# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012192
**Filing Date:** 2023-1
**Character Count:** 1757030
**Document Hash:** e51eb6be68a8e46cde7b0d81cc6dcaf7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012192.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012192

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23551350

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares 10+ Year Investment Grade Corporate Bond ETF (Series ID: S000026651)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000080009 | iShares 10+ Year Investment Grade Corporate Bond ETF | IGLB            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.0%** |  |  |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/41 (Call 09/01/40) | $204 | $144551 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/01/48 (Call 04/01/48)<sup>(a)</sup> | 154 | 141465 |
|  |  | 286016 |
| **Aerospace & Defense — 2.3%** |  |  |
| Airbus SE, 3.95%, 04/10/47 (Call 10/10/46)<sup>(a)(b)</sup> | 210 | 170938 |
| BAE Systems Holdings Inc., 4.75%, 10/07/44<sup>(a)(b)</sup> | 189 | 169608 |
| BAE Systems PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/15/50 (Call 03/15/50)<sup>(b)</sup> | 369 | 247285 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 10/11/41<sup>(b)</sup> | 565 | 579301 |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/35 (Call 11/01/34) | 494 | 374600 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/01/35 (Call 09/01/34) | 364 | 269986 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/46 (Call 12/15/45) | 300 | 198686 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/39 (Call 09/01/38) | 177 | 128416 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/45 (Call 09/01/44) | 351 | 234786 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/38 (Call 09/01/37) | 287 | 212073 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/34 (Call 02/01/34) | 219 | 176416 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/01/48 (Call 09/01/47) | 325 | 217783 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/47 (Call 09/01/46) | 289 | 196667 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/01/50 (Call 08/01/49)<sup>(a)</sup> | 885 | 620749 |
| &nbsp;&nbsp;&nbsp;3.83%, 03/01/59 (Call 09/01/58) | 182 | 118831 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/01/48 (Call 05/01/48) | 202 | 140559 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/49 (Call 11/01/48) | 429 | 304124 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/59 (Call 02/01/59) | 621 | 428161 |
| &nbsp;&nbsp;&nbsp;5.71%, 05/01/40 (Call 11/01/39) | 1708 | 1627502 |
| &nbsp;&nbsp;&nbsp;5.81%, 05/01/50 (Call 11/01/49) | 2940 | 2773755 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/40 | 325 | 309645 |
| &nbsp;&nbsp;&nbsp;5.93%, 05/01/60 (Call 11/01/59) | 2063 | 1914757 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/15/33 | 188 | 191130 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 02/15/38<sup>(a)</sup> | 151 | 153858 |
| &nbsp;&nbsp;&nbsp;6.88%, 03/15/39 | 270 | 284649 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 06/01/41 (Call 12/01/40)<sup>(a)</sup> | 331 | 251126 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/42 (Call 05/15/42)<sup>(a)</sup> | 260 | 218050 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/40 (Call 10/01/39) | 555 | 514929 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 546 | 496823 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 04/27/35 (Call 10/27/34) | 211 | 199981 |
| &nbsp;&nbsp;&nbsp;5.05%, 04/27/45 (Call 10/27/44) | 199 | 182220 |
| &nbsp;&nbsp;&nbsp;6.15%, 12/15/40 | 411 | 429608 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 411 | 286216 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 03/01/35 (Call 09/01/34)<sup>(a)</sup> | 250 | 223331 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/45 (Call 09/01/44) | 710 | 592139 |
| &nbsp;&nbsp;&nbsp;4.07%, 12/15/42 | 965 | 853498 |
| &nbsp;&nbsp;&nbsp;4.09%, 09/15/52 (Call 03/15/52) | 774 | 670547 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/53 (Call 12/15/52) | 690 | 602915 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/62 (Call 12/15/61) | 455 | 392700 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/36 (Call 11/15/35) | 201 | 193612 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/46 (Call 11/15/45) | 797 | 754740 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/15/54 (Call 05/15/54) | 710 | 769751 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 06/01/40<sup>(a)</sup> | 49 | 52115 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/63 (Call 05/15/63) | 190 | 210154 |
| &nbsp;&nbsp;&nbsp;Series B, 6.15%, 09/01/36 | 445 | 491146 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 04/15/45 (Call 10/15/44) | 333 | 274258 |
| &nbsp;&nbsp;&nbsp;4.03%, 10/15/47 (Call 04/15/47) | 1451 | 1230550 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/01/43<sup>(a)</sup> | $581 | $546140 |
| &nbsp;&nbsp;&nbsp;5.05%, 11/15/40 | 254 | 246974 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/40 (Call 11/01/39) | 432 | 426998 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/01/50 (Call 11/01/49) | 584 | 589058 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.82%, 09/01/51 (Call 03/01/51) | 680 | 466209 |
| &nbsp;&nbsp;&nbsp;3.03%, 03/15/52 (Call 09/15/51) | 634 | 444528 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/01/50 (Call 01/01/50) | 650 | 468037 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/01/46 (Call 05/01/46) | 630 | 500508 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/04/47 (Call 11/04/46) | 379 | 316455 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (Call 11/16/44) | 623 | 532680 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/44 (Call 06/15/44) | 275 | 224872 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/47 (Call 10/15/46) | 575 | 503115 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/16/38 (Call 05/16/38) | 473 | 433619 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 1976 | 1826005 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/16/48 (Call 05/16/48) | 1086 | 995378 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/15/41 | 235 | 216300 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/43 (Call 06/15/43) | 287 | 268430 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 282 | 266207 |
| &nbsp;&nbsp;&nbsp;5.40%, 05/01/35 | 160 | 162401 |
| &nbsp;&nbsp;&nbsp;5.70%, 04/15/40 | 145 | 149683 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 06/01/36<sup>(a)</sup> | 340 | 365532 |
