas, GO, BAB 5.52%, 04/01/39<sup>(a)</sup> | 945 |  | 1064794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, Class A, 4.68%, 04/01/40 | 1500 |  | 1544760 |
|  Texas Private Activity Bond Surface Transportation Corp., RB, Series B, 3.92%, 12/31/49 | 345 |  | 281284 |
|  Texas Transportation Commission State Highway Fund, Refunding RB, 4.00%, 10/01/33 | 400 |  | 382640 |
|  Texas Transportation Commission, Refunding GO, 2.47%, 10/01/44 | 800 |  | 580798 |
|  |  |  | 15341056 |
|  **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** |
|  University of Virginia, Refunding RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 | 500 |  | 326892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 3.23%, 09/01/2119<sup>(a)</sup> | 55 |  | 35169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U, 2.58%, 11/01/51 | 215 |  | 151324 |
|  |  |  | 513385 |
|  **Washington — 0.0%** | **Washington — 0.0%** | **Washington — 0.0%** | **Washington — 0.0%** |
|  State of Washington, GO, BAB, Series B, 5.14%, 08/01/40 | 325 |  | 349749 |
|  **Wisconsin — 0.0%** | **Wisconsin — 0.0%** | **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |
|  State of Wisconsin, Refunding RB, Series A, 3.95%, 05/01/36 | 490 |  | 463039 |
|  **Total Municipal Bonds — 5.5%<br>(Cost: $131,267,352)** | **Total Municipal Bonds — 5.5%<br>(Cost: $131,267,352)** |  | 120188310 |
|  **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
|  **Capital Trust — 0.0%** | **Capital Trust — 0.0%** | **Capital Trust — 0.0%** | **Capital Trust — 0.0%** |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
|  MetLife, Inc., 6.40%, 12/15/66 | 1250 |  | 1273269 |
|  **Total Preferred Securities — 0.0%<br>(Cost: $1,300,623)** | **Total Preferred Securities — 0.0%<br>(Cost: $1,300,623)** |  | 1273269 |
|  **Total Long-Term Investments — 98.0%<br>(Cost: $2,405,759,950)** | **Total Long-Term Investments — 98.0%<br>(Cost: $2,405,759,950)** |  | 2153036132 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Value* |
|  **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 5.8%** |  |  |
|  BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(e)(f)(g)</sup> | 126513655 | $126589564 |
|  **Total Short-Term Securities — 5.8%<br>(Cost: $126,517,852)** | **Total Short-Term Securities — 5.8%<br>(Cost: $126,517,852)** | 126589564 |
|  **Total Investments — 103.8%<br>(Cost: $2,532,277,802)** | **Total Investments — 103.8%<br>(Cost: $2,532,277,802)** | 2279625696 |
|  **Liabilities in Excess of Other Assets — (3.8)%** | **Liabilities in Excess of Other Assets — (3.8)%** | (82861677) |
|  **Net Assets — 100.0%** | **Net Assets — 100.0%** | $2196764019 |

---

<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-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate as of period end.

<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> Affiliate of the Fund.

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

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

For Fund compliance purposes, the Fund's industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

31<br>

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund** |

---

**Affiliates** 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br>10/31/22* | *Purchases<br>at Cost* | *Proceeds<br>from Sales* | *Net<br>Realized<br>Gain (Loss)* | *Change in<br>Unrealized<br>Appreciation<br>(Depreciation)* | *Value at<br>01/31/23* | *Shares*<br> *Held at<br>01/31/23* | *Income* | *Capital Gain<br>Distributions<br>from<br>Underlying<br>Funds* |
|  BlackRock Cash Funds: Institutional, SL Agency<br>Shares | $104925359 | $21565427 <sup>(a)</sup> | $– $| 10250 | $88528 | $126589564 | 126513655 | $346045 <sup>(b)</sup> | $— |

---

<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 fees and collateral investment expenses, and other payments to and from borrowers of securities.

**Fair Value Hierarchy as of Period End** 

Various inputs are used in determining the fair value of financial instruments. 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 for identical assets or liabilities that the Fund
has the ability to access;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in
markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves,
volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable
inputs are not available (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. There may not be a secondary market, and/or there are 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;&nbsp; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | $— | $1912532798 | $— | $1912532798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations |  | 119041755 |  | 119041755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 120188310 |  | 120188310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trust |  | 1273269 |  | 1273269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | 126589564 |  |  | 126589564 |
|  | $126589564 | $2153036132 | $— | $2279625696 |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| AGM | Assured Guaranty Municipal Corp. |
| ARB | Airport Revenue Bonds |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| CMT | Constant Maturity Treasury |
| GO | General Obligation Bonds |
| LIBOR | London Interbank Offered Rate |
| RB | Revenue Bond |

---

S C H E D U L E O F I N V E S T M E N T S 32

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> January 31, 2023 | **iShares U.S. Long Credit Bond Index Fund** |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| SAB | Special Assessment Bonds |
| SAP | Subject to Appropriations |
| SOFR | Secured Overnight Financing Rate |

---

33<br>

## 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $2397749863.78

**Total Liabilities:** $215783407.62

**Net Assets:** $2181966456.16

**Delayed Delivery Securities:** $497260.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 396.26000000 | **1-Year:** 7.16000000 | **5-Year:** 7007.35000000 | **10-Year:** 566844.28000000 | **30-Year:** 2367764.90000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234047 | 8.89%                | -1.64%               | 7.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-583944.28              | $162396500.00                              |
| Month 2  | $-2414235.63             | $-39875929.88                              |
| Month 3  | $-7947598.56             | $150296675.47                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Long Government Bond Index