| &nbsp;&nbsp;&nbsp;6.13%, 07/15/38 | 350 | 378270 |
|  |  | 32262073 |
| **Agriculture — 1.3%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/04/41 (Call 08/04/40) | 974 | 662902 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/04/51 (Call 08/04/50) | 776 | 502450 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/16/46 (Call 03/16/46)<sup>(a)</sup> | 841 | 572800 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/04/61 (Call 08/04/60) | 514 | 341757 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/09/42 | 577 | 430225 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/50 (Call 11/06/49) | 299 | 213462 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/02/43 | 421 | 317668 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/31/44<sup>(a)</sup> | 909 | 791960 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 02/14/39 (Call 08/14/38)<sup>(a)</sup> | 1143 | 1059652 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/14/49 (Call 08/14/48) | 1420 | 1261209 |
| &nbsp;&nbsp;&nbsp;6.20%, 02/14/59 (Call 08/14/58) | 207 | 194135 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 305 | 208571 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/15/47 (Call 03/15/47)<sup>(a)</sup> | 255 | 212336 |
| &nbsp;&nbsp;&nbsp;4.02%, 04/16/43 | 174 | 150332 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 358 | 333511 |
| &nbsp;&nbsp;&nbsp;4.54%, 03/26/42 | 436 | 406255 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/15/35 | 455 | 472384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.77%, 03/01/41<sup>(a)(c)</sup> | 65 | 67689 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.73%, 09/25/40 (Call 03/25/40) | 444 | 312868 |
| &nbsp;&nbsp;&nbsp;3.98%, 09/25/50 (Call 03/25/50) | 610 | 412372 |
| &nbsp;&nbsp;&nbsp;4.39%, 08/15/37 (Call 02/15/37) | 1117 | 879863 |
| &nbsp;&nbsp;&nbsp;4.54%, 08/15/47 (Call 02/15/47) | 1555 | 1128206 |
| &nbsp;&nbsp;&nbsp;4.76%, 09/06/49 (Call 03/06/49) | 540 | 400063 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.28%, 04/02/50 (Call 10/02/49)<sup>(a)</sup> | 350 | 278656 |
| &nbsp;&nbsp;&nbsp;5.65%, 03/16/52 (Call 09/16/51) | 405 | 338417 |
| Cargill Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/25/51 (Call 11/25/50)<sup>(b)</sup> | 610 | 429660 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/23/49 (Call 11/23/48)<sup>(a)(b)</sup> | 317 | 257021 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/22/52 (Call 10/22/51)<sup>(b)</sup> | 330 | 291760 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 11/23/45<sup>(b)</sup> | 295 | 269944 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/21/42 | 646 | 485565 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 03/04/43 | $429 | $334509 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/10/44 | 665 | 525353 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/41 | 514 | 419000 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/42 | 570 | 472439 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/43<sup>(a)</sup> | 385 | 331713 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/16/38 | 838 | 869965 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 08/15/35 (Call 02/15/35) | 532 | 491135 |
| &nbsp;&nbsp;&nbsp;5.85%, 08/15/45 (Call 02/15/45) | 1384 | 1210292 |
| &nbsp;&nbsp;&nbsp;6.15%, 09/15/43 | 406 | 364733 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 06/15/37<sup>(a)</sup> | 281 | 288777 |
|  |  | 18991609 |
| **Apparel — 0.2%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/40 (Call 09/27/39) | 692 | 567830 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/46 (Call 05/01/46) | 369 | 293304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(a)</sup> | 1067 | 847918 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/01/43 (Call 11/01/42)<sup>(a)</sup> | 399 | 338514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/01/45 (Call 05/01/45)<sup>(a)</sup> | 548 | 476285 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/15/33<sup>(a)</sup> | 301 | 300992 |
| &nbsp;&nbsp;&nbsp;6.45%, 11/01/37 | 95 | 96506 |
|  |  | 2921349 |
| **Auto Manufacturers — 0.4%** |  |  |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 09/01/50 (Call 03/01/50)<sup>(a)</sup> | 424 | 272104 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/43 (Call 04/01/43) | 302 | 288853 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/35 | 199 | 176056 |
| &nbsp;&nbsp;&nbsp;5.15%, 04/01/38 (Call 10/01/37) | 562 | 495505 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/45 | 881 | 746994 |
| &nbsp;&nbsp;&nbsp;5.40%, 04/01/48 (Call 10/01/47) | 487 | 419506 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/49 (Call 10/01/48)<sup>(a)</sup> | 681 | 632843 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/02/43 | 701 | 675372 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/36 (Call 10/01/35) | 718 | 725328 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/01/46 (Call 10/01/45) | 607 | 607174 |
|  |  | 5039735 |
| **Auto Parts & Equipment — 0.1%** |  |  |
| Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 12/01/51 (Call 06/01/51) | 971 | 601417 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/01/46 (Call 04/01/46) | 150 | 113430 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 03/15/49 (Call 09/15/48)<sup>(a)</sup> | 140 | 121417 |
| Aptiv PLC/Aptiv Corp., 4.15%, 05/01/52 (Call 11/01/51) | 585 | 438862 |
| BorgWarner Inc., 4.38%, 03/15/45 (Call 09/15/44) | 260 | 202780 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/52 (Call 07/15/51) | 150 | 93903 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/49 (Call 11/15/48) | 409 | 342038 |
|  |  | 1913847 |
| **Banks — 7.7%** |  |  |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.930%)<sup>(a)(d)</sup> | 2917 | 2034880 |
| &nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.880%)<sup>(d)</sup> | 712 | 456064 |
| &nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(d)</sup> | 1129 | 742300 |
| &nbsp;&nbsp;&nbsp;3.31%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(d)</sup> | 2052 | 1553680 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.19%)<sup>(d)</sup> | $849 | $673144 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/40 (Call 04/23/39), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.32%)<sup>(d)</sup> | 939 | 795093 |
| &nbsp;&nbsp;&nbsp;4.08%, 03/20/51 (Call 03/20/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.15%)<sup>(d)</sup> | 3374 | 2773705 |
| &nbsp;&nbsp;&nbsp;4.24%, 04/24/38 (Call 04/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.814%)<sup>(d)</sup> | 1137 | 994404 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/15/50 (Call 03/15/49), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.520%)<sup>(d)</sup> | 1761 | 1490806 |
| &nbsp;&nbsp;&nbsp;4.44%, 01/20/48 (Call 01/20/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.990%)<sup>(d)</sup> | 1354 | 1169707 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/44 | 341 | 309902 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/21/44<sup>(a)</sup> | 1281 | 1202814 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/07/42 | 811 | 846506 |
| &nbsp;&nbsp;&nbsp;6.11%, 01/29/37 | 1124 | 1165375 |
| &nbsp;&nbsp;&nbsp;7.75%, 05/14/38 | 935 | 1121661 |
| &nbsp;&nbsp;&nbsp;Series L, 4.75%, 04/21/45 | 393 | 341251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 3.48%, 03/13/52 (Call 03/11/51), (1 day SOFR + 1.650%)<sup>(d)</sup> | 640 | 469700 |
| Bank of America NA, 6.00%, 10/15/36 | 831 | 868680 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 11/24/42 (Call 11/24/41)<sup>(d)</sup> | 589 | 406463 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.81%, 03/10/42 (Call 03/10/41)<sup>(d)</sup> | 442 | 288353 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/10/47 | 863 | 731265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/17/45<sup>(a)</sup> | 902 | 805692 |
| BNP Paribas SA, 2.82%, 01/26/41<sup>(a)(b)</sup> | 380 | 236357 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.58%, 10/19/42 (Call 10/19/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.952%)<sup>(a)(b)(d)</sup> | 250 | 162859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 01/14/37 (Call 01/14/32)<sup>(a)(b)(d)</sup> | 250 | 184917 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 11/03/42 (Call 11/03/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.379%)<sup>(d)</sup> | 737 | 517342 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/24/39 (Call 01/24/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.168%)<sup>(d)</sup> | 593 | 495883 |
| &nbsp;&nbsp;&nbsp;4.28%, 04/24/48 (Call 04/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.839%)<sup>(d)</sup> | 480 | 405117 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/30/45<sup>(a)</sup> | 627 | 556006 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48) | 1520 | 1368925 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/18/46 | 1179 | 1005679 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/06/44 | 519 | 481662 |
| &nbsp;&nbsp;&nbsp;5.32%, 03/26/41 (Call 03/26/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.548%)<sup>(d)</sup> | 751 | 724110 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/22/33<sup>(a)</sup> | 415 | 416936 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/30/42 | 621 | 639252 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/31/33 | 284 | 293435 |
| &nbsp;&nbsp;&nbsp;6.13%, 08/25/36 | 583 | 593727 |
| &nbsp;&nbsp;&nbsp;6.68%, 09/13/43 | 596 | 649910 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 03/05/38<sup>(a)</sup> | 185 | 199706 |
| &nbsp;&nbsp;&nbsp;6.88%, 02/15/98 | 112 | 116904 |
| &nbsp;&nbsp;&nbsp;8.13%, 07/15/39 | 1201 | 1508001 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.31%, 03/11/41<sup>(a)(b)</sup> | 630 | 428677 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.74%, 09/12/39<sup>(b)</sup> | 800 | 591487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 07/12/47<sup>(a)(b)</sup> | 994 | 811442 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 01/10/48<sup>(a)(b)</sup> | 787 | 585550 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 05/24/41 | 1080 | 1103547 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 08/04/45<sup>(a)</sup> | 736 | 663104 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 12/01/43 | $607 | $583405 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 09/30/2110<sup>(b)</sup> | 200 | 200582 |
| Credit Agricole SA, 2.81%, 01/11/41<sup>(a)(b)</sup> | 562 | 348008 |
| Credit Suisse Group AG, 4.88%, 05/15/45 | 941 | 668624 |
| Fifth Third Bancorp., 8.25%, 03/01/38 | 736 | 894943 |
| First Republic Bank/CA |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 08/01/46 (Call 02/01/46) | 360 | 279355 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/13/47 (Call 08/13/46) | 305 | 244348 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | 275 | 278039 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (Call 07/21/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.472%)<sup>(d)</sup> | 870 | 615109 |
| &nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.513%)<sup>(d)</sup> | 1247 | 924400 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (Call 02/24/42), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.632%)<sup>(d)</sup> | 1205 | 912832 |
| &nbsp;&nbsp;&nbsp;4.02%, 10/31/38 (Call 10/31/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.373%)<sup>(d)</sup> | 1467 | 1237141 |
| &nbsp;&nbsp;&nbsp;4.41%, 04/23/39 (Call 04/23/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.430%)<sup>(d)</sup> | 968 | 848151 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/21/45 (Call 04/21/45) | 932 | 845608 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/08/44 (Call 01/08/44) | 1102 | 1004291 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 | 1282 | 1220995 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/15/33 | 770 | 809784 |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/41 | 1538 | 1631804 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 05/01/36<sup>(a)</sup> | 626 | 664784 |
| &nbsp;&nbsp;&nbsp;6.75%, 10/01/37 | 3246 | 3478857 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | 595 | 648650 |
| HSBC Bank USA NA/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 08/15/35 | 270 | 254126 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/01/34 | 70 | 67557 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;6.10%, 01/14/42 | 477 | 491574 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/02/36 | 1107 | 1065268 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/15/37<sup>(a)</sup> | 1375 | 1309512 |
| &nbsp;&nbsp;&nbsp;6.80%, 06/01/38 | 758 | 750541 |
| HSBC USA Inc., 7.20%, 07/15/97 | 170 | 187777 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.53%, 11/19/41 (Call 11/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(d)</sup> | 1003 | 685017 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/41 (Call 04/22/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(d)</sup> | 951 | 712344 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/51 (Call 04/22/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.440%)<sup>(d)</sup> | 1379 | 955472 |