- **Index Identifier:** LULCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433909.24    | 0.02%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    454000 | PA      | $349515.51    | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    745000 | PA      | $565507.88    | 0.03%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    829000 | PA      | $551167.56    | 0.03%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191228.32    | 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        |   1701000 | PA      | $1318458.81   | 0.06%             | 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        |    153000 | PA      | $106127.24    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    663000 | PA      | $603402.39    | 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        |    413000 | PA      | $360807.15    | 0.02%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    413000 | PA      | $375237.38    | 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        |   1288000 | PA      | $1316559.48   | 0.06%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1079159.18   | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405890.78    | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH                                                        | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $342030.40    | 0.02%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $1771698.69   | 0.08%             | 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        |    829000 | PA      | $652172.87    | 0.03%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $269775.00    | 0.01%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    981000 | PA      | $711208.56    | 0.03%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2064545.31   | 0.09%             | 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        |    600000 | PA      | $559612.50    | 0.03%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1366000 | PA      | $923771.16    | 0.04%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    493000 | PA      | $415792.40    | 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        |    829000 | PA      | $595915.91    | 0.03%             | 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        |    663000 | PA      | $446324.68    | 0.02%             | 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        |    900000 | PA      | $1039710.07   | 0.05%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    413000 | PA      | $384600.92    | 0.02%             | 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        |    541000 | PA      | $403937.04    | 0.02%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1160469.30   | 0.05%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1025734.58   | 0.05%             | 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        |    409000 | PA      | $383498.06    | 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        |    517000 | PA      | $398822.47    | 0.02%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    308000 | PA      | $297506.93    | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1799430.03   | 0.08%             | 2034-08-15      | Fixed         | 4.20%                 | 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      | $1063494.57   | 0.05%             | 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      | $436312.08    | 0.02%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169097.65    | 0.01%             | 2035-06-15      | Fixed         | 5.25%                 | 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      | $1164587.58   | 0.05%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1132560.82   | 0.05%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506063.46    | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $84844.45     | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1144576.19   | 0.05%             | 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        |    500000 | PA      | $336265.28    | 0.02%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    944000 | PA      | $897219.22    | 0.04%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     90000 | PA      | $78023.97     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     66000 | PA      | $51645.13     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    713000 | PA      | $730831.98    | 0.03%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295254.52    | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1329312.38   | 0.06%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $338591.34    | 0.02%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    426000 | PA      | $409746.39    | 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        |   1500000 | PA      | $1541650.26   | 0.07%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    750000 | PA      | $782893.13    | 0.04%             | 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        |    375000 | PA      | $363657.06    | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    563000 | PA      | $460093.84    | 0.02%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     64000 | PA      | $47870.69     | 0.00%             | 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        |    829000 | PA      | $576172.21    | 0.03%             | 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        |    863000 | PA      | $852044.25    | 0.04%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391045.84    | 0.02%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                           | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   1516000 | PA      | $1711185.00   | 0.08%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2150873.60   | 0.10%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $526916.59    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2946464.95   | 0.14%             | 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        |    413000 | PA      | $357433.79    | 0.02%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    963000 | PA      | $907027.86    | 0.04%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $961589.17    | 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      | $699151.13    | 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        |    413000 | PA      | $355646.76    | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    600000 | PA      | $452599.96    | 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        |   1000000 | PA      | $911440.64    | 0.04%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1310000 | PA      | $1062983.13   | 0.05%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    619000 | PA      | $527481.64    | 0.02%             | 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      | $448610.25    | 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        |    413000 | PA      | $375815.86    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | 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        |   1420000 | PA      | $1128898.58   | 0.05%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $379788.70    | 0.02%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    163000 | PA      | $143771.93    | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334795.62    | 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        |    713000 | PA      | $622953.40    | 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        |   1036000 | PA      | $915629.49    | 0.04%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    261000 | PA      | $226273.79    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    329000 | PA      | $252744.54    | 0.01%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1461633.88   | 0.07%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $960000.00    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24713.32     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1659000 | PA      | $1246634.81   | 0.06%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936343.49    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $3117647.43   | 0.14%             | 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        |   1013000 | PA      | $892903.22    | 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        |    385000 | PA      | $340781.16    | 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        |    829000 | PA      | $736385.07    | 0.03%             | 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        |    884000 | PA      | $655954.03    | 0.03%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5931000 | PA      | $5309216.50   | 0.24%             | 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        |    660000 | PA      | $680425.15    | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283875.84    | 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        |    413000 | PA      | $313522.85    | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1312298.69   | 0.06%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    863000 | PA      | $765790.32    | 0.04%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    700000 | PA      | $749679.29    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $369567.13    | 0.02%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1147075.89   | 0.05%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    829000 | PA      | $767669.26    | 0.04%             | 2040-06-01      | Fixed         | 4.35%                 | 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        |    450000 | PA      | $312227.96    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1405489.50   | 0.06%             | 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        |   1315000 | PA      | $1740614.22   | 0.08%             | 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        |   5499000 | PA      | $4180662.70   | 0.19%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443042.05    | 0.02%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    959000 | PA      | $828512.42    | 0.04%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $956499.78    | 0.04%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971MZG0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26730.55     | 0.00%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857624.25    | 0.04%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1441422.50   | 0.07%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    514000 | PA      | $353602.71    | 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        |    413000 | PA      | $374190.02    | 0.02%             | 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        |   2520000 | PA      | $1644935.19   | 0.08%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    829000 | PA      | $662085.04    | 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        |    500000 | PA      | $460869.74    | 0.02%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    463000 | PA      | $421133.28    | 0.02%             | 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        |    125000 | PA      | $113973.82    | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    566000 | PA      | $444517.88    | 0.02%             | 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      | $126260.66    | 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        |    829000 | PA      | $764921.23    | 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        |    523000 | PA      | $352740.56    | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $564515.82    | 0.03%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2686599.42   | 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        |   1100000 | PA      | $1045835.69   | 0.05%             | 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        |   2524000 | PA      | $2084044.87   | 0.10%             | 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      | $298052.57    | 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      | $801985.65    | 0.04%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $853411.10    | 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        |    789000 | PA      | $634905.33    | 0.03%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    900000 | PA      | $748291.56    | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | LOS ANGELES CNTY CA MET TRANSPRTN AUTH SALES TAX                                | CUSIP: 5447122H4<br>LEI: 54930051IHTXE1N9RB42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $27139.75     | 0.00%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $588068.65    | 0.03%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1425145.89   | 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        |    660000 | PA      | $400333.88    | 0.02%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199517.10    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1932000 | PA      | $1270652.25   | 0.06%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273269.16   | 0.06%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $532389.00    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | 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        |     25000 | PA      | $28419.73     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2555168.54   | 0.12%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $302111.49    | 0.01%             | 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        |    926000 | PA      | $1131355.15   | 0.05%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    676000 | PA      | $596129.20    | 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        |    413000 | PA      | $303880.73    | 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        |   1163000 | PA      | $1158081.68   | 0.05%             | 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      | $735373.96    | 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        |   1150000 | PA      | $1233094.56   | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $891911.76    | 0.04%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $455171.28    | 0.02%             | 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      | $65590.74     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    829000 | PA      | $811408.79    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3620188.48   | 0.17%             | 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        |   2369000 | PA      | $1804812.46   | 0.08%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406333.56    | 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      | $367096.43    | 0.02%             | 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        |    413000 | PA      | $378077.37    | 0.02%             | 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        |    500000 | PA      | $468827.84    | 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        |   1463000 | PA      | $1575793.70   | 0.07%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    413000 | PA      | $372645.66    | 0.02%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    942000 | PA      | $889178.94    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    829000 | PA      | $803291.13    | 0.04%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1121911.71   | 0.05%             | 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        |   1426000 | PA      | $1262888.23   | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    829000 | PA      | $637373.60    | 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        |   1040000 | PA      | $900892.24    | 0.04%             | 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        |    400000 | PA      | $399020.78    | 0.02%             | 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      | $117253.16    | 0.01%             | 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        |    250000 | PA      | $218846.54    | 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        |    100000 | PA      | $98154.20     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538636.51    | 0.02%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    563000 | PA      | $603418.74    | 0.03%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101960.42    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $510802.83    | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    496000 | PA      | $393503.36    | 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      | $291902.71    | 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        |   1500000 | PA      | $1544760.00   | 0.07%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2048276.30   | 0.09%             | 2035-05-15      | Fixed         | 4.50%                 | 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        |    400000 | PA      | $330178.93    | 0.02%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    727000 | PA      | $578582.74    | 0.03%             | 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      | $510918.26    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $2435908.61   | 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      | $460013.39    | 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        |    841000 | PA      | $569531.35    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | 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      | $260383.64    | 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        |    454000 | PA      | $319827.17    | 0.01%             | 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        |   1536000 | PA      | $1501801.41   | 0.07%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $4994990.97   | 0.23%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1163666.18   | 0.05%             | 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        |    579000 | PA      | $512183.12    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $465127.35    | 0.02%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1300000 | PA      | $1149118.75   | 0.05%             | 2034-01-31      | Fixed         | 3.50%                 | 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      | $88971.74     | 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        |    400000 | PA      | $411499.34    | 0.02%             | 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        |    650000 | PA      | $469454.17    | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    829000 | PA      | $639816.02    | 0.03%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AB4<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273188.43    | 0.01%             | 2034-11-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    413000 | PA      | $332572.27    | 0.02%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    829000 | PA      | $637386.87    | 0.03%             | 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        |    600000 | PA      | $562748.15    | 0.03%             | 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        |    913000 | PA      | $850149.40    | 0.04%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    829000 | PA      | $605494.47    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5109000 | PA      | $3566600.10   | 0.16%             | 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        |    163000 | PA      | $142685.95    | 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        |    463000 | PA      | $429595.83    | 0.02%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $975121.17    | 0.04%             | 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        |    963000 | PA      | $843940.83    | 0.04%             | 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      | $614779.84    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418337.44    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1963359.94   | 0.09%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    913000 | PA      | $548256.50    | 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        |    620000 | PA      | $552494.85    | 0.03%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    963000 | PA      | $873600.51    | 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: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $781490.08    | 0.04%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    513000 | PA      | $464748.81    | 0.02%             | 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        |   2013000 | PA      | $2058748.48   | 0.09%             | 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        |    547000 | PA      | $468347.14    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1879403.17   | 0.09%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1363899.37   | 0.06%             | 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        |    243000 | PA      | $172187.99    | 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      | $336146.43    | 0.02%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330866.03    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    847000 | PA      | $641448.93    | 0.03%             | 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        |    429000 | PA      | $370408.80    | 0.02%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    800000 | PA      | $882844.82    | 0.04%             | 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        |    600000 | PA      | $469923.40    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE                            | CUSIP: 68607DNL5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     55000 | PA      | $60966.62     | 0.00%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    378000 | PA      | $247419.04    | 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      | $339165.64    | 0.02%             | 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        |   1736000 | PA      | $1691676.05   | 0.08%             | 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        |   1000000 | PA      | $835678.95    | 0.04%             | 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        |    750000 | PA      | $544919.36    | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1051412.08   | 0.05%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $542199.96    | 0.02%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    513000 | PA      | $465012.03    | 0.02%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775036.94    | 0.04%             | 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        |   1243000 | PA      | $803290.47    | 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      | $1518782.22   | 0.07%             | 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      | $417209.03    | 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      | $322435.46    | 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        |   1026000 | PA      | $720370.93    | 0.03%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $128943.18    | 0.01%             | 2043-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397711.20    | 0.02%             | 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        |    496000 | PA      | $419811.19    | 0.02%             | 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        |    117000 | PA      | $96897.57     | 0.00%             | 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        |    288000 | PA      | $313723.40    | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $551033.55    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    163000 | PA      | $132568.49    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    400000 | PA      | $292676.83    | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1818363.24   | 0.08%             | 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        |   1463000 | PA      | $1225171.40   | 0.06%             | 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        |    829000 | PA      | $913214.93    | 0.04%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2406000 | PA      | $2451112.50   | 0.11%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $884702.09    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $633270.86    | 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        |    413000 | PA      | $436898.51    | 0.02%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $863958.85    | 0.04%             | 2039-02-15      | Fixed         | 3.11%                 | 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        |    620000 | PA      | $482689.09    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    600000 | PA      | $454953.96    | 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        |   1229000 | PA      | $1016269.48   | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1871694.25   | 0.09%             | 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        |    500000 | PA      | $391394.08    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $471900.00    | 0.02%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    583000 | PA      | $351038.69    | 0.02%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3193000 | PA      | $2478905.51   | 0.11%             | 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        |    413000 | PA      | $285388.10    | 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        |    225000 | PA      | $170322.21    | 0.01%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    563000 | PA      | $397880.29    | 0.02%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    520000 | PA      | $346525.38    | 0.02%             | 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        |   1579000 | PA      | $1334653.92   | 0.06%             | 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        |   1855000 | PA      | $2016939.65   | 0.09%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    913000 | PA      | $1040681.15   | 0.05%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1097617.98   | 0.05%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299787.86    | 0.01%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1177183.74   | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    620000 | PA      | $511123.15    | 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        |    163000 | PA      | $139802.88    | 0.01%             | 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        |   1000000 | PA      | $1206150.00   | 0.06%             | 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      | $64497.57     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017187.64   | 0.05%             | 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      | $654310.08    | 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      | $493140.01    | 0.02%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292878.49    | 0.01%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1844233.13   | 0.08%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $682200.00    | 0.03%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414732.15    | 0.02%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                     | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    475000 | PA      | $347748.99    | 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        |   1429000 | PA      | $1005105.28   | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2691000 | PA      | $3212929.62   | 0.15%             | 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        |    200000 | PA      | $224786.04    | 0.01%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1300000 | PA      | $1056087.50   | 0.05%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    763000 | PA      | $709563.97    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    163000 | PA      | $146452.88    | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | 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      | $242638.99    | 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        |   2358000 | PA      | $1741456.48   | 0.08%             | 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      | $262168.90    | 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        |   1220000 | PA      | $1286039.75   | 0.06%             | 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        |    597000 | PA      | $638076.31    | 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      | $1843476.04   | 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        |   6411000 | PA      | $4568562.52   | 0.21%             | 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      | $100983.25    | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    771000 | PA      | $831869.57    | 0.04%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1106444.33   | 0.05%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $411262.37    | 0.02%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $446916.92    | 0.02%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1036437.50   | 0.05%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $786850.57    | 0.04%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    413000 | PA      | $304936.80    | 0.01%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    963000 | PA      | $765925.69    | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                              | First Republic Bank/CA                                                          | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $583719.42    | 0.03%             | 2047-02-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222453.32    | 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        |   1200000 | PA      | $1083802.74   | 0.05%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1278037.08   | 0.06%             | 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        |   1711000 | PA      | $1334968.72   | 0.06%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    620000 | PA      | $558117.06    | 0.03%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $577415.15    | 0.03%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $2167996.82   | 0.10%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $21570.07     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    675000 | PA      | $650650.31    | 0.03%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    229000 | PA      | $180422.89    | 0.01%             | 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      | $584685.00    | 0.03%             | 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        |    400000 | PA      | $444121.07    | 0.02%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $830540.55    | 0.04%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    629000 | PA      | $514504.76    | 0.02%             | 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        |   3309000 | PA      | $2515940.14   | 0.12%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $967184.64    | 0.04%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1294290.98   | 0.06%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1863711.42   | 0.09%             | 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      | $448629.04    | 0.02%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265939.65    | 0.01%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                       | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    413000 | PA      | $328023.06    | 0.02%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1200634.45   | 0.06%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1363000 | PA      | $1667248.70   | 0.08%             | 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      | $111923.54    | 0.01%             | 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        |   2000000 | PA      | $1950521.34   | 0.09%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $876667.86    | 0.04%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $364572.88    | 0.02%             | 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        |    729000 | PA      | $622104.32    | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | 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        |     25000 | PA      | $18484.13     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2916000 | PA      | $2228813.37   | 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        |    413000 | PA      | $365342.69    | 0.02%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    883000 | PA      | $864051.68    | 0.04%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $739029.77    | 0.03%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330223.14    | 0.02%             | 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        |    422000 | PA      | $265483.53    | 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      | $408839.71    | 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        |    500000 | PA      | $497867.08    | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317659.65    | 0.01%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341809.89    | 0.02%             | 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      | $678159.93    | 0.03%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    676000 | PA      | $664173.23    | 0.03%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    613000 | PA      | $609990.17    | 0.03%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    413000 | PA      | $395599.17    | 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        |   1243000 | PA      | $1130201.83   | 0.05%             | 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      | $569210.43    | 0.03%             | 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        |   1078000 | PA      | $778116.74    | 0.04%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55774.26     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1490427.84   | 0.07%             | 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        |    575000 | PA      | $474994.74    | 0.02%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2209038.08   | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAA7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $988649.70    | 0.05%             | 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        |    800000 | PA      | $755225.02    | 0.03%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    329000 | PA      | $246795.97    | 0.01%             | 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        |   2036000 | PA      | $1906375.11   | 0.09%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1639178.79   | 0.08%             | 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        |   1243000 | PA      | $986594.85    | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367377.99    | 0.02%             | 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        |   2495000 | PA      | $2206658.39   | 0.10%             | 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        |    500000 | PA      | $419654.56    | 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        |   1742000 | PA      | $1612425.96   | 0.07%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $424963.28    | 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      | $533106.12    | 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        |    350000 | PA      | $227137.69    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    700000 | PA      | $785065.11    | 0.04%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    763000 | PA      | $579165.82    | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    413000 | PA      | $422896.84    | 0.02%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1315137.85   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    113000 | PA      | $89616.12     | 0.00%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1054585.34   | 0.05%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $883869.76    | 0.04%             | 2046-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319020.72    | 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        |    496000 | PA      | $499136.58    | 0.02%             | 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        |    655000 | PA      | $569464.99    | 0.03%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $773018.34    | 0.04%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1012175.67   | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636183.00    | 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        |    454000 | PA      | $373586.82    | 0.02%             | 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        |    350000 | PA      | $289921.42    | 0.01%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $557938.99    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1439544.35   | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    113000 | PA      | $76172.71     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425398.44    | 0.02%             | 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      | $333393.74    | 0.02%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3543408.94   | 0.16%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $153265.97    | 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        |   2400000 | PA      | $2202871.27   | 0.10%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $437029.49    | 0.02%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    829000 | PA      | $663413.79    | 0.03%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    660000 | PA      | $488462.84    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $804822.72    | 0.04%             | 2051-01-31      | Fixed         | 3.70%                 | 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      | $1786867.86   | 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        |     66000 | PA      | $47302.74     | 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        |    413000 | PA      | $330847.92    | 0.02%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366004.56    | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1073948.21   | 0.05%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    430000 | PA      | $399698.48    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    963000 | PA      | $713703.38    | 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        |    797000 | PA      | $709567.70    | 0.03%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $786884.76    | 0.04%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    967000 | PA      | $715142.12    | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1926000 | PA      | $1610829.36   | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316635.91    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    788000 | PA      | $635039.69    | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108709.82    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    163000 | PA      | $190355.93    | 0.01%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1088000 | PA      | $1147870.64   | 0.05%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    829000 | PA      | $728852.70    | 0.03%             | 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        |   2292000 | PA      | $2378710.19   | 0.11%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    329000 | PA      | $223199.11    | 0.01%             | 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      | $1143829.03   | 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        |   1030000 | PA      | $978858.84    | 0.04%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $865110.00    | 0.04%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $569872.76    | 0.03%             | 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        |   1058000 | PA      | $860305.29    | 0.04%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386591.87    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    543000 | PA      | $471895.62    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1050000 | PA      | $811704.22    | 0.04%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    413000 | PA      | $439403.66    | 0.02%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    538000 | PA      | $489551.86    | 0.02%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1171897.80   | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $1777180.03   | 0.08%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $622320.51    | 0.03%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    463000 | PA      | $408726.15    | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    310000 | PA      | $332240.52    | 0.02%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $425939.47    | 0.02%             | 2049-09-24      | Fixed         | 2.95%                 | 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        |   2825000 | PA      | $3242628.23   | 0.15%             | 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      | $210487.03    | 0.01%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    660000 | PA      | $683070.96    | 0.03%             | 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        |    505000 | PA      | $383248.84    | 0.02%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $189704.47    | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                            | CUSIP: 88283LKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $382640.00    | 0.02%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    413000 | PA      | $333054.17    | 0.02%             | 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        |    829000 | PA      | $735045.42    | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280903.62    | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    400000 | PA      | $312475.32    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1182322.85   | 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        |   1329000 | PA      | $1207928.99   | 0.06%             | 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        |    500000 | PA      | $484330.61    | 0.02%             | 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        |   2091000 | PA      | $1586446.89   | 0.07%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1568433.85   | 0.07%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1578000 | PA      | $1189220.25   | 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      | $1217933.81   | 0.06%             | 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        |    829000 | PA      | $744515.67    | 0.03%             | 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        |    920000 | PA      | $832300.73    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    429000 | PA      | $419030.28    | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2725092.63   | 0.12%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    829000 | PA      | $781392.54    | 0.04%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    255000 | PA      | $278762.42    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $802610.00    | 0.04%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    973000 | PA      | $667162.21    | 0.03%             | 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        |    850000 | PA      | $727812.50    | 0.03%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    111000 | PA      | $92044.59     | 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      | $353067.20    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $327279.60    | 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        |    250000 | PA      | $242670.84    | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416696.60    | 0.02%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425303.90    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1335482.24   | 0.06%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1320169.89   | 0.06%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    849000 | PA      | $716292.36    | 0.03%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1173220.66   | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $924142.90    | 0.04%             | 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        |    700000 | PA      | $520098.33    | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    663000 | PA      | $570946.34    | 0.03%             | 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        |    413000 | PA      | $340742.70    | 0.02%             | 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        |    973000 | PA      | $960269.07    | 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        |    829000 | PA      | $674473.89    | 0.03%             | 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        |   2536000 | PA      | $2537653.35   | 0.12%             | 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        |    329000 | PA      | $251011.38    | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621807.15    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    400000 | PA      | $302424.04    | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $585512.64    | 0.03%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594636.34    | 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        |   1636000 | PA      | $1623529.77   | 0.07%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $449889.60    | 0.02%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    553000 | PA      | $512808.17    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $751741.89    | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108128.42    | 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        |    407000 | PA      | $350292.95    | 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        |    329000 | PA      | $238966.72    | 0.01%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780092.30    | 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        |    680000 | PA      | $657284.29    | 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        |    950000 | PA      | $887322.92    | 0.04%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    450000 | PA      | $307303.83    | 0.01%             | 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      | $205662.24    | 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        |    343000 | PA      | $245333.81    | 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      | $1428830.17   | 0.07%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1119218.79   | 0.05%             | 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      | $1154089.61   | 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      | $215417.94    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3272000 | PA      | $2809830.00   | 0.13%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    953000 | PA      | $698507.14    | 0.03%             | 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        |    130000 | PA      | $116665.06    | 0.01%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1292534.42   | 0.06%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1128000 | PA      | $1133764.08   | 0.05%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2110000 | PA      | $2135451.88   | 0.10%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $227483.97    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $575968.70    | 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        |    500000 | PA      | $479888.87    | 0.02%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $135667.24    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220508.63    | 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        |    500000 | PA      | $327659.36    | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    550000 | PA      | $493425.46    | 0.02%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $357058.88    | 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        |    463000 | PA      | $420179.63    | 0.02%             | 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              | US        |    889000 | PA      | $735058.51    | 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        |   1393000 | PA      | $1375486.38   | 0.06%             | 2048-09-28      | Fixed         | 5.10%                 | 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        |   1967000 | PA      | $1247464.24   | 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      | $404431.40    | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18836.57     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $520432.11    | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3437000 | PA      | $3096719.64   | 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      | $520713.54    | 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        |    359000 | PA      | $252736.15    | 0.01%             | 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        |    829000 | PA      | $899442.97    | 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        |   1025000 | PA      | $1023679.80   | 0.05%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    736000 | PA      | $681302.40    | 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        |    225000 | PA      | $177316.16    | 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        |    400000 | PA      | $276924.80    | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    954000 | PA      | $951563.80    | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971M5L2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    520000 | PA      | $553726.16    | 0.03%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28996.48     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    428000 | PA      | $381720.01    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1034256.56   | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    938000 | PA      | $843087.30    | 0.04%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    883000 | PA      | $646759.66    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372823.31    | 0.02%             | 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        |   1749000 | PA      | $1125063.21   | 0.05%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23189.74     | 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        |    800000 | PA      | $833854.73    | 0.04%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $1956250.00   | 0.09%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    849000 | PA      | $789258.58    | 0.04%             | 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        |    250000 | PA      | $206073.28    | 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        |   4949000 | PA      | $5546181.08   | 0.25%             | 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        |    350000 | PA      | $349748.00    | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804734.42    | 0.04%             | 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        |   3359000 | PA      | $2618980.56   | 0.12%             | 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      | $724002.06    | 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        |    829000 | PA      | $624718.57    | 0.03%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    800000 | PA      | $837408.81    | 0.04%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372287.95    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $758602.92    | 0.03%             | 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        |   1793000 | PA      | $1727551.04   | 0.08%             | 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        |    400000 | PA      | $403856.90    | 0.02%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162951.58    | 0.01%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Allina Health System                                                             | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    142000 | PA      | $121045.74    | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | 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: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $970265.80    | 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        |    902000 | PA      | $786353.76    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $764976.88    | 0.04%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1842241.52   | 0.08%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433430.92    | 0.02%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    513000 | PA      | $447726.76    | 0.02%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84974.37     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    413000 | PA      | $445822.96    | 0.02%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    478000 | PA      | $350785.08    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2616325.08   | 0.12%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    350000 | PA      | $254812.86    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    778000 | PA      | $594453.00    | 0.03%             | 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        |    413000 | PA      | $249753.16    | 0.01%             | 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        |    679000 | PA      | $630232.38    | 0.03%             | 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      | $825162.35    | 0.04%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    413000 | PA      | $323011.90    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    333000 | PA      | $307773.92    | 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        |   1659000 | PA      | $1219371.69   | 0.06%             | 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        |   1379000 | PA      | $1361687.11   | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1469112.38   | 0.07%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569284.85    | 0.03%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    865000 | PA      | $744418.14    | 0.03%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2160000 | PA      | $1815653.10   | 0.08%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    413000 | PA      | $389747.40    | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    575000 | PA      | $589438.25    | 0.03%             | 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        |    925000 | PA      | $990046.18    | 0.05%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | Barrick Gold Corp                                                               | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $274569.99    | 0.01%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $1953339.98   | 0.09%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $904408.75    | 0.04%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $910305.88    | 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        |    400000 | PA      | $345787.21    | 0.02%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $998887.50    | 0.05%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    463000 | PA      | $435765.96    | 0.02%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    813000 | PA      | $582448.51    | 0.03%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1053223.53   | 0.05%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253147.04    | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     61000 | PA      | $39216.69     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    829000 | PA      | $613725.79    | 0.03%             | 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        |    700000 | PA      | $750019.75    | 0.03%             | 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        |    350000 | PA      | $328022.10    | 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        |    911000 | PA      | $670983.60    | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3178000 | PA      | $2921357.50   | 0.13%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1754039.60   | 0.08%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214173.04    | 0.01%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    620000 | PA      | $591455.10    | 0.03%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878280.57    | 0.04%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1478000 | PA      | $1411666.13   | 0.06%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    579000 | PA      | $457493.16    | 0.02%             | 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      | $1487083.25   | 0.07%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $668959.52    | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    322000 | PA      | $275710.46    | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1174035.86   | 0.05%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    829000 | PA      | $621696.96    | 0.03%             | 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      | $700550.95    | 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        |    464000 | PA      | $367879.93    | 0.02%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2268000 | PA      | $1772300.25   | 0.08%             | 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        |    879000 | PA      | $779768.79    | 0.04%             | 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        |    750000 | PA      | $741839.15    | 0.03%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1781833.01   | 0.08%             | 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        |    869000 | PA      | $990551.38    | 0.05%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    763000 | PA      | $740314.43    | 0.03%             | 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        |   2700000 | PA      | $2357625.72   | 0.11%             | 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        |    600000 | PA      | $443014.55    | 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        |    225000 | PA      | $156349.98    | 0.01%             | 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      | $333211.26    | 0.02%             | 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        |   1213000 | PA      | $1268489.68   | 0.06%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397661.40    | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1623697.87   | 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        |    919000 | PA      | $843609.50    | 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        |    163000 | PA      | $153996.34    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $629851.54    | 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        |    610000 | PA      | $694308.73    | 0.03%             | 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        |    911000 | PA      | $857686.36    | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1032677.58   | 0.05%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415363.90    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    963000 | PA      | $923988.54    | 0.04%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $386282.99    | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    397000 | PA      | $371722.19    | 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        |   2981000 | PA      | $2869781.66   | 0.13%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    413000 | PA      | $337843.08    | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    570000 | PA      | $513993.12    | 0.02%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    780000 | PA      | $861362.58    | 0.04%             | 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        |    779000 | PA      | $561812.00    | 0.03%             | 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        |    413000 | PA      | $338310.11    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $689742.13    | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    472000 | PA      | $356183.00    | 0.02%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    428000 | PA      | $447658.77    | 0.02%             | 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        |    829000 | PA      | $709877.59    | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $791149.76    | 0.04%             | 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        |    833000 | PA      | $952913.68    | 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        |   1500000 | PA      | $1415411.09   | 0.06%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $972526.63    | 0.04%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    163000 | PA      | $126602.88    | 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        |   3055000 | PA      | $2271476.24   | 0.10%             | 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      | $463038.73    | 0.02%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1095000 | PA      | $933688.41    | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $360888.84    | 0.02%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2775000 | PA      | $3321413.98   | 0.15%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $662749.37    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2388716.27   | 0.11%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $867627.98    | 0.04%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1107245.34   | 0.05%             | 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        |    850000 | PA      | $1007501.89   | 0.05%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $318848.35    | 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        |    345000 | PA      | $281283.68    | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    516000 | PA      | $569160.18    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    900000 | PA      | $643682.45    | 0.03%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371400.68    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    513000 | PA      | $469562.70    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $967139.99    | 0.04%             | 2043-10-01      | Fixed         | 4.65%                 | 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        |    563000 | PA      | $514775.05    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    911000 | PA      | $877099.51    | 0.04%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382692.06    | 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        |    513000 | PA      | $469670.40    | 0.02%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $816451.62    | 0.04%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    259000 | PA      | $248140.09    | 0.01%             | 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        |    300000 | PA      | $263231.74    | 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        |    400000 | PA      | $296394.80    | 0.01%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22319.26     | 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        |    779000 | PA      | $660151.71    | 0.03%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAH2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    559000 | PA      | $407131.90    | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482098.80    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | 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        |    480000 | PA      | $374450.58    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | 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        |   1300000 | PA      | $1188384.60   | 0.05%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    713000 | PA      | $780088.07    | 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        |    745000 | PA      | $497065.64    | 0.02%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $977757.03    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    713000 | PA      | $737022.20    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1175137.59   | 0.05%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337683.11    | 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        |   1579000 | PA      | $1386108.78   | 0.06%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $813058.18    | 0.04%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $198490.53    | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    660000 | PA      | $474050.91    | 0.02%             | 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        |   1127000 | PA      | $943455.20    | 0.04%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                                                       | Lafarge SA                                                                      | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $440359.69    | 0.02%             | 2036-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $622554.15    | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2324000 | PA      | $2299598.00   | 0.11%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| BHSH SYSTEM OBL GRP                                                              | BHSH System Obligated Group                                                     | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $798423.38    | 0.04%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $787909.51    | 0.04%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    813000 | PA      | $742830.78    | 0.03%             | 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        |     66000 | PA      | $51775.84     | 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        |   1513000 | PA      | $1505861.85   | 0.07%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $2659448.03   | 0.12%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    919000 | PA      | $891773.80    | 0.04%             | 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        |   1459000 | PA      | $1298914.70   | 0.06%             | 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        |    130000 | PA      | $92361.58     | 0.00%             | 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        |   1120000 | PA      | $1060443.47   | 0.05%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246021.35    | 0.01%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1519514.77   | 0.07%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    550000 | PA      | $578684.79    | 0.03%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    829000 | PA      | $696313.64    | 0.03%             | 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      | $200271.44    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $989044.65    | 0.05%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $181027.82    | 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      | $411810.42    | 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      | $433528.22    | 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: N/A                  | Long             | DBT              | CORP              | US        |    786000 | PA      | $639809.22    | 0.03%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $334210.98    | 0.02%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410223.75    | 0.02%             | 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        |   1113000 | PA      | $1277550.29   | 0.06%             | 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        |   1163000 | PA      | $1022283.63   | 0.05%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1084977.43   | 0.05%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2982000 | PA      | $2452695.00   | 0.11%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1264391.31   | 0.06%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                   | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    326000 | PA      | $324318.65    | 0.01%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| 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      | $579814.55    | 0.03%             | 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      | $847846.62    | 0.04%             | 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        |    496000 | PA      | $455766.63    | 0.02%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1149836.26   | 0.05%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    829000 | PA      | $775609.95    | 0.04%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $395528.99    | 0.02%             | 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        |   1050000 | PA      | $1031625.00   | 0.05%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160278.44    | 0.01%             | 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        |   1579000 | PA      | $1502017.13   | 0.07%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $76885.03     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1295060.22   | 0.06%             | 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      | $310220.33    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    413000 | PA      | $346365.96    | 0.02%             | 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        |   1329000 | PA      | $1403242.33   | 0.06%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    850000 | PA      | $753141.08    | 0.03%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $1114968.75   | 0.05%             | 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      | $407410.13    | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    163000 | PA      | $138296.07    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1497000 | PA      | $1629671.63   | 0.07%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214615.53    | 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        |    992000 | PA      | $787377.42    | 0.04%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    930000 | PA      | $931556.15    | 0.04%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2747999.30   | 0.13%             | 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      | $443211.88    | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    726000 | PA      | $631562.26    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1140385.09   | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1748820.26   | 0.08%             | 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        |    829000 | PA      | $750276.40    | 0.03%             | 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      | $213438.96    | 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        |   5000000 | PA      | $4518895.00   | 0.21%             | 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        |    971000 | PA      | $911245.31    | 0.04%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $901937.74    | 0.04%             | 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        |    683000 | PA      | $659312.17    | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $339367.55    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $389970.54    | 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        |    400000 | PA      | $366432.63    | 0.02%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1011154.17   | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1725000 | PA      | $1268198.44   | 0.06%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94238.36     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | 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      | $105319.00    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $982955.73    | 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        |    780000 | PA      | $562390.69    | 0.03%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                        | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1479000 | PA      | $958814.58    | 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        |    850000 | PA      | $667005.68    | 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        |    700000 | PA      | $820440.81    | 0.04%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    516000 | PA      | $391185.80    | 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        |   2073000 | PA      | $1782620.84   | 0.08%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    