| &nbsp;&nbsp;&nbsp;3.16%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(d)</sup> | 1160 | 860671 |
| &nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(d)</sup> | 2040 | 1475534 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/24/38 (Call 07/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.360%)<sup>(a)(d)</sup> | 1548 | 1301200 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.220%)<sup>(d)</sup> | 1037 | 826700 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/15/48 (Call 11/15/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(d)</sup> | 2101 | 1700053 |
| &nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (Call 07/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.460%)<sup>(d)</sup> | 952 | 776932 |
| &nbsp;&nbsp;&nbsp;4.26%, 02/22/48 (Call 02/22/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.580%)<sup>(d)</sup> | 1162 | 992950 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/44 | 620 | 582390 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/45 | 1073 | 992857 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 01/06/42 | $815 | $823074 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/40 | 708 | 709905 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 | 1070 | 1091788 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/16/43 | 798 | 814365 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 1500 | 1655252 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 12/14/46 (Call 09/14/41)<sup>(d)</sup> | 770 | 500635 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/09/48 | 829 | 606902 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/01/45<sup>(a)</sup> | 428 | 366480 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/18/39 | 1109 | 906290 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/07/39<sup>(a)</sup> | 415 | 358053 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 07/26/38<sup>(a)</sup> | 426 | 373693 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (Call 01/25/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.430%)<sup>(d)</sup> | 1198 | 773048 |
| &nbsp;&nbsp;&nbsp;3.22%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.485%)<sup>(d)</sup> | 1244 | 936760 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/22/38 (Call 07/22/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.455%)<sup>(d)</sup> | 1149 | 978237 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 1327 | 1142837 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 | 1205 | 1046263 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/22/39 (Call 04/22/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.408%)<sup>(d)</sup> | 729 | 648369 |
| &nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.480%)<sup>(a)(d)</sup> | 1100 | 1129724 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/24/42 | 1361 | 1507269 |
| National Australia Bank Ltd., 2.65%, 01/14/41<sup>(b)</sup> | 323 | 198103 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | 350 | 364320 |
| Regions Financial Corp., 7.38%, 12/10/37 | 335 | 378129 |
| Santander UK Group Holdings PLC, 5.63%, 09/15/45<sup>(b)</sup> | 249 | 199616 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/01/41<sup>(a)(b)</sup> | 493 | 316735 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 01/21/43 (Call 01/21/42)<sup>(b)(d)</sup> | 485 | 329000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/24/45<sup>(a)(b)</sup> | 200 | 166717 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 01/09/43<sup>(a)(b)</sup> | 362 | 297990 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 03/26/44<sup>(b)</sup> | 1008 | 898470 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 01/12/41 | 400 | 255002 |
| &nbsp;&nbsp;&nbsp;2.93%, 09/17/41 | 468 | 316150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/14/42<sup>(a)</sup> | 360 | 254971 |
| UBS AG/London, 4.50%, 06/26/48<sup>(a)(b)</sup> | 580 | 493851 |
| UBS Group AG, 3.18%, 02/11/43 (Call 02/11/42)<sup>(a)(b)(d)</sup> | 530 | 360181 |
| Wachovia Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 08/01/35 | 565 | 556599 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/15/35 | 190 | 217694 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (Call 04/30/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.530%)<sup>(d)</sup> | 2086 | 1548532 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/45 | 1197 | 966018 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/14/46 | 1262 | 1027540 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/53 (Call 04/25/52)<sup>(d)</sup> | 2000 | 1776802 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/04/44 | 1172 | 1015700 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 1110 | 953684 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/17/45 | 1126 | 993810 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/04/51 (Call 04/04/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.502%)<sup>(d)</sup> | 3158 | 2966325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/07/35<sup>(a)</sup> | 290 | 283813 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/02/43 | 1127 | 1072934 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.61%, 01/15/44 | $1603 | $1568722 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/01/86 | 145 | 137793 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;5.85%, 02/01/37 | 550 | 561532 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/26/36 | 500 | 512698 |
| &nbsp;&nbsp;&nbsp;6.60%, 01/15/38 | 750 | 828145 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.96%, 11/16/40 | 557 | 364906 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/18/41 | 766 | 498706 |
| &nbsp;&nbsp;&nbsp;4.42%, 07/24/39 | 601 | 487731 |
|  |  | 109848028 |
| **Beverages — 3.1%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 3094 | 2968677 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 5235 | 4897255 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/43 | 345 | 296051 |
| &nbsp;&nbsp;&nbsp;4.63%, 02/01/44 | 537 | 489869 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (Call 08/01/35) | 370 | 355013 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (Call 08/01/45) | 843 | 788612 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/42 | 606 | 503048 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/40 (Call 12/01/39) | 675 | 609316 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/38 (Call 10/15/37) | 921 | 843242 |