979000 | PA      | $945976.66    | 0.04%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC INDUSTRY                                                               | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    810000 | PA      | $692267.80    | 0.03%             | 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      | $529687.68    | 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        |   2070000 | PA      | $1945616.18   | 0.09%             | 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        |   2315000 | PA      | $2226749.89   | 0.10%             | 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        |   1243000 | PA      | $1062914.89   | 0.05%             | 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        |    663000 | PA      | $716747.28    | 0.03%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    979000 | PA      | $727468.65    | 0.03%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4039000 | PA      | $4331930.66   | 0.20%             | 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        |     94000 | PA      | $64039.75     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $17713.95     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $189251.19    | 0.01%             | 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        |    519000 | PA      | $421774.26    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380570.20    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1130468.60   | 0.05%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1414000 | PA      | $1755834.50   | 0.08%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $501154.32    | 0.02%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    829000 | PA      | $727790.01    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415334.30    | 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        |   1188000 | PA      | $1207156.20   | 0.06%             | 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      | $1963909.12   | 0.09%             | 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        |   1719000 | PA      | $1180459.87   | 0.05%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1180410.71   | 0.05%             | 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        |    163000 | PA      | $159291.59    | 0.01%             | 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        |    829000 | PA      | $625832.68    | 0.03%             | 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        |    126000 | PA      | $92258.98     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460860.59    | 0.02%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $715800.95    | 0.03%             | 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        |    620000 | PA      | $596188.58    | 0.03%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1113333.22   | 0.05%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $903299.19    | 0.04%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1435034.26   | 0.07%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $316321.93    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    629000 | PA      | $473036.75    | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    745000 | PA      | $521864.02    | 0.02%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    329000 | PA      | $238466.68    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    755000 | PA      | $801432.50    | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    231000 | PA      | $165329.98    | 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        |   1630000 | PA      | $1149300.48   | 0.05%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    243000 | PA      | $189906.87    | 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        |    620000 | PA      | $493239.85    | 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        |    300000 | PA      | $181944.25    | 0.01%             | 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        |   1100000 | PA      | $1051920.36   | 0.05%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $93611.50     | 0.00%             | 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        |    400000 | PA      | $383364.12    | 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        |    829000 | PA      | $704724.76    | 0.03%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1426850.13   | 0.07%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Merck Sharp & Dohme Corp                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332023.88    | 0.02%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    620000 | PA      | $560345.68    | 0.03%             | 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      | $68335.29     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3650000 | PA      | $3069650.00   | 0.14%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    413000 | PA      | $349717.16    | 0.02%             | 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        |    413000 | PA      | $403325.10    | 0.02%             | 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      | $438945.98    | 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        |   1450000 | PA      | $1370275.75   | 0.06%             | 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      | $988146.45    | 0.05%             | 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        |    409000 | PA      | $283565.22    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353969.80    | 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        |    563000 | PA      | $567181.77    | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $124961.63    | 0.01%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441320.98    | 0.02%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    552000 | PA      | $530349.80    | 0.02%             | 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        |    550000 | PA      | $392357.78    | 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        |    800000 | PA      | $1046505.90   | 0.05%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    945000 | PA      | $1064793.87   | 0.05%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735275.30    | 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      | $1350036.89   | 0.06%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $785016.16    | 0.04%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1036000 | PA      | $984276.73    | 0.05%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1170006.09   | 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        |    500000 | PA      | $522897.23    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23372.52     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    413000 | PA      | $365968.93    | 0.02%             | 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      | $661836.78    | 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        |   1250000 | PA      | $1391624.75   | 0.06%             | 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      | $1139647.28   | 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        |    163000 | PA      | $146426.66    | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483604.46    | 0.02%             | 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        |   1010000 | PA      | $882033.82    | 0.04%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                     | CUSIP: 25477GCY9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1208887.88   | 0.06%             | 2034-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    250000 | PA      | $303474.10    | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1083302.91   | 0.05%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $726546.52    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    641447 | PA      | $531223.37    | 0.02%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 102313722 | NS      | $102375109.77 | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $768327.00    | 0.04%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $234058.47    | 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        |    829000 | PA      | $598002.23    | 0.03%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467201.04    | 0.02%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1106639.09   | 0.05%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733049.16    | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881272.18    | 0.04%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $176259.11    | 0.01%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $2126154.77   | 0.10%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1666000 | PA      | $1495418.26   | 0.07%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $416839.16    | 0.02%             | 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        |    829000 | PA      | $703572.38    | 0.03%             | 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        |   1129000 | PA      | $771441.12    | 0.04%             | 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        |    496000 | PA      | $411129.44    | 0.02%             | 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      | $945677.78    | 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        |    579000 | PA      | $443042.33    | 0.02%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    850000 | PA      | $647657.50    | 0.03%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    366000 | PA      | $266562.65    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $2066603.75   | 0.09%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    829000 | PA      | $824537.77    | 0.04%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1092872.10   | 0.05%             | 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      | $166617.36    | 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        |    489000 | PA      | $535650.20    | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    863000 | PA      | $780375.00    | 0.04%             | 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        |    839000 | PA      | $809810.49    | 0.04%             | 2049-03-01      | Fixed         | 4.70%                 | 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      | $336390.49    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    163000 | PA      | $144056.45    | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $371928.63    | 0.02%             | 2033-06-30      | Fixed         | 6.45%                 | 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      | $224624.23    | 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      | $645644.79    | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1259529.99   | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    413000 | PA      | $442320.23    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    813000 | PA      | $740675.60    | 0.03%             | 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        |   1182000 | PA      | $1001469.72   | 0.05%             | 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      | $5354700.26   | 0.25%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    650000 | PA      | $514140.94    | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    862000 | PA      | $761461.23    | 0.03%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1428007.07   | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499575.40    | 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        |    400000 | PA      | $358437.97    | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $772907.45    | 0.04%             | 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        |    371000 | PA      | $266530.13    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1207544.68   | 0.06%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533993.02    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270665.24    | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2317921.69   | 0.11%             | 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        |   2500000 | PA      | $2183236.65   | 0.10%             | 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        |   2209000 | PA      | $2067405.71   | 0.09%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332833.42    | 0.02%             | 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        |    650000 | PA      | $734695.70    | 0.03%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    163000 | PA      | $147921.63    | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3516000 | PA      | $3549402.00   | 0.16%             | 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        |   2529000 | PA      | $2866786.97   | 0.13%             | 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        |   1451000 | PA      | $1195297.53   | 0.05%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1959251.53   | 0.09%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1860216.64   | 0.09%             | 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        |    413000 | PA      | $419827.86    | 0.02%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106389.48    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $1900029.31   | 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        |   1253000 | PA      | $1225191.64   | 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        |    700000 | PA      | $801185.39    | 0.04%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414245.83    | 0.02%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330771.04    | 0.02%             | 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      | $868034.64    | 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      | $425263.87    | 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        |    413000 | PA      | $396106.78    | 0.02%             | 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        |    951000 | PA      | $765620.71    | 0.04%             | 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      | $260605.77    | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1082882.42   | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $2733557.39   | 0.13%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1073551.83   | 0.05%             | 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        |    350000 | PA      | $356566.65    | 0.02%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1243000 | PA      | $1157241.44   | 0.05%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1552476.66   | 0.07%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $983236.64    | 0.05%             | 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        |    610000 | PA      | $742673.78    | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    655000 | PA      | $806870.95    | 0.04%             | 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        |   1150000 | PA      | $835656.22    | 0.04%             | 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        |   8488000 | PA      | $8284978.84   | 0.38%             | 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      | $412558.11    | 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        |    771000 | PA      | $683329.88    | 0.03%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $910912.38    | 0.04%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    413000 | PA      | $325215.75    | 0.01%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    988000 | PA      | $858444.87    | 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        |   1659000 | PA      | $1684595.13   | 0.08%             | 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        |    650000 | PA      | $475822.53    | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1518115.51   | 0.07%             | 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      | $204784.71    | 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        |    400000 | PA      | $404965.23    | 0.02%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221790.79    | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $789075.00    | 0.04%             | 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        |   1300000 | PA      | $971353.32    | 0.04%             | 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      | $427475.81    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $417125.00    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1187000 | PA      | $1024216.21   | 0.05%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1766135.33   | 0.08%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    579000 | PA      | $598950.19    | 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        |   1140000 | PA      | $1336825.56   | 0.06%             | 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        |    350000 | PA      | $302248.10    | 0.01%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120629.78    | 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        |   1020000 | PA      | $980262.84    | 0.04%             | 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        |    413000 | PA      | $338466.88    | 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        |   1036000 | PA      | $1018430.13   | 0.05%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1329393.87   | 0.06%             | 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      | $636854.50    | 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        |    163000 | PA      | $153729.15    | 0.01%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    620000 | PA      | $599075.94    | 0.03%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    250000 | PA      | $272805.74    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1262020.43   | 0.06%             | 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        |    550000 | PA      | $535980.82    | 0.02%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $739314.65    | 0.03%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1916343.98   | 0.09%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1030169.59   | 0.05%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $655865.08    | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $536216.53    | 0.02%             | 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        |    733000 | PA      | $569711.32    | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1445000 | PA      | $1148775.00   | 0.05%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    374000 | PA      | $347221.63    | 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      | $569326.82    | 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        |    200000 | PA      | $234169.60    | 0.01%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $157223.54    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1124001.31   | 0.05%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    563000 | PA      | $542698.03    | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $345338.80    | 0.02%             | 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        |    985000 | PA      | $800830.59    | 0.04%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1150000 | PA      | $918418.75    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $419518.25    | 0.02%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1832000 | PA      | $1596493.10   | 0.07%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632G88<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1316230.49   | 0.06%             | 2046-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1462856.66   | 0.07%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $904264.11    | 0.04%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    928000 | PA      | $701409.02    | 0.03%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    697000 | PA      | $751363.07    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    550000 | PA      | $445935.72    | 0.02%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                     | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     55000 | PA      | $42878.11     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $875092.31    | 0.04%             | 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        |    454000 | PA      | $405717.59    | 0.02%             | 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      | $205230.87    | 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        |    795000 | PA      | $682815.98    | 0.03%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2308162.24   | 0.11%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1654711.58   | 0.08%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2823170.34   | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    829000 | PA      | $744775.18    | 0.03%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275836.11    | 0.01%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $510210.08    | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    988000 | PA      | $845204.45    | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1251453.09   | 0.06%             | 2033-03-15      | Fixed         | 7.05%                 | 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      | $277792.94    | 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        |    750000 | PA      | $670763.96    | 0.03%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $547837.28    | 0.03%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    829000 | PA      | $729421.35    | 0.03%             | 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        |    977000 | PA      | $762944.57    | 0.03%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    383000 | PA      | $342676.15    | 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        |   2818000 | PA      | $2654328.11   | 0.12%             | 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        |   3689000 | PA      | $2455332.07   | 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        |   1450000 | PA      | $1303084.97   | 0.06%             | 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        |   1820000 | PA      | $1415437.62   | 0.06%             | 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        |   1625000 | PA      | $1390034.80   | 0.06%             | 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      | $142521.12    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    463000 | PA      | $442078.21    | 0.02%             | 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      | $389453.09    | 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        |    276000 | PA      | $207231.58    | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    347000 | PA      | $285454.15    | 0.01%             | 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        |    516000 | PA      | $532657.99    | 0.02%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335518.99    | 0.02%             | 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        |   1792000 | PA      | $1321241.53   | 0.06%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    829000 | PA      | $781352.61    | 0.04%             | 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        |    100000 | PA      | $85449.58     | 0.00%             | 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        |    700000 | PA      | $584564.25    | 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        |    620000 | PA      | $546721.53    | 0.03%             | 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        |    413000 | PA      | $295194.38    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391992.68    | 0.02%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Northwestern University                                                          | Northwestern University                                                         | CUSIP: 668444AN2<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23431.65     | 0.00%             | 2048-12-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    136000 | PA      | $107658.67    | 0.00%             | 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        |   1200000 | PA      | $1013070.89   | 0.05%             | 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      | $623065.34    | 0.03%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    869000 | PA      | $928878.10    | 0.04%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1347000 | PA      | $1318119.00   | 0.06%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1613080.67   | 0.07%             | 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      | $444261.46    | 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        |    663000 | PA      | $639216.99    | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    829000 | PA      | $822835.46    | 0.04%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| REGIONS BANK                                                                     | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $486350.86    | 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      | $379402.36    | 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      | $331269.99    | 0.02%             | 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        |   1671000 | PA      | $1203390.10   | 0.06%             | 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      | $517030.03    | 0.02%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    500000 | PA      | $416054.84    | 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      | $696031.05    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1578000 | PA      | $1185768.38   | 0.05%             | 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        |    650000 | PA      | $682429.58    | 0.03%             | 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      | $591012.50    | 0.03%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| 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      | $504416.37    | 0.02%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2576000 | PA      | $2448070.84   | 0.11%             | 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        |    450000 | PA      | $393825.54    | 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        |    163000 | PA      | $159631.35    | 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        |    413000 | PA      | $310265.90    | 0.01%             | 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        |   1187000 | PA      | $1110206.86   | 0.05%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    829000 | PA      | $637825.30    | 0.03%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    655000 | PA      | $711568.85    | 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        |    800000 | PA      | $889963.63    | 0.04%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    579000 | PA      | $508013.74    | 0.02%             | 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      | $326891.50    | 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        |   2075000 | PA      | $1913217.31   | 0.09%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA PA WTR & WSTWTR REVENUE                                            | CUSIP: 717893U33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $84632.87     | 0.00%             | 2045-07-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   1329000 | PA      | $1445287.50   | 0.07%             | 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        |    413000 | PA      | $368877.71    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1600000 | PA      | $1687800.00   | 0.08%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    563000 | PA      | $526378.32    | 0.02%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LOUISIANA ST GAS & FUELS TAX REVENUE                                            | CUSIP: 546475VT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $118213.95    | 0.01%             | 2041-05-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1826282.68   | 0.08%             | 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        |   1659000 | PA      | $1651945.83   | 0.08%             | 2036-05-15      | Fixed         | 4.50%                 | 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      | $352924.69    | 0.02%             | 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        |   1213000 | PA      | $1207058.63   | 0.06%             | 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      | $509004.07    | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    741000 | PA      | $531811.68    | 0.02%             | 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      | $58829.43     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2260000 | PA      | $1853200.00   | 0.08%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371856.67    | 0.02%             | 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        |    931000 | PA      | $766659.95    | 0.04%             | 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      | $457829.57    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $919417.11    | 0.04%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $367078.48    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    301000 | PA      | $218438.91    | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    913000 | PA      | $832282.56    | 0.04%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $940890.00    | 0.04%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $676495.64    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1411428.01   | 0.06%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211437.51    | 0.01%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    874000 | PA      | $530511.25    | 0.02%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $366624.15    | 0.02%             | 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        |    859000 | PA      | $822843.95    | 0.04%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365548.80    | 0.02%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1147350.70   | 0.05%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1028509.10   | 0.05%             | 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      | $690451.13    | 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        |   2510000 | PA      | $1604741.17   | 0.07%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1013000 | PA      | $925749.13    | 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      | $331747.36    | 0.02%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2182250.20   | 0.10%             | 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        |    658271 | PA      | $645472.07    | 0.03%             | 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      | $613764.50    | 0.03%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $281367.80    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    450000 | PA      | $400270.14    | 0.02%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1313116.31   | 0.06%             | 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        |    163000 | PA      | $136282.68    | 0.01%             | 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        |   1220000 | PA      | $984134.95    | 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        |   3231000 | PA      | $3130671.08   | 0.14%             | 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        |    500000 | PA      | $504590.70    | 0.02%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    355000 | PA      | $323846.19    | 0.01%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435915.92    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $669489.26    | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $3063924.91   | 0.14%             | 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        |    788000 | PA      | $743844.60    | 0.03%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $589062.66    | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107361.85    | 0.00%             | 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      | $53015.20     | 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        |    243000 | PA      | $198732.93    | 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        |    300000 | PA      | $316952.06    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188534.83    | 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        |    970000 | PA      | $906920.75    | 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        |    750000 | PA      | $828218.78    | 0.04%             | 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        |    571000 | PA      | $401719.06    | 0.02%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $520897.95    | 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      | $162441.20    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1223952.03   | 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        |   1163000 | PA      | $964709.47    | 0.04%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1328429.38   | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $519291.82    | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   7805000 | PA      | $7747024.46   | 0.36%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    745000 | PA      | $493972.09    | 0.02%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $1762027.85   | 0.08%             | 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      | $580798.40    | 0.03%             | 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        |    413000 | PA      | $309044.73    | 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        |    500000 | PA      | $496803.87    | 0.02%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OHIO ST WTR DEV AUTH WTR POLL CONTROL REVENUE                                   | CUSIP: 67766WQG0<br>LEI: 549300QMBH1DMY67FZ74 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25593.65     | 0.00%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339490.81    | 0.02%             | 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      | $174238.05    | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1687707.77   | 0.08%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    807000 | PA      | $563444.70    | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1827000 | PA      | $1472790.38   | 0.07%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $190403.83    | 0.01%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $357332.48    | 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        |    260000 | PA      | $225217.82    | 0.01%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $754141.07    | 0.03%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $876544.23    | 0.04%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $651366.33    | 0.03%             | 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      | $1622721.10   | 0.07%             | 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      | $172389.45    | 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        |   1163000 | PA      | $1089168.53   | 0.05%             | 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        |   2029000 | PA      | $2124700.71   | 0.10%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    778000 | PA      | $695337.50    | 0.03%             | 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        |    708000 | PA      | $561137.29    | 0.03%             | 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        |    830000 | PA      | $793105.44    | 0.04%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    476000 | PA      | $434957.14    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283215.53    | 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        |    300000 | PA      | $288529.93    | 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: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    829000 | PA      | $742954.95    | 