| &nbsp;&nbsp;&nbsp;4.44%, 10/06/48 (Call 04/06/48) | 1071 | 940522 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/50 (Call 12/01/49)<sup>(a)</sup> | 1327 | 1199761 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (Call 10/15/47) | 1407 | 1278279 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 569 | 512360 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/58 (Call 10/15/57) | 907 | 828943 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/42 | 900 | 858224 |
| &nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 1317 | 1346464 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (Call 07/23/48) | 2487 | 2546257 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/23/59 (Call 07/23/58) | 1305 | 1383209 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/15/35<sup>(a)</sup> | 155 | 163825 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 08/15/33<sup>(a)</sup> | 175 | 195205 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 11/15/39<sup>(a)</sup> | 494 | 614898 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/39 | 679 | 855586 |
| Bacardi Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 05/15/38 (Call 11/15/37)<sup>(b)</sup> | 257 | 232571 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 05/15/48 (Call 11/15/47)<sup>(b)</sup> | 353 | 313723 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/43 (Call 07/15/42) | 165 | 129343 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/38 (Call 10/15/37) | 225 | 199607 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/45 (Call 01/15/45) | 195 | 181347 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/40 | 554 | 410572 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/51 | 680 | 454048 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 | 887 | 609613 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/60 | 646 | 438864 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/05/41 | 609 | 474423 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/05/51 | 1039 | 780492 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/25/50<sup>(a)</sup> | 432 | 398448 |
| Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43 | 361 | 350058 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/01/50 (Call 11/01/49)<sup>(a)</sup> | 375 | 286798 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/15/48 (Call 08/15/47) | 380 | 309634 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/09/47 (Call 11/09/46)<sup>(a)</sup> | 312 | 265424 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/48 (Call 05/15/48) | 300 | 284700 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/29/43 (Call 10/29/42) | $177 | $147460 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/24/33 (Call 10/24/32)<sup>(a)</sup> | 300 | 316703 |
| &nbsp;&nbsp;&nbsp;5.88%, 09/30/36 | 217 | 231093 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/11/42 | 335 | 294957 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.45%, 04/15/35<sup>(a)</sup> | 415 | 496065 |
| Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/16/50 (Call 07/16/49) | 1270 | 908050 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/10/43 | 355 | 296695 |
| Heineken NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/42<sup>(b)</sup> | 486 | 383483 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 03/29/47 (Call 09/29/46)<sup>(b)</sup> | 445 | 368058 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/15/51 (Call 09/15/50) | 395 | 275203 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/01/50 (Call 11/01/49) | 564 | 430847 |
| &nbsp;&nbsp;&nbsp;4.42%, 12/15/46 (Call 06/15/46) | 197 | 164973 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/45 (Call 05/15/45) | 389 | 331884 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/52 (Call 10/15/51) | 735 | 623925 |
| &nbsp;&nbsp;&nbsp;5.09%, 05/25/48 (Call 11/25/47) | 150 | 139724 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/46 (Call 01/15/46) | 868 | 697831 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/01/42 | 853 | 767998 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 10/21/41 (Call 04/21/41) | 656 | 496695 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/21/51 (Call 04/21/51) | 809 | 580548 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/49 (Call 04/15/49) | 837 | 621719 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/29/49 (Call 01/29/49) | 630 | 506314 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/06/46 (Call 04/06/46) | 714 | 588484 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/19/40 (Call 09/19/39) | 100 | 84666 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/13/42 | 100 | 85039 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 653 | 554192 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/60 (Call 09/19/59) | 123 | 106669 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/05/42 | 207 | 187889 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/02/47 (Call 11/02/46) | 70 | 61737 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/18/52 (Call 01/18/52) | 355 | 331232 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/44 (Call 04/22/44) | 10 | 9120 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/14/46 (Call 10/14/45) | 390 | 372172 |
| &nbsp;&nbsp;&nbsp;4.60%, 07/17/45 (Call 01/17/45) | 310 | 295306 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/01/40<sup>(a)</sup> | 355 | 362442 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 90 | 96382 |
| Pernod Ricard International Finance LLC, 2.75%, 10/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/50)<sup>(a)(b)</sup> | 182 | 117947 |
| Pernod Ricard SA, 5.50%, 01/15/42<sup>(a)(b)</sup> | 611 | 616361 |
|  |  | 43544144 |
| **Biotechnology — 1.6%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.77%, 09/01/53 (Call 03/01/53) | 548 | 339953 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/41 (Call 02/15/41) | 672 | 481808 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (Call 07/15/51) | 770 | 511647 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/21/40 (Call 08/21/39) | 1334 | 1025653 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/21/50 (Call 08/21/49)<sup>(a)</sup> | 1402 | 1021959 |
| &nbsp;&nbsp;&nbsp;4.20%, 02/22/52 (Call 08/22/51) | 695 | 569005 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/45 (Call 11/01/44) | 1339 | 1157244 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/22/62 (Call 08/22/61) | 780 | 638796 |