0.03%             | 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        |   1429000 | PA      | $1360996.71   | 0.06%             | 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        |    829000 | PA      | $707013.11    | 0.03%             | 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        |   3153000 | PA      | $2907200.38   | 0.13%             | 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        |    928000 | PA      | $625711.40    | 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        |    443000 | PA      | $422923.27    | 0.02%             | 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        |    413000 | PA      | $289458.12    | 0.01%             | 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        |    700000 | PA      | $709723.20    | 0.03%             | 2052-07-01      | 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      | $102617.85    | 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        |    100000 | PA      | $92954.20     | 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        |    300000 | PA      | $275028.35    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | 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        |    413000 | PA      | $357303.99    | 0.02%             | 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        |    979000 | PA      | $688033.75    | 0.03%             | 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        |    150000 | PA      | $122431.50    | 0.01%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1036000 | PA      | $854345.18    | 0.04%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438268.63    | 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        |    900000 | PA      | $915980.89    | 0.04%             | 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        |    500000 | PA      | $545830.60    | 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        |    120000 | PA      | $92419.53     | 0.00%             | 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        |    163000 | PA      | $169630.09    | 0.01%             | 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        |   2243000 | PA      | $2071477.59   | 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        |   1493000 | PA      | $1422254.94   | 0.07%             | 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        |    413000 | PA      | $377545.69    | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $581889.70    | 0.03%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866508.81    | 0.04%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $266759.85    | 0.01%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    579000 | PA      | $417710.91    | 0.02%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    660000 | PA      | $535546.01    | 0.02%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2119604.50   | 0.10%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249372.29    | 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        |    813000 | PA      | $633568.14    | 0.03%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    869000 | PA      | $899261.01    | 0.04%             | 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        |    413000 | PA      | $416629.12    | 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        |    620000 | PA      | $533567.12    | 0.02%             | 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        |    400000 | PA      | $344224.60    | 0.02%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1564595.50   | 0.07%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    600000 | PA      | $697707.07    | 0.03%             | 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      | $481785.63    | 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      | $1318455.94   | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    621000 | PA      | $492821.86    | 0.02%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232057.76    | 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      | $91650.93     | 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      | $1866171.42   | 0.09%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $195614.36    | 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        |   1253000 | PA      | $1646288.16   | 0.08%             | 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        |    496000 | PA      | $362271.89    | 0.02%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    663000 | PA      | $643729.00    | 0.03%             | 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        |   1113000 | PA      | $1034666.68   | 0.05%             | 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        |    713000 | PA      | $738350.70    | 0.03%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $690984.57    | 0.03%             | 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      | $879800.67    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1037000 | PA      | $1003772.66   | 0.05%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    550000 | PA      | $625631.45    | 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        |    142000 | PA      | $116180.86    | 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        |    871000 | PA      | $655830.57    | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1567367.74   | 0.07%             | 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        |    880000 | PA      | $897990.07    | 0.04%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2027145.06   | 0.09%             | 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      | $371228.18    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    829000 | PA      | $867858.73    | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1069803.10   | 0.05%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    479000 | PA      | $409014.34    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    869000 | PA      | $942056.28    | 0.04%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    371000 | PA      | $315487.76    | 0.01%             | 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        |    450000 | PA      | $315019.28    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    925000 | PA      | $620212.50    | 0.03%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $397917.27    | 0.02%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1408034.94   | 0.06%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $393058.11    | 0.02%             | 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        |   7242000 | PA      | $6885096.57   | 0.32%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2288406.45   | 0.10%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    671000 | PA      | $564875.98    | 0.03%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878742AE5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $251139.19    | 0.01%             | 2035-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 6500358W1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    400000 | PA      | $382512.40    | 0.02%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $811750.72    | 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        |    829000 | PA      | $771821.37    | 0.04%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19207.90     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1177945.05   | 0.05%             | 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        |    829000 | PA      | $620018.34    | 0.03%             | 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        |    800000 | PA      | $871568.83    | 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        |    500000 | PA      | $456476.31    | 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        |    650000 | PA      | $494969.12    | 0.02%             | 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      | $326260.73    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1036000 | PA      | $1134528.78   | 0.05%             | 2039-11-10      | Fixed         | 6.88%                 | 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        |    500000 | PA      | $519270.29    | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    463000 | PA      | $443193.85    | 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      | $742881.79    | 0.03%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1938000 | PA      | $2092192.13   | 0.10%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $829800.10    | 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        |    210000 | PA      | $168080.22    | 0.01%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    980000 | PA      | $867828.82    | 0.04%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398260.30    | 0.02%             | 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      | $652806.32    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $932772.77    | 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        |   2000000 | PA      | $1896078.22   | 0.09%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $966610.24    | 0.04%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    620000 | PA      | $563906.39    | 0.03%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    829000 | PA      | $774893.27    | 0.04%             | 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      | $45308.96     | 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        |    829000 | PA      | $885785.24    | 0.04%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302821.10    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1172927.69   | 0.05%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $519635.85    | 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        |    163000 | PA      | $154447.95    | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    829000 | PA      | $679058.89    | 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        |    463000 | PA      | $401130.56    | 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        |    950000 | PA      | $1338202.90   | 0.06%             | 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        |    350000 | PA      | $358844.89    | 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        |    812000 | PA      | $844332.93    | 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      | $205131.57    | 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        |   3081000 | PA      | $2874667.89   | 0.13%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $681859.23    | 0.03%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1891407.64   | 0.09%             | 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      | $823594.18    | 0.04%             | 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        |    678000 | PA      | $562867.13    | 0.03%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1295883.19   | 0.06%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2773000 | PA      | $2515332.56   | 0.12%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAB5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    498000 | PA      | $436876.73    | 0.02%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1132917.48   | 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        |    950000 | PA      | $699048.36    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    829000 | PA      | $815431.77    | 0.04%             | 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        |   2312000 | PA      | $1756267.08   | 0.08%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299511.64    | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2231873.83   | 0.10%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    829000 | PA      | $711464.11    | 0.03%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1791449.13   | 0.08%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| 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      | $707687.05    | 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        |    323000 | PA      | $255212.92    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441975.26    | 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        |    950000 | PA      | $871271.26    | 0.04%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86336.10     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1478000 | PA      | $1271242.58   | 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      | $369718.80    | 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        |   1959000 | PA      | $1460862.85   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1595320.58   | 0.07%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $511738.55    | 0.02%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1648279.95   | 0.08%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1001211.56   | 0.05%             | 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        |   1493000 | PA      | $1346459.32   | 0.06%             | 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        |   3390000 | PA      | $4319341.38   | 0.20%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1028900.25   | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    763000 | PA      | $807445.42    | 0.04%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    454000 | PA      | $375167.50    | 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        |    829000 | PA      | $626286.22    | 0.03%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST                                                                   | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    325000 | PA      | $349749.08    | 0.02%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111296.72    | 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      | $938919.80    | 0.04%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $802598.67    | 0.04%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $452869.63    | 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        |    600000 | PA      | $640837.60    | 0.03%             | 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      | $748606.26    | 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        |    829000 | PA      | $768157.24    | 0.04%             | 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        |    413000 | PA      | $343190.39    | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389299.49    | 0.02%             | 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      | $393018.82    | 0.02%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368406.77    | 0.02%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765R5A3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $118936.02    | 0.01%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    288000 | PA      | $237721.10    | 0.01%             | 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        |    350000 | PA      | $404794.36    | 0.02%             | 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      | $1017408.22   | 0.05%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $343143.98    | 0.02%             | 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      | $768211.02    | 0.04%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    829000 | PA      | $736502.50    | 0.03%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1474987.88   | 0.07%             | 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        |   1061000 | PA      | $898621.97    | 0.04%             | 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        |   2300000 | PA      | $1846487.20   | 0.08%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $674160.78    | 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        |    163000 | PA      | $142312.12    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1231724.05   | 0.06%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    365000 | PA      | $335163.74    | 0.02%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    829000 | PA      | $756989.25    | 0.03%             | 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      | $252335.03    | 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      | $447755.97    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $916554.23    | 0.04%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    763000 | PA      | $753095.32    | 0.03%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    892000 | PA      | $721421.95    | 0.03%             | 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      | $299396.13    | 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        |    913000 | PA      | $742919.95    | 0.03%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    413000 | PA      | $351535.90    | 0.02%             | 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        |   1374000 | PA      | $1125949.69   | 0.05%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| 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      | $92538.00     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    615000 | PA      | $582414.07    | 0.03%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2285090.25   | 0.10%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $875048.02    | 0.04%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $424249.68    | 0.02%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1734466.98   | 0.08%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    355000 | PA      | $249936.11    | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    829000 | PA      | $746008.49    | 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        |   2229000 | PA      | $1627398.43   | 0.07%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1201172.02   | 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      | $138203.91    | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    863000 | PA      | $814845.00    | 0.04%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $920818.08    | 0.04%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416361.89    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1941882.80   | 0.09%             | 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      | $154165.67    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| 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      | $25222.83     | 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        |    878000 | PA      | $763684.40    | 0.03%             | 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      | $948990.29    | 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        |    666000 | PA      | $498101.58    | 0.02%             | 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        |    400000 | PA      | $467721.52    | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227115.74    | 0.01%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546989.27    | 0.03%             | 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        |    295000 | PA      | $311664.69    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562795.89    | 0.03%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $658207.50    | 0.03%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    763000 | PA      | $616734.19    | 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        |   1243000 | PA      | $1088309.62   | 0.05%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $686057.13    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $254394.95    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    829000 | PA      | $659001.32    | 0.03%             | 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        |   1903000 | PA      | $1620940.99   | 0.07%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2285187.02   | 0.10%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| 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      | $385125.57    | 0.02%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    979000 | PA      | $675953.29    | 0.03%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    745000 | PA      | $524078.18    | 0.02%             | 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        |    620000 | PA      | $573509.73    | 0.03%             | 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      | $498067.38    | 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        |    526000 | PA      | $622805.34    | 0.03%             | 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        |   1259000 | PA      | $1337156.77   | 0.06%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $676884.53    | 0.03%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $3105709.71   | 0.14%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    980000 | PA      | $953575.89    | 0.04%             | 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      | $340299.48    | 0.02%             | 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        |   1029000 | PA      | $956633.50    | 0.04%             | 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        |    195000 | PA      | $161608.20    | 0.01%             | 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      | $654930.00    | 0.03%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349591.17    | 0.02%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    520000 | PA      | $404631.33    | 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      | $648066.88    | 0.03%             | 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        |    500000 | PA      | $509586.33    | 0.02%             | 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        |    671000 | PA      | $739669.09    | 0.03%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2086795.45   | 0.10%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    829000 | PA      | $767522.87    | 0.04%             | 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        |    130000 | PA      | $121706.45    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                                                              | RWJ Barnabas Health Inc                                                         | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $994489.43    | 0.05%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1321935.35   | 0.06%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1410534.05   | 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        |    829000 | PA      | $710758.51    | 0.03%             | 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        |    288000 | PA      | $220303.18    | 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        |   1000000 | PA      | $1031437.82   | 0.05%             | 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      | $90464.65     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    125000 | PA      | $116172.88    | 0.01%             | 2049-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2082000 | PA      | $1722855.00   | 0.08%             | 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        |    155000 | PA      | $176625.45    | 0.01%             | 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        |    500000 | PA      | $530503.51    | 0.02%             | 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        |   1279000 | PA      | $1030492.76   | 0.05%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ABB Finance USA Inc                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    550000 | PA      | $500489.57    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1116901.12   | 0.05%             | 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        |    702000 | PA      | $671834.11    | 0.03%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    463000 | PA      | $496104.50    | 0.02%             | 2040-01-15      | Fixed         | 6.63%                 | 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        |    463000 | PA      | $343221.90    | 0.02%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156935.80    | 0.01%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    213000 | PA      | $162411.09    | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | 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        |    413000 | PA      | $340915.83    | 0.02%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1489295.06   | 0.07%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1670000 | PA      | $1676504.83   | 0.08%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28107.10     | 0.00%             | 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        |    660000 | PA      | $456928.18    | 0.02%             | 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        |    709000 | PA      | $447742.63    | 0.02%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $526957.50    | 0.02%             | 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        |    163000 | PA      | $133290.99    | 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      | $227161.48    | 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      | $389949.21    | 0.02%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $761890.17    | 0.03%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    413000 | PA      | $363965.72    | 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        |    470000 | PA      | $370853.40    | 0.02%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                      | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    113000 | PA      | $85070.36     | 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      | $905038.18    | 0.04%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    829000 | PA      | $756169.69    | 0.03%             | 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        |   1829000 | PA      | $1300803.42   | 0.06%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                     | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    413000 | PA      | $337477.40    | 0.02%             | 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      | $948860.27    | 0.04%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $594397.66    | 0.03%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    829000 | PA      | $748350.56    | 0.03%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350389.61    | 0.02%             | 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        |    413000 | PA      | $295425.10    | 0.01%             | 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      | $1118101.13   | 0.05%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    329000 | PA      | $232959.68    | 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        |    550000 | PA      | $584338.93    | 0.03%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1808731.82   | 0.08%             | 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      | $837221.08    | 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        |    329000 | PA      | $246188.07    | 0.01%             | 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        |    400000 | PA      | $317811.95    | 0.01%             | 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        |   2025000 | PA      | $1319697.22   | 0.06%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1290456.07   | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1909534.54   | 0.09%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1541113.59   | 0.07%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    720000 | PA      | $745821.46    | 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        |   1050000 | PA      | $1095839.20   | 0.05%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    413000 | PA      | $309540.38    | 0.01%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1092185.92   | 0.05%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48067.75     | 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        |    913000 | PA      | $855176.30    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | 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        |   1030000 | PA      | $1213805.56   | 0.06%             | 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        |    413000 | PA      | $473547.07    | 0.02%             | 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        |   1644000 | PA      | $1522041.41   | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Los Angeles Unified School District/CA                                           | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $2071549.25   | 0.09%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290514.72    | 0.01%             | 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        |    200000 | PA      | $193318.38    | 0.01%             | 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      | $420318.34    | 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        |    976000 | PA      | $961700.98    | 0.04%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357799.71    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    413000 | PA      | $320515.17    | 0.01%             | 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        |   1479000 | PA      | $1241259.42   | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254294.52    | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    329000 | PA      | $293612.20    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1135037.73   | 0.05%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $926047.11    | 0.04%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    496000 | PA      | $462152.37    | 0.02%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1403620.89   | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1720332.11   | 0.08%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    348000 | PA      | $222709.17    | 0.01%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $996878.22    | 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      | $830547.98    | 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        |    200000 | PA      | $226013.72    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    946000 | PA      | $859950.52    | 0.04%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    690000 | PA      | $790762.73    | 0.04%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $494032.77    | 0.02%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474662.63   | 0.07%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    413000 | PA      | $285409.90    | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $2894689.23   | 0.13%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    829000 | PA      | $685487.64    | 0.03%             | 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      | $667646.64    | 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        |    913000 | PA      | $648357.64    | 0.03%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    975000 | PA      | $807090.75    | 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        |   1013000 | PA      | $907887.07    | 0.04%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $210881.25    | 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              | BM        |    700000 | PA      | $464768.50    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    829000 | PA      | $831279.75    | 0.04%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1095784.67   | 0.05%             | 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        |   1013000 | PA      | $845177.34    | 0.04%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1206757.59   | 0.06%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    215000 | PA      | $161567.13    | 0.01%             | 2048-02-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1018236.84   | 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        |   1000000 | PA      | $1065950.11   | 0.05%             | 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        |   1036000 | PA      | $920148.18    | 0.04%             | 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        |    413000 | PA      | $349409.78    | 0.02%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $169097.15    | 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        |    413000 | PA      | $365023.44    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653004.78    | 0.03%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    413000 | PA      | $349315.35    | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $693182.67    | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    163000 | PA      | $141282.50    | 0.01%             | 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      | $37187.48     | 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        |    300000 | PA      | $198431.78    | 0.01%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $454774.48    | 0.02%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    829000 | PA      | $773699.14    | 0.04%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1686000 | PA      | $1016658.00   | 0.05%             | 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        |   1965000 | PA      | $2608238.82   | 0.12%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    463000 | PA      | $495578.06    | 0.02%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $580404.84    | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160861.48    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1199421.33   | 0.05%             | 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        |    829000 | PA      | $709007.62    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263761.32    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1044067.04   | 0.05%             | 2047-12-15      | Fixed         | 4.08%                 | 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        |    393000 | PA      | $440335.01    | 0.02%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    163000 | PA      | $129993.06    | 0.01%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1859739.86   | 0.09%             | 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        |    250000 | PA      | $284278.95    | 0.01%             | 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        |    663000 | PA      | $543718.89    | 0.02%             | 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      | $46654.63     | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    377000 | PA      | $318188.56    | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | 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      | $549666.00    | 0.03%             | 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        |    813000 | PA      | $694662.57    | 0.03%             | 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        |   1540000 | PA      | $1175873.16   | 0.05%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471397.46    | 0.02%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    525000 | PA      | $455575.22    | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1750000 | PA      | $1982067.50   | 0.09%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    829000 | PA      | $762352.37    | 0.03%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| 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        |    420000 | PA      | $487251.66    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $321231.88    | 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        |   1104000 | PA      | $1041372.25   | 0.05%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1770761.68   | 0.08%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1147539.83   | 0.05%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    963000 | PA      | $751972.25    | 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        |    500000 | PA      | $490680.88    | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1499452.40   | 0.07%             | 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        |   2843000 | PA      | $2796787.75   | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1040403.61   | 0.05%             | 