| &nbsp;&nbsp;&nbsp;4.56%, 06/15/48 (Call 12/15/47) | 874 | 773258 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (Call 12/15/50) | 1889 | 1704788 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/53 (Call 09/01/52) | 640 | 583746 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/41 | 367 | 341802 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/41 (Call 05/15/41) | 708 | 678051 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.65%, 06/15/42 (Call 12/15/41) | $215 | $217275 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/15/40<sup>(a)</sup> | 280 | 281419 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/01/37 | 200 | 219518 |
| &nbsp;&nbsp;&nbsp;6.40%, 02/01/39 | 205 | 221107 |
| &nbsp;&nbsp;&nbsp;6.90%, 06/01/38 | 50 | 55706 |
| Baxalta Inc., 5.25%, 06/23/45 (Call 12/23/44) | 310 | 294800 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/50 (Call 11/01/49) | 1040 | 714179 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/15/51 (Call 08/15/50) | 372 | 258234 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/15/45 (Call 03/15/45) | 600 | 565845 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/27/42 (Call 10/27/41)<sup>(b)</sup> | 195 | 176622 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/52 (Call 10/27/51)<sup>(b)</sup> | 870 | 790608 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/27/62 (Call 10/27/61)<sup>(b)</sup> | 250 | 227508 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/40 (Call 04/01/40) | 666 | 476000 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/50 (Call 04/01/50) | 1079 | 713583 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/36 (Call 03/01/36)<sup>(a)</sup> | 425 | 378648 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/01/47 (Call 09/01/46) | 1075 | 906568 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 1104 | 999550 |
| &nbsp;&nbsp;&nbsp;4.60%, 09/01/35 (Call 03/01/35) | 502 | 485417 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 (Call 09/01/45) | 1291 | 1187452 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) | 1100 | 1033648 |
| &nbsp;&nbsp;&nbsp;5.65%, 12/01/41 (Call 06/01/41) | 643 | 665102 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/50) | 458 | 290407 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 09/02/40 (Call 03/02/40) | 479 | 344969 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/02/51 (Call 03/02/51) | 427 | 275053 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/02/50 (Call 03/02/50) | 741 | 495823 |
|  |  | 22102751 |
| **Building Materials — 0.5%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 04/05/40 (Call 10/05/39) | 1036 | 806371 |
| &nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (Call 10/05/49) | 1282 | 940403 |
| CRH America Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/09/47 (Call 11/09/46)<sup>(b)</sup> | 200 | 167166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/04/48 (Call 10/04/47)<sup>(b)</sup> | 599 | 503171 |
| CRH America Inc., 5.13%, 05/18/45 (Call 11/18/44)<sup>(b)</sup> | 70 | 63472 |
| Fortune Brands Home & Security Inc., 4.50%, 03/25/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/25/51) | 285 | 211191 |
| Holcim Capital Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/12/43<sup>(b)</sup> | 265 | 265517 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 09/29/39<sup>(b)</sup> | 185 | 194634 |
| Holcim Finance U.S. LLC, 4.75%, 09/22/46 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/22/46)<sup>(b)</sup> | 220 | 183454 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/47 (Call 08/15/46) | 443 | 368369 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/02/44 (Call 01/02/44) | 235 | 205183 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/02/64 (Call 01/02/64)<sup>(c)</sup> | 117 | 97214 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/14/45 (Call 03/14/45) | 211 | 192713 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/36 | 227 | 236759 |
| Lafarge SA, 7.13%, 07/15/36 | 285 | 307601 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/51 (Call 01/15/51) | 553 | 382551 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/47 (Call 06/15/47) | 344 | 281815 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 02/15/51 (Call 08/15/50) | 209 | 130843 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/47 (Call 11/15/46)<sup>(a)</sup> | 222 | 177339 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Building Materials (continued)** |  |  |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 07/15/47 (Call 01/15/47) | $322 | $250308 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/30/48 (Call 07/30/47) | 304 | 238113 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/01/36 | 229 | 248212 |
| Votorantim Cimentos International SA, 7.25%, 04/05/41<sup>(b)</sup> | 205 | 222681 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 440 | 372172 |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/48 (Call 09/01/47) | 279 | 242083 |
|  |  | 7289335 |
| **Chemicals — 1.8%** |  |  |
| Air Liquide Finance SA, 3.50%, 09/27/46 (Call 03/27/46)<sup>(b)</sup> | 650 | 509173 |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/15/40 (Call 11/15/39) | 432 | 324700 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/50 (Call 11/15/49) | 662 | 462063 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 12/01/44 (Call 06/01/44)<sup>(a)</sup> | 188 | 174143 |
| &nbsp;&nbsp;&nbsp;5.65%, 06/01/52 (Call 12/01/51) | 310 | 291193 |
| Braskem Netherlands Finance BV, 5.88%, 01/31/50<sup>(b)</sup> | 150 | 117364 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/43 | 540 | 469175 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/15/34 | 535 | 510313 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/15/44 | 465 | 427709 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/50 (Call 05/15/50) | 701 | 500943 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/01/34 (Call 04/01/34)<sup>(a)</sup> | 371 | 327659 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/42 (Call 05/15/42) | 733 | 609262 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/44 (Call 04/01/44) | 317 | 263694 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/15/49 (Call 11/15/48) | 414 | 350421 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/15/41 (Call 05/15/41) | 626 | 580944 |
| &nbsp;&nbsp;&nbsp;5.55%, 11/30/48 (Call 05/30/48) | 474 | 448097 |
| &nbsp;&nbsp;&nbsp;6.90%, 05/15/53 (Call 11/15/52) | 515 | 559968 |
| &nbsp;&nbsp;&nbsp;9.40%, 05/15/39 | 381 | 502284 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.32%, 11/15/38 (Call 05/15/38) | 972 | 944078 |
| &nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (Call 05/15/48) | 1482 | 1437673 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (Call 04/15/44)<sup>(a)</sup> | 386 | 316395 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 09/01/42 (Call 03/01/42)<sup>(a)</sup> | 560 | 472344 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 08/15/50 (Call 02/15/50)<sup>(a)</sup> | 283 | 164239 |
| &nbsp;&nbsp;&nbsp;2.70%, 12/15/51 (Call 06/15/51) | 715 | 460871 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/18/55 (Call 02/18/55) | 477 | 300364 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47) | 415 | 342945 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/08/41<sup>(a)</sup> | 180 | 185453 |
| FMC Corp., 4.50%, 10/01/49 (Call 04/01/49) | 300 | 245269 |
| GC Treasury Center Co. Ltd., 4.30%, 03/18/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/18/50)<sup>(b)</sup> | 360 | 253606 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.27%, 11/15/40 (Call 05/15/40)<sup>(a)(b)</sup> | 578 | 420230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 12/01/50 (Call 06/01/50)<sup>(b)</sup> | 175 | 120298 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/47 (Call 12/01/46) | 540 | 423979 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/26/48 (Call 03/26/48)<sup>(a)</sup> | 605 | 521100 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/10/50 (Call 02/10/50) | 222 | 127208 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/07/42 (Call 05/07/42) | 410 | 333628 |
| Lubrizol Corp. (The), 6.50%, 10/01/34 | 395 | 454166 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/44 (Call 09/15/43) | 554 | 465716 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 375 | 332697 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/01/40 (Call 04/01/40) | $502 | $364186 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/01/51 (Call 10/01/50)<sup>(a)</sup> | 657 | 448551 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (Call 04/01/60) | 343 | 227511 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/49 (Call 04/15/49) | 707 | 530280 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/50 (Call 11/01/49) | 638 | 478034 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/26/54) | 570 | 450444 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/41 (Call 05/15/41) | 330 | 279624 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/15/33 (Call 05/15/33) | 188 | 182306 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/15/43 (Call 05/15/43)<sup>(a)</sup> | 170 | 158319 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/13/50 (Call 11/13/49) | 401 | 315228 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/35 (Call 09/15/34) | 293 | 256961 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/43 (Call 12/01/42) | 285 | 253840 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/49 (Call 10/01/48)<sup>(a)</sup> | 301 | 275952 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/45 (Call 07/15/44) | 333 | 305995 |
| &nbsp;&nbsp;&nbsp;5.63%, 12/01/40 | 350 | 342101 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/01/36 | 316 | 323178 |
| &nbsp;&nbsp;&nbsp;6.13%, 01/15/41 (Call 07/15/40) | 150 | 154264 |
| Orbia Advance Corp. SAB de CV, 5.88%, 09/17/44<sup>(b)</sup> | 741 | 631184 |
| PPG Industries Inc., 5.50%, 11/15/40 | 50 | 48337 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/48 (Call 07/15/47) | 185 | 140216 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/01/45 (Call 12/01/44)<sup>(a)</sup> | 184 | 158840 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/52 (Call 09/15/51) | 410 | 265221 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 236 | 165604 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/49 (Call 02/15/49) | 302 | 229234 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/42 (Call 06/15/42) | 205 | 163156 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/47 (Call 12/01/46) | 704 | 609830 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/01/45 (Call 02/01/45) | 334 | 284799 |
| &nbsp;&nbsp;&nbsp;Sociedad Quimica y Minera de Chile SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/10/51 (Call 03/10/51)<sup>(b)</sup> | 250 | 177918 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/22/50 (Call 07/22/49)<sup>(a)(b)</sup> | 300 | 243750 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/41 (Call 02/15/41) | 297 | 198390 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/51 (Call 02/15/51) | 428 | 274557 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/61 (Call 02/15/61) | 277 | 167268 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/47 (Call 05/15/47) | 335 | 256405 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/46 (Call 02/15/46) | 380 | 326051 |
|  |  | 25438898 |
| **Commercial Services — 1.9%** |  |  |
| Adani Ports & Special Economic Zone Ltd., 5.00%, 08/02/41 (Call 02/01/41)<sup>(b)</sup> | 120 | 86318 |
| American University (The), Series 2019, 3.67%, 04/01/49 | 335 | 261626 |
| Brown University in Providence in the State of Rhode |  |  |
| Island and Providence Plant, Series A, 2.92%, 09/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/50) | 295 | 212642 |
| California Endowment (The), Series 2021, 2.50%, 04/01/51 (Call 10/01/50) | 80 | 50681 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/2119 (Call 03/01/2119) | 88 | 57776 |
| &nbsp;&nbsp;&nbsp;4.32%, 08/01/45 | 303 | 267042 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/2111 | 340 | 288098 |
| Case Western Reserve University, 5.41%, 06/01/2122 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/2121) | 210 | 198361 |
| Cintas Corp. No. 2, 6.15%, 08/15/36<sup>(a)</sup> | 95 | 101855 |
| Claremont Mckenna College, 3.78%, 01/01/2122 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/01/2121) | 150 | 97993 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| DP World Ltd./United Arab Emirates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 09/30/49 (Call 03/30/49)<sup>(b)</sup> | $380 | $306443 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/25/48<sup>(b)</sup> | 829 | 749122 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 07/02/37<sup>(a)(b)</sup> | 780 | 805896 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 10/01/38<sup>(a)</sup> | 135 | 110819 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/01/46 | 200 | 155237 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 10/01/44 | 372 | 273369 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.76%, 10/01/50 | 195 | 131238 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.83%, 10/01/55 | 315 | 210623 |
| Emory University, Series 2020, 2.97%, 09/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/50) | 395 | 272129 |
| Equifax Inc., 7.00%, 07/01/37 | 275 | 287280 |
| ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/01/46 (Call 05/01/46)<sup>(b)</sup> | 240 | 184239 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/45 (Call 08/15/44)<sup>(b)</sup> | 349 | 285422 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/15/42<sup>(b)</sup> | 402 | 381309 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 06/01/34<sup>(b)</sup> | 335 | 354298 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/15/37<sup>(b)</sup> | 875 | 951789 |
| Ford Foundation (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.86%, 06/01/47 (Call 12/01/46) | 260 | 218992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.42%, 06/01/50 (Call 12/01/49)<sup>(a)</sup> | 105 | 65906 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.82%, 06/01/70 (Call 12/01/69) | 300 | 177178 |
| George Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.87%, 09/15/45 | 190 | 176366 |
| &nbsp;&nbsp;&nbsp;Series 2014, 4.30%, 09/15/44 | 227 | 195399 |
| &nbsp;&nbsp;&nbsp;Series 2016, 3.55%, 09/15/46 | 225 | 171313 |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.13%, 09/15/48 (Call 03/15/48) | 427 | 356180 |
| Georgetown University (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.94%, 04/01/50 | 43 | 26730 |
| &nbsp;&nbsp;&nbsp;Series A, 5.22%, 10/01/2118 (Call 04/01/2118) | 135 | 115370 |
| &nbsp;&nbsp;&nbsp;Series B, 4.32%, 04/01/49 (Call 10/01/48) | 340 | 282487 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/15/49 (Call 02/15/49)<sup>(a)</sup> | 329 | 236120 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/52 (Call 02/15/52) | 415 | 378998 |
| Howard University, 5.21%, 10/01/52 (Call 10/01/32) | 240 | 186702 |
| ITR Concession Co. LLC, 5.18%, 07/15/35 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/35)<sup>(b)</sup> | 100 | 96777 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013, 4.08%, 07/01/53 | 338 | 287444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 2.81%, 01/01/60 (Call 07/01/59)<sup>(a)</sup> | 190 | 121636 |
| Leland Stanford Junior University (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.41%, 06/01/50 (Call 12/01/49) | 298 | 194661 |
| &nbsp;&nbsp;&nbsp;3.46%, 05/01/47 | 160 | 128263 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/01/48 (Call 11/01/47) | 552 | 455377 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/01/52 (Call 10/01/51) | 185 | 135927 |
| &nbsp;&nbsp;&nbsp;3.89%, 07/01/2116 | 179 | 133023 |
| &nbsp;&nbsp;&nbsp;3.96%, 07/01/38 | 74 | 67378 |
| &nbsp;&nbsp;&nbsp;4.68%, 07/01/2114 | 354 | 319888 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 07/01/2111<sup>(a)</sup> | 442 | 474848 |
| &nbsp;&nbsp;&nbsp;Series F, 2.99%, 07/01/50 (Call 01/01/50) | 389 | 286553 |
| &nbsp;&nbsp;&nbsp;Series G, 2.29%, 07/01/51 (Call 01/01/51) | 495 | 310583 |
| Metropolitan Museum of Art (The), Series 2015, 3.40%, 07/01/45 | 246 | 193550 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 08/18/60 (Call 02/18/60) | 231 | 132030 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/19/41 (Call 02/19/41) | 435 | 308523 |
| &nbsp;&nbsp;&nbsp;3.10%, 11/29/61 (Call 05/29/61) | 300 | 195907 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49) | 134 | 94699 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/25/52 (Call 08/25/51)<sup>(a)</sup> | 275 | 213589 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 12/17/48 (Call 06/17/48) | $309 | $286134 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/44 | 340 | 329343 |
| Northeastern University, Series 2020, 2.89%, 10/01/50 | 230 | 148566 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp;3.69%, 12/01/38 | 270 | 236185 |
| &nbsp;&nbsp;&nbsp;3.87%, 12/01/48 | 165 | 140049 |
| &nbsp;&nbsp;&nbsp;4.64%, 12/01/44 | 410 | 396836 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.66%, 12/01/57 (Call 06/01/57) | 75 | 55491 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.64%, 12/01/50 (Call 06/01/50) | 75 | 49533 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (Call 12/01/49) | 390 | 274987 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 06/01/52 (Call 12/01/51)<sup>(a)</sup> | 580 | 536962 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/62 (Call 12/01/61) | 390 | 362914 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp;2.52%, 10/15/50 (Call 04/15/50) | 197 | 130286 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/15/46 (Call 01/15/46) | 295 | 227837 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/56 (Call 01/15/56) | 365 | 271115 |
| &nbsp;&nbsp;&nbsp;3.62%, 10/01/37 | 277 | 243069 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/52 (Call 05/15/52) | 200 | 168778 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 150 | 151030 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 01/15/39<sup>(b)</sup> | 375 | 446480 |
| Quanta Services Inc., 3.05%, 10/01/41 (Call 04/01/41) | 465 | 312692 |
| Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50) | 347 | 226349 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/60 (Call 02/15/60) | 370 | 212595 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/49 (Call 06/01/49) | 443 | 328784 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/52 (Call 09/01/51)<sup>(b)</sup> | 860 | 691546 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/01/62 (Call 09/01/61)<sup>(b)</sup> | 335 | 272712 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/48 (Call 11/15/47)<sup>(a)</sup> | 205 | 184754 |
| Thomas Jefferson University, 3.85%, 11/01/57 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/57) | 170 | 123887 |
| Trustees of Boston College |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/01/52<sup>(a)</sup> | 317 | 226493 |
| &nbsp;&nbsp;&nbsp;3.99%, 07/01/47 | 50 | 41375 |
| Trustees of Boston University, Series CC, 4.06%, 10/01/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/01/48) | 265 | 219848 |
| Trustees of Dartmouth College, 3.47%, 06/01/46 | 250 | 201038 |
| Trustees of Princeton University (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/01/52 (Call 09/01/51)<sup>(a)</sup> | 5 | 4540 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/39 | 616 | 675231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.52%, 07/01/50 (Call 01/01/50)<sup>(a)</sup> | 160 | 107194 |
| Trustees of the University of Pennsylvania (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.61%, 02/15/2119 (Call 08/15/2118) | 140 | 93713 |
| &nbsp;&nbsp;&nbsp;4.67%, 09/01/2112 | 265 | 227791 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.40%, 10/01/50 (Call 04/01/50) | 215 | 137475 |
| Trustees of Tufts College |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/51 (Call 02/