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      | $651897.53    | 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        |    272000 | PA      | $219846.73    | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2903000 | PA      | $2420695.58   | 0.11%             | 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        |    261000 | PA      | $304766.40    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    809000 | PA      | $612090.72    | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    600000 | PA      | $643119.87    | 0.03%             | 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        |   1900000 | PA      | $1622255.83   | 0.07%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149328.14    | 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        |    500000 | PA      | $426245.01    | 0.02%             | 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      | $500142.88    | 0.02%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    163000 | PA      | $135993.08    | 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      | $318560.97    | 0.01%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    620000 | PA      | $575182.95    | 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      | $1406265.53   | 0.06%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    579000 | PA      | $463788.76    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    133000 | PA      | $93501.63     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    329000 | PA      | $246428.29    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2810000 | PA      | $1910800.00   | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     59000 | PA      | $41406.54     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2718343.61   | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1490908.10   | 0.07%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    970000 | PA      | $759449.81    | 0.03%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $781801.06    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $302647.74    | 0.01%             | 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      | $209592.28    | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    329000 | PA      | $239563.38    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $321520.53    | 0.01%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1960164.00   | 0.09%             | 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        |    413000 | PA      | $386941.25    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460303.91    | 0.02%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    413000 | PA      | $359815.95    | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1077649.81   | 0.05%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    630000 | PA      | $528757.07    | 0.02%             | 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      | $439737.94    | 0.02%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $493998.75    | 0.02%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    946000 | PA      | $665633.71    | 0.03%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    979000 | PA      | $820487.00    | 0.04%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    908000 | PA      | $715985.02    | 0.03%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    618000 | PA      | $510079.27    | 0.02%             | 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        |   1027000 | PA      | $1161094.36   | 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        |    978000 | PA      | $834288.56    | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $364151.65    | 0.02%             | 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        |    763000 | PA      | $837605.74    | 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        |     26000 | PA      | $25874.56     | 0.00%             | 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        |   1294000 | PA      | $902187.89    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    413000 | PA      | $436456.86    | 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        |   1299000 | PA      | $1420240.59   | 0.07%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    829000 | PA      | $631795.08    | 0.03%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    864000 | PA      | $728740.43    | 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        |   1263000 | PA      | $911327.92    | 0.04%             | 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        |   1363000 | PA      | $948017.74    | 0.04%             | 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      | $605617.24    | 0.03%             | 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        |     26000 | PA      | $23672.69     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $703483.33    | 0.03%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2187000 | PA      | $1771880.06   | 0.08%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    829000 | PA      | $864478.09    | 0.04%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    788000 | PA      | $904144.97    | 0.04%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1778000 | PA      | $1506855.00   | 0.07%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    525000 | PA      | $668852.63    | 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        |   2243000 | PA      | $2220645.99   | 0.10%             | 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      | $462135.35    | 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        |    829000 | PA      | $750060.95    | 0.03%             | 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      | $4377268.33   | 0.20%             | 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        |    547000 | PA      | $403200.13    | 0.02%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    563000 | PA      | $499406.22    | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509085.71    | 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        |    708000 | PA      | $540410.69    | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    580000 | PA      | $408275.16    | 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        |   1250000 | PA      | $1257496.91   | 0.06%             | 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        |    400000 | PA      | $395585.72    | 0.02%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1014587.85   | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320283.27    | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    350000 | PA      | $291254.85    | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Healthcare                                                              | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44521.86     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    276000 | PA      | $211919.51    | 0.01%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $781444.97    | 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      | $29192.36     | 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      | $1604805.55   | 0.07%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    829000 | PA      | $610354.89    | 0.03%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1770066.87   | 0.08%             | 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      | $590398.27    | 0.03%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $573363.75    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    829000 | PA      | $833901.98    | 0.04%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1384172.32   | 0.06%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $125812.34    | 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        |    163000 | PA      | $149399.33    | 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        |   2075000 | PA      | $1914711.29   | 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        |   1145000 | PA      | $1046804.80   | 0.05%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    413000 | PA      | $360416.82    | 0.02%             | 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        |   1036000 | PA      | $1012982.88   | 0.05%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AF8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   1682000 | PA      | $1392037.72   | 0.06%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969521.34    | 0.04%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    880000 | PA      | $670672.56    | 0.03%             | 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        |   1270000 | PA      | $1623312.73   | 0.07%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    930000 | PA      | $683401.59    | 0.03%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1001000 | PA      | $824167.71    | 0.04%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $915504.51    | 0.04%             | 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        |    118000 | PA      | $110703.12    | 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        |   2505000 | PA      | $2584152.99   | 0.12%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1220000 | PA      | $1181519.70   | 0.05%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    579000 | PA      | $548425.55    | 0.03%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    850000 | PA      | $573374.61    | 0.03%             | 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        |    829000 | PA      | $697822.91    | 0.03%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    901000 | PA      | $1054527.01   | 0.05%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104944.21    | 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        |   1063000 | PA      | $949360.59    | 0.04%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    225000 | PA      | $210938.20    | 0.01%             | 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      | $707017.17    | 0.03%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $52603.46     | 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        |    671000 | PA      | $461063.61    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                   | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    163000 | PA      | $186210.39    | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    972000 | PA      | $815457.13    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413185.68    | 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        |    620000 | PA      | $560017.43    | 0.03%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1989812.49   | 0.09%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    213000 | PA      | $180358.27    | 0.01%             | 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        |    963000 | PA      | $746135.22    | 0.03%             | 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        |   1500000 | PA      | $1621469.99   | 0.07%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $507190.88    | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1309248.02   | 0.06%             | 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        |     95000 | PA      | $90470.13     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1833000 | PA      | $1351481.27   | 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        |    625000 | PA      | $709750.76    | 0.03%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    763000 | PA      | $625340.07    | 0.03%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: —       |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    702000 | PA      | $596621.09    | 0.03%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    329000 | PA      | $306331.10    | 0.01%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519412.90    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    697000 | PA      | $652280.52    | 0.03%             | 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      | $418810.40    | 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        |    613000 | PA      | $543299.14    | 0.02%             | 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      | $151324.31    | 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        |    829000 | PA      | $741708.77    | 0.03%             | 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        |    829000 | PA      | $721595.17    | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    879000 | PA      | $800588.69    | 0.04%             | 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        |   1243000 | PA      | $864619.91    | 0.04%             | 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        |    829000 | PA      | $748109.13    | 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        |    225000 | PA      | $233290.14    | 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      | $543969.86    | 0.02%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    500000 | PA      | $424826.72    | 0.02%             | 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        |   1500000 | PA      | $1703590.10   | 0.08%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    563000 | PA      | $515363.09    | 0.02%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    413000 | PA      | $266992.96    | 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        |    413000 | PA      | $376695.81    | 0.02%             | 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      | $890976.17    | 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      | $82603.76     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    163000 | PA      | $134557.86    | 0.01%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    550000 | PA      | $480551.56    | 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        |   1129000 | PA      | $1234476.17   | 0.06%             | 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        |    413000 | PA      | $381615.61    | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    597000 | PA      | $544883.58    | 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        |    620000 | PA      | $514229.46    | 0.02%             | 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        |    300000 | PA      | $217641.72    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $514276.60    | 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        |    350000 | PA      | $335448.80    | 0.02%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    725000 | PA      | $764207.20    | 0.04%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $2669003.19   | 0.12%             | 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        |    479000 | PA      | $317116.31    | 0.01%             | 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        |    800000 | PA      | $586776.07    | 0.03%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1026993.65   | 0.05%             | 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        |   2600000 | PA      | $2000264.37   | 0.09%             | 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      | $88249.63     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    413000 | PA      | $379495.95    | 0.02%             | 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        |   2440000 | PA      | $2561248.82   | 0.12%             | 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        |    307000 | PA      | $254224.64    | 0.01%             | 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        |   2823000 | PA      | $2658910.73   | 0.12%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    450000 | PA      | $411104.07    | 0.02%             | 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        |   1000000 | PA      | $1096277.69   | 0.05%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350849.89    | 0.02%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    620000 | PA      | $623682.07    | 0.03%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                                                | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1269070.95   | 0.06%             | 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      | $139838.63    | 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        |    813000 | PA      | $561599.13    | 0.03%             | 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        |   1413000 | PA      | $982716.66    | 0.05%             | 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        |   1745000 | PA      | $1177670.31   | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1040172.02   | 0.05%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    829000 | PA      | $693156.88    | 0.03%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    413000 | PA      | $369419.94    | 0.02%             | 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        |   1161000 | PA      | $1067678.27   | 0.05%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $659978.80    | 0.03%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    963000 | PA      | $854864.94    | 0.04%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $907862.78    | 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      | $398530.97    | 0.02%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    163000 | PA      | $128219.92    | 0.01%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $379663.90    | 0.02%             | 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        |    829000 | PA      | $714226.59    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    626000 | PA      | $574363.76    | 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        |    425000 | PA      | $414720.51    | 0.02%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58577.58     | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2210000 | PA      | $1798111.25   | 0.08%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    563000 | PA      | $574845.36    | 0.03%             | 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        |   1663000 | PA      | $1788288.76   | 0.08%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $929576.21    | 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        |   1659000 | PA      | $1119711.08   | 0.05%             | 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        |    620000 | PA      | $788188.02    | 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        |   2163000 | PA      | $2451266.04   | 0.11%             | 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        |    663000 | PA      | $636466.05    | 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      | $118078.56    | 0.01%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2346447.98   | 0.11%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $459216.53    | 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        |    829000 | PA      | $767754.38    | 0.04%             | 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        |    913000 | PA      | $842948.63    | 0.04%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $944051.77    | 0.04%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $249128.94    | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1300000 | PA      | $1441050.00   | 0.07%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1664739.94   | 0.08%             | 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        |   1329000 | PA      | $925207.01    | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $888890.63    | 0.04%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    963000 | PA      | $866046.94    | 0.04%             | 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        |    350000 | PA      | $369849.35    | 0.02%             | 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        |    478000 | PA      | $366655.88    | 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        |    451000 | PA      | $320731.13    | 0.01%             | 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        |     96000 | PA      | $85491.45     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    550000 | PA      | $598250.78    | 0.03%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $263348.93    | 0.01%             | 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      | $669029.81    | 0.03%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    510000 | PA      | $465303.47    | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $1779005.30   | 0.08%             | 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        |    769000 | PA      | $581819.43    | 0.03%             | 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        |   2367000 | PA      | $1696279.85   | 0.08%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $382819.65    | 0.02%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 448055AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    413000 | PA      | $447690.99    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1303687.25   | 0.06%             | 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      | $1017803.85   | 0.05%             | 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        |   1250000 | PA      | $1365718.75   | 0.06%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    675000 | PA      | $438292.39    | 0.02%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    829000 | PA      | $725880.34    | 0.03%             | 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      | $715750.19    | 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        |   1119000 | PA      | $1111730.29   | 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        |    911000 | PA      | $667167.13    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1072801.98   | 0.05%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    829000 | PA      | $660170.05    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $398434.56    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22115768 | NS      | $22129037.03  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1734696.57   | 0.08%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    850000 | PA      | $770057.80    | 0.04%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    340000 | PA      | $288127.23    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1350000 | PA      | $1053185.34   | 0.05%             | 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        |   1850000 | PA      | $1623761.50   | 0.07%             | 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        |   2823000 | PA      | $1919701.23   | 0.09%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    513000 | PA      | $445366.97    | 0.02%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $268903.71    | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    145000 | PA      | $109412.07    | 0.01%             | 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        |    413000 | PA      | $380099.95    | 0.02%             | 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        |    797000 | PA      | $611174.48    | 0.03%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $994952.97    | 0.05%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     64000 | PA      | $45824.33     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1096796.24   | 0.05%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $386645.56    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAJ8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    658000 | PA      | $521497.62    | 0.02%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    430000 | PA      | $310628.70    | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822172.52    | 0.04%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397953.19    | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    829000 | PA      | $850064.74    | 0.04%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $338010.31    | 0.02%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134463.75    | 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        |   1250000 | PA      | $1095462.51   | 0.05%             | 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      | $1770528.79   | 0.08%             | 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      | $750799.32    | 0.03%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332804.81    | 0.02%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1513703.36   | 0.07%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    663000 | PA      | $582970.56    | 0.03%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1316202.41   | 0.06%             | 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        |    100000 | PA      | $96485.40     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    867000 | PA      | $894419.73    | 0.04%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    440000 | PA      | $327188.57    | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372352.44    | 0.02%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    706000 | PA      | $622272.01    | 0.03%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    829000 | PA      | $845641.99    | 0.04%             | 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      | $376484.85    | 0.02%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1288633.33   | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $542043.99    | 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        |    900000 | PA      | $837215.26    | 0.04%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $464976.03    | 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      | $327667.34    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704896.85    | 0.03%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    829000 | PA      | $727636.05    | 0.03%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537309.65    | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $600089.18    | 0.03%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1208165.94   | 0.06%             | 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        |    475000 | PA      | $362185.60    | 0.02%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     97000 | PA      | $89412.60     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    413000 | PA      | $310910.39    | 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        |    663000 | PA      | $535543.81    | 0.02%             | 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        |   6489000 | PA      | $4788529.00   | 0.22%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    400000 | PA      | $244745.37    | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    511000 | PA      | $569477.39    | 0.03%             | 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        |    829000 | PA      | $725828.92    | 0.03%             | 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        |    250000 | PA      | $261407.42    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    850000 | PA      | $987930.80    | 0.05%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1930000 | PA      | $1452537.30   | 0.07%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1585000 | PA      | $1493862.50   | 0.07%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    413000 | PA      | $455500.02    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    863000 | PA      | $945811.72    | 0.04%             | 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        |    129000 | PA      | $179289.36    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1899609.34   | 0.09%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    843000 | PA      | $711559.52    | 0.03%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $496859.24    | 0.02%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403465.28    | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $801174.47    | 0.04%             | 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        |   1025000 | PA      | $857004.38    | 0.04%             | 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      | $185308.66    | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    243000 | PA      | $248307.86    | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NEW YORK ST THRUWAY AUTH                                                        | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $80555.54     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    829000 | PA      | $725759.28    | 0.03%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    763000 | PA      | $697442.88    | 0.03%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FEDEX 2020-1 CLASS AA                                                            | FedEx Corp 2020-1 Class AA Pass Through Trust                                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803749 | PA      | $664907.15    | 0.03%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3480000 | PA      | $4618193.16   | 0.21%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $532283.01    | 0.02%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $727524.48    | 0.03%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    400000 | PA      | $516895.60    | 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      | $266002.69    | 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        |    869000 | PA      | $718493.10    | 0.03%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1100000 | PA      | $1080105.62   | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    829000 | PA      | $763254.70    | 0.03%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1050000 | PA      | $1343475.00   | 0.06%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $413688.84    | 0.02%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    829000 | PA      | $727537.20    | 0.03%             | 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      | $199416.64    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1272349.92   | 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        |    216000 | PA      | $170086.43    | 0.01%             | 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        |   2160000 | PA      | $2764002.96   | 0.13%             | 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        |    450000 | PA      | $402425.41    | 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      | $436957.62    | 0.02%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1629513.73   | 0.07%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    309000 | PA      | $302590.36    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    915000 | PA      | $1056925.98   | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1418603.52   | 0.07%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    829000 | PA      | $840298.57    | 0.04%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $377322.52    | 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        |    775000 | PA      | $835145.35    | 0.04%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UDN1<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1134098.95   | 0.05%             | 2047-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    413000 | PA      | $348289.14    | 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        |   2739000 | PA      | $2142642.82   | 0.10%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392732.75    | 0.02%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    225000 | PA      | $175168.74    | 0.01%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402186.82    | 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        |    660000 | PA      | $518262.81    | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    163000 | PA      | $142677.36    | 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      | $282402.83    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    829000 | PA      | $647394.73    | 0.03%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    829000 | PA      | $791211.64    | 0.04%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    663000 | PA      | $655799.98    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    413000 | PA      | $369888.73    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    215000 | PA      | $247661.08    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    255000 | PA      | $275770.39    | 0.01%             | 2040-09-30      | Fixed         | 6.25%                 | 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      | $114846.93    | 0.01%             | 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        |   2225000 | PA      | $2593723.15   | 0.12%             | 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        |    400000 | PA      | $367250.96    | 0.02%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    620000 | PA      | $571892.58    | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    607000 | PA      | $410636.98    | 0.02%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $803142.02    | 0.04%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    780000 | PA      | $803568.43    | 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        |    750000 | PA      | $795028.31    | 0.04%             | 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        |    950000 | PA      | $624682.00    | 0.03%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519164.95    | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $500456.19    | 0.02%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    829000 | PA      | $927498.54    | 0.04%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    829000 | PA      | $669287.85    | 0.03%             | 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        |    620000 | PA      | $590443.93    | 0.03%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    829000 | PA      | $633494.40    | 0.03%             | 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        |    900000 | PA      | $906707.30    | 0.04%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $278331.17    | 0.01%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    329000 | PA      | $225062.00    | 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        |    163000 | PA      | $141590.37    | 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        |   1429000 | PA      | $1002153.26   | 0.05%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    713000 | PA      | $513051.55    | 0.02%             | 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      | $18562.20     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1943830.21   | 0.09%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149253.20    | 0.01%             | 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        |     57000 | PA      | $41736.11     | 0.00%             | 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        |    829000 | PA      | $625057.93    | 0.03%             | 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        |    650000 | PA      | $477037.77    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    829000 | PA      | $688353.82    | 0.03%             | 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        |   3186000 | PA      | $2564504.30   | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    500000 | PA      | $607845.00    | 0.03%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    225000 | PA      | $149658.80    | 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        |    620000 | PA      | $456679.86    | 0.02%             | 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        |    413000 | PA      | $282288.05    | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $486626.35    | 0.02%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1910000 | PA      | $1430322.60   | 0.07%             | 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        |    829000 | PA      | $654049.75    | 0.03%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    243000 | PA      | $193540.89    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742537.24    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CRANE HOLDINGS CO                                                                | Crane Holdings Co                                                               | CUSIP: 224399AT2<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228519.59    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    413000 | PA      | $371350.05    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $1419282.46   | 0.07%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1350000 | PA      | $1112712.42   | 0.05%             | 2033-10-29      | Fixed         | 3.40%                 | 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        |   1540000 | PA      | $2016448.28   | 0.09%             | 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        |    800000 | PA      | $658552.12    | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 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        |     25000 | PA      | $32415.53     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1697751.55   | 0.08%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    428000 | PA      | $392904.24    | 0.02%             | 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        |    163000 | PA      | $143062.44    | 0.01%             | 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        |    413000 | PA      | $354232.42    | 0.02%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $1915792.72   | 0.09%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402932.28    | 0.02%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42622.41     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317608.65    | 0.01%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424061.27    | 0.02%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281325.20    | 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        |    900000 | PA      | $931863.40    | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| 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      | $175461.30    | 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      | $430450.51    | 0.02%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1161556.28   | 0.05%             | 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        |    743000 | PA      | $578452.00    | 0.03%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1033127.64   | 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        |    579000 | PA      | $499224.85    | 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      | $46994.70     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    413000 | PA      | $298747.63    | 0.01%             | 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      | $559966.42    | 0.03%             | 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        |    581000 | PA      | $408578.90    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $255879.72    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    397000 | PA      | $317580.77    | 0.01%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2565000 | PA      | $2427131.25   | 0.11%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    475000 | PA      | $321598.75    | 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        |   1036000 | PA      | $854480.31    | 0.04%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1232467.87   | 0.06%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1825225.61   | 0.08%             | 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        |    413000 | PA      | $343314.41    | 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        |    829000 | PA      | $782413.04    | 0.04%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    125000 | PA      | $137995.75    | 0.01%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114194.14    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231834.67    | 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        |   1000000 | PA      | $1040220.15   | 0.05%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $462271.65    | 0.02%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $1729424.83   | 0.08%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1310000 | PA      | $912231.60    | 0.04%             | 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        |    500000 | PA      | $468453.62    | 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      | $796011.43    | 0.04%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392625.22    | 0.02%             | 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      | $32694.98     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1082371.71   | 0.05%             | 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        |    200000 | PA      | $189467.48    | 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        |    163000 | PA      | $147536.02    | 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        |   1804000 | PA      | $1937382.10   | 0.09%             | 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        |    620000 | PA      | $547605.65    | 0.03%             | 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        |   1100000 | PA      | $1230064.51   | 0.06%             | 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        |    500000 | PA      | $506250.00    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1890000 | PA      | $2074368.21   | 0.10%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $937889.81    | 0.04%             | 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        |    155000 | PA      | $126513.17    | 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        |    163000 | PA      | $138811.48    | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1900000 | PA      | $1684231.25   | 0.08%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1942867.72   | 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        |   2558000 | PA      | $2001395.01   | 0.09%             | 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      | $86246.01     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH REVENUE                                                   | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $118692.18    | 0.01%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1060782.96   | 0.05%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671869.26    | 0.03%             | 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        |    987000 | PA      | $949934.36    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    800000 | PA      | $750800.00    | 0.03%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    413000 | PA      | $369324.33    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    413000 | PA      | $377119.37    | 0.02%             | 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      | $346220.20    | 0.02%             | 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      | $194503.56    | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    496000 | PA      | $362959.11    | 0.02%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $528372.05    | 0.02%             | 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      | $250665.22    | 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        |    829000 | PA      | $811168.82    | 0.04%             | 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        |   6833000 | PA      | $4999586.11   | 0.23%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    163000 | PA      | $184441.42    | 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      | $183808.66    | 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        |    663000 | PA      | $536590.20    | 0.02%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1850000 | PA      | $1618953.50   | 0.07%             | 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        |   1279000 | PA      | $994310.82    | 0.05%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1736000 | PA      | $1545241.10   | 0.07%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $258658.04    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                         | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    663000 | PA      | $674115.35    | 0.03%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1007479.81   | 0.05%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    329000 | PA      | $338719.95    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    163000 | PA      | $151373.02    | 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        |   1045000 | PA      | $1049087.90   | 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        |    829000 | PA      | $746062.88    | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    805000 | PA      | $589828.39    | 0.03%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1209790.54   | 0.06%             | 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        |   1659000 | PA      | $1365687.24   | 0.06%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24924.33     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    911000 | PA      | $906483.64    | 0.04%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1642846.35   | 0.08%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1152946.46   | 0.05%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1770238.59   | 0.08%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $971263.41    | 0.04%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    125000 | PA      | $110680.38    | 0.01%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010639.47   | 0.05%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390547.64    | 0.02%             | 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        |    600000 | PA      | $543957.55    | 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        |    829000 | PA      | $815168.10    | 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        |   4677000 | PA      | $3576044.77   | 0.16%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| 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      | $979891.02    | 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        |    163000 | PA      | $173114.46    | 0.01%             | 2041-03-01      | Fixed         | 5.30%                 | 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      | $84062.97     | 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        |    320357 | PA      | $345129.72    | 0.02%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845RM4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $76160.08     | 0.00%             | 2048-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    886000 | PA      | $687590.03    | 0.03%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1200760.28   | 0.06%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $275443.25    | 0.01%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249791.08    | 0.01%             | 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        |    829000 | PA      | $728799.30    | 0.03%             | 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        |    657000 | PA      | $459243.58    | 0.02%             | 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        |    829000 | PA      | $806201.93    | 0.04%             | 2040-04-15      | Fixed         | 5.00%                 | 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      | $530043.48    | 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      | $400164.79    | 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        |   1036000 | PA      | $879233.64    | 0.04%             | 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      | $232063.58    | 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      | $541019.38    | 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        |    586000 | PA      | $587641.08    | 0.03%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    620000 | PA      | $514830.81    | 0.02%             | 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        |    829000 | PA      | $805666.88    | 0.04%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1555000 | PA      | $1319181.14   | 0.06%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $357866.91    | 0.02%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $564908.60    | 0.03%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    650000 | PA      | $752221.15    | 0.03%             | 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        |   1164000 | PA      | $995770.93    | 0.05%             | 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        |    538000 | PA      | $508141.10    | 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        |   1266000 | PA      | $1106507.33   | 0.05%             | 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      | $580861.80    | 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      | $247922.31    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220314.68    | 0.01%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $1934374.82   | 0.09%             | 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      | $507855.34    | 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        |    413000 | PA      | $356420.12    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1303123.99   | 0.06%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1353562.23   | 0.06%             | 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        |     59000 | PA      | $40037.44     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $278836.04    | 0.01%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    163000 | PA      | $145206.27    | 0.01%             | 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        |    400000 | PA      | $421509.82    | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $941554.68    | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | 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      | $548138.16    | 0.03%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162300.30    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    813000 | PA      | $949672.06    | 0.04%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1202421.62   | 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        |    413000 | PA      | $284281.77    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1533178.52   | 0.07%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577745.81    | 0.03%             | 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        |    829000 | PA      | $895146.24    | 0.04%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    163000 | PA      | $147097.86    | 0.01%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707038.10    | 0.03%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $2176212.38   | 0.10%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1673509.25   | 0.08%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1155781.15   | 0.05%             | 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        |    413000 | PA      | $308498.49    | 0.01%             | 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      | $706520.19    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                                          | MultiCare Health System                                                         | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127358.36    | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149385.51    | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    413000 | PA      | $307610.17    | 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        |    900000 | PA      | $864482.44    | 0.04%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    730000 | PA      | $528557.22    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1058039.87   | 0.05%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    941000 | PA      | $885134.56    | 0.04%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2283585.05   | 0.10%             | 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        |   2393000 | PA      | $2261621.28   | 0.10%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    400000 | PA      | $432530.00    | 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        |    629000 | PA      | $500357.71    | 0.02%             | 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      | $245325.81    | 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        |   1039000 | PA      | $743199.59    | 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        |   1429000 | PA      | $1010895.66   | 0.05%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $616325.72    | 0.03%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $868262.94    | 0.04%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1720535.55   | 0.08%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    419000 | PA      | $375572.13    | 0.02%             | 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        |    163000 | PA      | $143156.77    | 0.01%             | 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        |   4957000 | PA      | $4887145.66   | 0.22%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $210425.75    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425379.68    | 0.02%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1248058.10   | 0.06%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $896702.08    | 0.04%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    763000 | PA      | $659771.77    | 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        |    250000 | PA      | $191375.39    | 0.01%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560717.21    | 0.03%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $749167.01    | 0.03%             | 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      | $374964.75    | 0.02%             | 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      | $405777.46    | 0.02%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    813000 | PA      | $624995.85    | 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        |   1000000 | PA      | $774208.12    | 0.04%             | 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        |    478000 | PA      | $331067.58    | 0.02%             | 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        |    829000 | PA      | $762745.19    | 0.03%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    113000 | PA      | $83438.27     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    702000 | PA      | $731747.25    | 0.03%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    413000 | PA      | $310105.84    | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $436504.54    | 0.02%             | 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        |    600000 | PA      | $575010.00    | 0.03%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1108643.56   | 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        |    829000 | PA      | $650144.22    | 0.03%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    136000 | PA      | $89998.84     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479892.08    | 0.02%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1488552.77   | 0.07%             | 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      | $272742.69    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    497000 | PA      | $479574.41    | 0.02%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    413000 | PA      | $302948.91    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    243000 | PA      | $253252.05    | 0.01%             | 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        |    663000 | PA      | $603800.61    | 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        |    829000 | PA      | $831954.60    | 0.04%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    629000 | PA      | $435012.23    | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $388856.46    | 0.02%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    107000 | PA      | $65853.10     | 0.00%             | 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      | $298836.84    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    625000 | PA      | $699606.93    | 0.03%             | 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        |    843000 | PA      | $817154.88    | 0.04%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2227228.39   | 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        |   1436000 | PA      | $1015913.72   | 0.05%             | 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        |   1000000 | PA      | $790965.40    | 0.04%             | 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        |    820000 | PA      | $894959.48    | 0.04%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776858.17    | 0.04%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    763000 | PA      | $894367.01    | 0.04%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    829000 | PA      | $694285.44    | 0.03%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342170.83    | 0.02%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1655532.16   | 0.08%             | 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        |     26000 | PA      | $21860.07     | 0.00%             | 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        |    413000 | PA      | $322176.55    | 0.01%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177495.53    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1354283.76   | 0.06%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    825000 | PA      | $601462.66    | 0.03%             | 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        |    300000 | PA      | $229464.47    | 0.01%             | 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        |    450000 | PA      | $396324.73    | 0.02%             | 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        |    413000 | PA      | $338086.11    | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $512786.04    | 0.02%             | 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        |   3273000 | PA      | $3344581.92   | 0.15%             | 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      | $1222290.57   | 0.06%             | 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        |   1803000 | PA      | $1915227.39   | 0.09%             | 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        |   1479000 | PA      | $1402650.94   | 0.06%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    763000 | PA      | $778714.27    | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $953718.83    | 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        |    750000 | PA      | $842601.24    | 0.04%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    326000 | PA      | $351132.72    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $920770.45    | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27737.26     | 0.00%             | 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        |    650000 | PA      | $671248.38    | 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        |    500000 | PA      | $389606.21    | 0.02%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    500000 | PA      | $474082.90    | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $830645.75    | 0.04%             | 2050-07-01      | Fixed         | 3.13%                 | 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      | $641777.46    | 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        |   1030000 | PA      | $764691.38    | 0.04%             | 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        |    225000 | PA      | $176522.25    | 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        |    829000 | PA      | $779363.24    | 0.04%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    626000 | PA      | $549018.99    | 0.03%             | 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        |   2046000 | PA      | $1359277.61   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1688651.79   | 0.08%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1088403.45   | 0.05%             | 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        |   1779000 | PA      | $1806655.04   | 0.08%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1531945.14   | 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        |   1013000 | PA      | $1068539.78   | 0.05%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $836118.56    | 0.04%             | 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        |    413000 | PA      | $471063.19    | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1028000 | PA      | $922845.88    | 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      | $213492.93    | 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        |    752000 | PA      | $641435.49    | 0.03%             | 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      | $91456.17     | 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      | $410761.63    | 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      | $50794.28     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1702392.08   | 0.08%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    163000 | PA      | $129284.02    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $480364.59    | 0.02%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324617.55    | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    975000 | PA      | $645843.51    | 0.03%             | 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        |    971000 | PA      | $881668.00    | 0.04%             | 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        |    964000 | PA      | $680380.65    | 0.03%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376279.72    | 0.02%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    963000 | PA      | $877692.37    | 0.04%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $534476.10    | 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        |   1529000 | PA      | $1212741.46   | 0.06%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    222000 | PA      | $151108.44    | 0.01%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1031401.91   | 0.05%             | 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        |    650000 | PA      | $465472.34    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $587739.40    | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | 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      | $741511.71    | 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        |    400000 | PA      | $334358.76    | 0.02%             | 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        |    523000 | PA      | $481687.25    | 0.02%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    163000 | PA      | $180404.00    | 0.01%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400530.84    | 0.02%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1979095.88   | 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      | $1006932.07   | 0.05%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    450000 | PA      | $310788.90    | 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        |    713000 | PA      | $681677.03    | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    122000 | PA      | $93415.63     | 0.00%             | 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        |    300000 | PA      | $327431.25    | 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      | $785446.63    | 0.04%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    329000 | PA      | $292514.75    | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    745000 | PA      | $748665.94    | 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        |    620000 | PA      | $435021.40    | 0.02%             | 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        |    880000 | PA      | $603017.28    | 0.03%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                          | MASSACHUSETTS ST WTR RESOURCES AUTH                                             | CUSIP: 576051ZT6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    110000 | PA      | $85845.21     | 0.00%             | 2041-08-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1836831.60   | 0.08%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1535000 | PA      | $1273278.31   | 0.06%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $506748.14    | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    829000 | PA      | $667314.86    | 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        |    888000 | PA      | $851031.07    | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480220.97    | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $404921.62    | 0.02%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $755702.81    | 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        |   1250000 | PA      | $1093047.98   | 0.05%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1208154.37   | 0.06%             | 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              | BM        |    194000 | PA      | $142482.15    | 0.01%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1751168.74   | 0.08%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1326813.54   | 0.06%             | 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        |     97000 | PA      | $92101.07     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340279.51    | 0.02%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636133.56    | 0.03%             | 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        |   1000000 | PA      | $917013.02    | 0.04%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1650000 | PA      | $1478929.62   | 0.07%             | 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        |    869000 | PA      | $879691.93    | 0.04%             | 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        |   1550000 | PA      | $1929535.23   | 0.09%             | 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        |    640000 | PA      | $560385.13    | 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        |    350000 | PA      | $356774.50    | 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      | $29746.50     | 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      | $63556.56     | 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        |    663000 | PA      | $613970.70    | 0.03%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    290000 | PA      | $310365.94    | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1637837.60   | 0.08%             | 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      | $437395.24    | 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      | $363433.09    | 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      | $924354.10    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    329000 | PA      | $244394.45    | 0.01%             | 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        |   1593000 | PA      | $1548363.53   | 0.07%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778032.56    | 0.04%             | 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        |   1570000 | PA      | $1623884.60   | 0.07%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    655000 | PA      | $552110.48    | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1413000 | PA      | $1529395.88   | 0.07%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $830547.85    | 0.04%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    413000 | PA      | $392270.90    | 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        |   1070000 | PA      | $704715.51    | 0.03%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    713000 | PA      | $658212.01    | 0.03%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    413000 | PA      | $366136.26    | 0.02%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2061080.70   | 0.09%             | 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        |    300000 | PA      | $287958.48    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2866000 | PA      | $2271864.56   | 0.10%             | 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        |   1350000 | PA      | $1443363.99   | 0.07%             | 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        |    350000 | PA      | $246148.22    | 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        |    642000 | PA      | $667626.15    | 0.03%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    745000 | PA      | $704622.96    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    697000 | PA      | $647371.50    | 0.03%             | 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        |   1000000 | PA      | $871489.20    | 0.04%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333778.55    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415146.86    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2903000 | PA      | $1935575.25   | 0.09%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    675000 | PA      | $604513.26    | 0.03%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    713000 | PA      | $648739.13    | 0.03%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1352492.74   | 0.06%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    829000 | PA      | $651143.19    | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707252.94    | 0.03%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    829000 | PA      | $629056.80    | 0.03%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    427000 | PA      | $427066.48    | 0.02%             | 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        |    470000 | PA      | $449786.89    | 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        |   1060000 | PA      | $997493.38    | 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        |    829000 | PA      | $710529.72    | 0.03%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $913599.00    | 0.04%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1036000 | PA      | $842979.62    | 0.04%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1063989.57   | 0.05%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1123314.16   | 0.05%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $773039.41    | 0.04%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    763000 | PA      | $558998.56    | 0.03%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259784.97    | 0.01%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    413000 | PA      | $318789.51    | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371120.96    | 0.02%             | 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        |   3573000 | PA      | $3057952.01   | 0.14%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    989000 | PA      | $737501.66    | 0.03%             | 2051-08-01      | Fixed         | 3.40%                 | 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      | $79842.75     | 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        |   1243000 | PA      | $1352753.66   | 0.06%             | 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        |   1193000 | PA      | $1141455.90   | 0.05%             | 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              | US        |    600000 | PA      | $413299.37    | 0.02%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $762761.94    | 0.03%             | 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      | $758502.02    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2279000 | PA      | $1740639.90   | 0.08%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    829000 | PA      | $678958.43    | 0.03%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    620000 | PA      | $530203.28    | 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        |    291000 | PA      | $293825.86    | 0.01%             | 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        |    829000 | PA      | $719124.81    | 0.03%             | 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        |   1263000 | PA      | $1251662.04   | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1030000 | PA      | $787706.58    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    713000 | PA      | $585130.97    | 0.03%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    829000 | PA      | $537418.96    | 0.02%             | 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        |    285000 | PA      | $234996.46    | 0.01%             | 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        |   1150000 | PA      | $827778.29    | 0.04%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    875000 | PA      | $669446.94    | 0.03%             | 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        |    350000 | PA      | $371999.86    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $477784.60    | 0.02%             | 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      | $1104575.93   | 0.05%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1614962.00   | 0.07%             | 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        |    550000 | PA      | $575148.04    | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442606.34    | 0.02%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1439434.57   | 0.07%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    829000 | PA      | $677131.73    | 0.03%             | 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        |    478000 | PA      | $345295.25    | 0.02%             | 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        |    279000 | PA      | $279179.16    | 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      | $1653391.72   | 0.08%             | 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      | $946660.90    | 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        |    229000 | PA      | $172708.78    | 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      | $23641.60     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $940063.87    | 0.04%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    850000 | PA      | $840973.91    | 0.04%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1415304.58   | 0.06%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    477000 | PA      | $365387.25    | 0.02%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    829000 | PA      | $733390.56    | 0.03%             | 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        |    413000 | PA      | $370420.62    | 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        |    450000 | PA      | $375219.88    | 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        |   1000000 | PA      | $967985.85    | 0.04%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    513000 | PA      | $488310.99    | 0.02%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    113000 | PA      | $122493.01    | 0.01%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1095632.93   | 0.05%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1079398.20   | 0.05%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    340000 | PA      | $275092.98    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29560.55     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1206347.22   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $96547.00     | 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        |   1000000 | PA      | $689532.46    | 0.03%             | 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        |   1013000 | PA      | $864956.64    | 0.04%             | 2051-10-01      | Fixed         | 3.80%                 | 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      | $32737.63     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    663000 | PA      | $591632.89    | 0.03%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $508186.25    | 0.02%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    655000 | PA      | $475070.64    | 0.02%             | 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        |   1341000 | PA      | $1040503.84   | 0.05%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $910983.67    | 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        |   1370000 | PA      | $1276792.34   | 0.06%             | 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        |   1077000 | PA      | $881347.50    | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78598.98     | 0.00%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238602.45    | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525633.30    | 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        |    829000 | PA      | $736804.60    | 0.03%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $3094799.46   | 0.14%             | 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        |    620000 | PA      | $565564.21    | 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        |   2283000 | PA      | $1715071.79   | 0.08%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $1991761.61   | 0.09%             | 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      | $288112.56    | 0.01%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    496000 | PA      | $428846.73    | 0.02%             | 2050-05-15      | Fixed         | 4.60%                 | 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      | $282448.39    | 0.01%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    113000 | PA      | $77727.05     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | Teck Resources Ltd                                                              | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $659868.21    | 0.03%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527035.00    | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    125000 | PA      | $141028.75    | 0.01%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316129.50    | 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        |   3000000 | PA      | $2726741.40   | 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        |    628000 | PA      | $425850.12    | 0.02%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    613000 | PA      | $548196.94    | 0.03%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    613000 | PA      | $413028.48    | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $528399.31    | 0.02%             | 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      | $586497.74    | 0.03%             | 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        |   1042000 | PA      | $1012315.97   | 0.05%             | 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        |    900000 | PA      | $868101.67    | 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        |    209000 | PA      | $161041.84    | 0.01%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $1018854.42   | 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        |    613000 | PA      | $492235.29    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    346000 | PA      | $248585.71    | 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        |    300000 | PA      | $205143.81    | 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      | $596986.60    | 0.03%             | 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        |    500000 | PA      | $461625.42    | 0.02%             | 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        |    600000 | PA      | $436087.04    | 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        |    926000 | PA      | $670002.92    | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $860553.74    | 0.04%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221553.63    | 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        |    400000 | PA      | $421238.99    | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    660000 | PA      | $604039.01    | 0.03%             | 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        |    750000 | PA      | $637584.68    | 0.03%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    708000 | PA      | $461660.25    | 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        |    163000 | PA      | $124641.98    | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    676000 | PA      | $510690.98    | 0.02%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $692625.85    | 0.03%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345110.83    | 0.02%             | 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        |    413000 | PA      | $320874.82    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2772825.67   | 0.13%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $269532.73    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1483370.22   | 0.07%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5288000 | PA      | $5398511.11   | 0.25%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    413000 | PA      | $386506.63    | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    975000 | PA      | $733026.75    | 0.03%             | 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      | $421129.00    | 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        |    350000 | PA      | $300647.24    | 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        |   1778000 | PA      | $1377950.00   | 0.06%             | 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      | $192526.96    | 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      | $1385483.92   | 0.06%             | 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      | $389288.59    | 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        |   1993000 | PA      | $1633917.78   | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    413000 | PA      | $330347.16    | 0.02%             | 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        |    750000 | PA      | $538818.86    | 0.02%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $474099.87    | 0.02%             | 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        |   2234000 | PA      | $2311600.45   | 0.11%             | 2043-09-30      | Fixed         | 5.00%                 | 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        |    125000 | PA      | $126593.50    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $1943637.22   | 0.09%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2500000 | PA      | $1887187.50   | 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        |    700000 | PA      | $563570.41    | 0.03%             | 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        |    880000 | PA      | $604732.53    | 0.03%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1473054.56   | 0.07%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1013000 | PA      | $927566.73    | 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        |    413000 | PA      | $403316.57    | 0.02%             | 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        |    563000 | PA      | $510328.19    | 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      | $441915.97    | 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      | $727587.95    | 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        |     57000 | PA      | $41193.54     | 0.00%             | 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        |    534000 | PA      | $452241.18    | 0.02%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $787493.93    | 0.04%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $829991.26    | 0.04%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1906629.30   | 0.09%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $518696.50    | 0.02%             | 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      | $44273.52     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411103.80    | 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      | $1179059.02   | 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        |    750000 | PA      | $612618.53    | 0.03%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    517000 | PA      | $494293.20    | 0.02%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $542075.29    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428975.84    | 0.02%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $508182.71    | 0.02%             | 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        |    413000 | PA      | $318582.21    | 0.01%             | 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        |    829000 | PA      | $700765.54    | 0.03%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282757.49    | 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        |    381000 | PA      | $367016.20    | 0.02%             | 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      | $206944.35    | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $104913.21    | 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        |    413000 | PA      | $359729.43    | 0.02%             | 2050-03-26      | Fixed         | 3.95%                 | 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        |    413000 | PA      | $384910.95    | 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      | $1423892.93   | 0.07%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    429000 | PA      | $434677.21    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1430080.60   | 0.07%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927984.98    | 0.04%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    413000 | PA      | $344494.55    | 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      | $345878.31    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1381528.59   | 0.06%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1450000 | PA      | $1481160.50   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    413000 | PA      | $350499.65    | 0.02%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1391000 | PA      | $1087154.51   | 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        |   1029000 | PA      | $736554.07    | 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        |    413000 | PA      | $408143.07    | 0.02%             | 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        |    600000 | PA      | $535305.64    | 0.02%             | 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        |    163000 | PA      | $161298.28    | 0.01%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5961000 | PA      | $4370065.85   | 0.20%             | 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        |   1036000 | PA      | $963944.53    | 0.04%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $3645428.96   | 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        |    704000 | PA      | $501305.76    | 0.02%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $33206.05     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $451566.82    | 0.02%             | 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      | $785647.89    | 0.04%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    320000 | PA      | $353314.24    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1381868.35   | 0.06%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1048288.59   | 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        |   1036000 | PA      | $976122.57    | 0.04%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    413000 | PA      | $419796.60    | 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      | $316265.20    | 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        |    650000 | PA      | $619161.19    | 0.03%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $985660.37    | 0.05%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1616024.36   | 0.07%             | 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      | $606292.37    | 0.03%             | 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      | $475586.80    | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    763000 | PA      | $684614.49    | 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        |    480000 | PA      | $369185.23    | 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        |    500000 | PA      | $584452.44    | 0.03%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $279175.10    | 0.01%             | 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        |    950000 | PA      | $932116.25    | 0.04%             | 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        |   1779000 | PA      | $1308281.42   | 0.06%             | 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        |    230000 | PA      | $182061.68    | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    913000 | PA      | $988364.74    | 0.05%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1823821.98   | 0.08%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2312000 | PA      | $2069673.50   | 0.09%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2267000 | PA      | $2007163.60   | 0.09%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    413000 | PA      | $362597.98    | 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        |    736000 | PA      | $735608.96    | 0.03%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3191000 | PA      | $2306194.22   | 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        |    655000 | PA      | $646842.96    | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     95000 | PA      | $70890.24     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1808000 | PA      | $1371029.00   | 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        |   1036000 | PA      | $900809.82    | 0.04%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    413000 | PA      | $376213.00    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1186626.38   | 0.05%             | 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        |   3549000 | PA      | $2752118.93   | 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        |    103000 | PA      | $74831.45     | 0.00%             | 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        |    329000 | PA      | $236213.05    | 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        |    413000 | PA      | $345352.47    | 0.02%             | 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        |   1400000 | PA      | $1062189.72   | 0.05%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1344836.66   | 0.06%             | 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        |    609000 | PA      | $463501.03    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122180.91    | 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        |    700000 | PA      | $693064.32    | 0.03%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    127000 | PA      | $96533.19     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1066655.97   | 0.05%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1166154.77   | 0.05%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    126000 | PA      | $92317.63     | 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        |    400000 | PA      | $430207.52    | 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        |    600000 | PA      | $700908.71    | 0.03%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    288000 | PA      | $286675.81    | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    763000 | PA      | $717011.28    | 0.03%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    829000 | PA      | $945771.22    | 0.04%             | 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        |    300000 | PA      | $259619.62    | 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        |    829000 | PA      | $762243.42    | 0.03%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    413000 | PA      | $343400.68    | 0.02%             | 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      | $480188.35    | 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      | $170561.48    | 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        |   1213000 | PA      | $1093373.31   | 0.05%             | 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        |    800000 | PA      | $581711.65    | 0.03%             | 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: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $743785.09    | 0.03%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    563000 | PA      | $424843.70    | 0.02%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $788605.96    | 0.04%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    493000 | PA      | $400406.39    | 0.02%             | 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        |   2826000 | PA      | $2225342.12   | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2110000 | PA      | $1817237.50   | 0.08%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $154255.65    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $407547.64    | 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        |    450000 | PA      | $482156.66    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    163000 | PA      | $126092.50    | 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      | $1109287.96   | 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        |   1413000 | PA      | $1396308.03   | 0.06%             | 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      | $277812.63    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | 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      | $616365.82    | 0.03%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1438293.68   | 0.07%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $380720.97    | 0.02%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    496000 | PA      | $448880.26    | 0.02%             | 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        |   1793000 | PA      | $1847073.01   | 0.08%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $389729.41    | 0.02%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306282.95    | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    413000 | PA      | $349696.26    | 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        |   1145000 | PA      | $748899.00    | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    850000 | PA      | $766209.86    | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    659000 | PA      | $509974.44    | 0.02%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $35169.26     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    671000 | PA      | $672120.62    | 0.03%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    163000 | PA      | $170661.42    | 0.01%             | 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        |   2505000 | PA      | $1806059.03   | 0.08%             | 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      | $626408.60    | 0.03%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $318220.74    | 0.01%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $981181.76    | 0.04%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    660000 | PA      | $789226.31    | 0.04%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    820000 | PA      | $628623.48    | 0.03%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    936000 | PA      | $664850.04    | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $1058358.63   | 0.05%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $977290.49    | 0.04%             | 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        |   1262000 | PA      | $998051.63    | 0.05%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1078555.02   | 0.05%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    350000 | PA      | $407932.76    | 0.02%             | 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        |    413000 | PA      | $296401.18    | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2766298.76   | 0.13%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $481463.10    | 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      | $68344.85     | 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        |   1177000 | PA      | $924180.04    | 0.04%             | 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      | $326350.12    | 0.01%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2178000 | PA      | $1553811.34   | 0.07%             | 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        |    591000 | PA      | $380741.43    | 0.02%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    329000 | PA      | $284703.12    | 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        |   2359000 | PA      | $2278138.93   | 0.10%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180604.59    | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305882.97    | 0.01%             | 2035-07-15      | 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        |    270000 | PA      | $195746.22    | 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        |    475000 | PA      | $536967.86    | 0.02%             | 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        |    300000 | PA      | $320712.83    | 0.01%             | 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        |    900000 | PA      | $732112.10    | 0.03%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1090706.83   | 0.05%             | 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        |    750000 | PA      | $732607.34    | 0.03%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $994489.63    | 0.05%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1695749.71   | 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        |    750000 | PA      | $551466.19    | 0.03%             | 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      | $280799.64    | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    355000 | PA      | $453867.86    | 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      | $302111.91    | 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        |    620000 | PA      | $510138.34    | 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      | $234208.52    | 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        |   2567000 | PA      | $2216300.03   | 0.10%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    413000 | PA      | $370348.45    | 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      | $711449.77    | 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        |    890000 | PA      | $691628.79    | 0.03%             | 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      | $233205.27    | 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      | $29493.88     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23120.81     | 0.00%             | 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        |    716000 | PA      | $587480.06    | 0.03%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $942603.98    | 0.04%             | 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        |   2243000 | PA      | $1976117.18   | 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      | $852951.01    | 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        |    809000 | PA      | $564017.25    | 0.03%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $962505.96    | 0.04%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    413000 | PA      | $338132.61    | 0.02%             | 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      | $396466.83    | 0.02%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: —       |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    942000 | PA      | $645771.16    | 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        |   1000000 | PA      | $891497.76    | 0.04%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    340000 | PA      | $286092.94    | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1429000 | PA      | $1216530.41   | 0.06%             | 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      | $724983.65    | 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      | $1088696.54   | 0.05%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465193.55    | 0.02%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $346334.16    | 0.02%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    329000 | PA      | $256477.15    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Sonoco Products Co                                                               | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461973.65    | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    829000 | PA      | $755750.74    | 0.03%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    301000 | PA      | $303060.19    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1567376.56   | 0.07%             | 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      | $1211668.80   | 0.06%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $629804.24    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    563000 | PA      | $500175.36    | 0.02%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    413000 | PA      | $355762.78    | 0.02%             | 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      | $531133.75    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $576084.61    | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    413000 | PA      | $325940.32    | 0.01%             | 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        |    496000 | PA      | $363231.76    | 0.02%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                                          | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44983.31     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    413000 | PA      | $404422.38    | 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        |   1579000 | PA      | $1462701.64   | 0.07%             | 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      | $1761901.91   | 0.08%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904854.24    | 0.04%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    329000 | PA      | $237658.91    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $416994.43    | 0.02%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $221533.38    | 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        |   2543000 | PA      | $2170869.82   | 0.10%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 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      | $483235.20    | 0.02%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    663000 | PA      | $612005.07    | 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        |    726000 | PA      | $614688.00    | 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        |   1479000 | PA      | $1407881.49   | 0.06%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $2572702.51   | 0.12%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1928465.72   | 0.09%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    350000 | PA      | $307685.54    | 0.01%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $349321.44    | 0.02%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635532.41    | 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      | $435097.29    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    496000 | PA      | $421782.67    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    963000 | PA      | $984001.55    | 0.05%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366220.66    | 0.02%             | 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        |    163000 | PA      | $141961.80    | 0.01%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029000 | PA      | $740912.36    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1416139.20   | 0.06%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    829000 | PA      | $608973.12    | 0.03%             | 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        |    800000 | PA      | $661556.72    | 0.03%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $979921.19    | 0.04%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1370000 | PA      | $1352284.90   | 0.06%             | 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        |    931000 | PA      | $817257.62    | 0.04%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    963000 | PA      | $845994.38    | 0.04%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    961000 | PA      | $660233.08    | 0.03%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307771.44    | 0.01%             | 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      | $690102.08    | 0.03%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1589000 | PA      | $1187952.29   | 0.05%             | 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        |    329000 | PA      | $238286.11    | 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        |    600000 | PA      | $431653.45    | 0.02%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    413000 | PA      | $360372.18    | 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      | $684072.91    | 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      | $66723.75     | 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        |    413000 | PA      | $334099.55    | 0.02%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1104118.74   | 0.05%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $864638.96    | 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        |   1513000 | PA      | $1572969.19   | 0.07%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    829000 | PA      | $954626.36    | 0.04%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $958436.50    | 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        |   1659000 | PA      | $1239663.91   | 0.06%             | 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      | $594207.62    | 0.03%             | 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        |   1154000 | PA      | $1121515.66   | 0.05%             | 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      | $819334.14    | 0.04%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25216.00     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806773 | PA      | $664567.22    | 0.03%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    429000 | PA      | $362744.77    | 0.02%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5139000 | PA      | $3788469.77   | 0.17%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $468365.00    | 0.02%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    620000 | PA      | $486367.56    | 0.02%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $878723.28    | 0.04%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1776788.23   | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    423000 | PA      | $381132.43    | 0.02%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108076.43    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450448.36    | 0.02%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1199630.10   | 0.05%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1544298.97   | 0.07%             | 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        |    600000 | PA      | $441996.14    | 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        |    413000 | PA      | $446171.88    | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    630000 | PA      | $593390.55    | 0.03%             | 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        |    713000 | PA      | $775269.38    | 0.04%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119788.57    | 0.01%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1164733.79   | 0.05%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1341000 | PA      | $977516.26    | 0.04%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    413000 | PA      | $371657.01    | 0.02%             | 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        |    620000 | PA      | $569654.22    | 0.03%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    854000 | PA      | $653594.77    | 0.03%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer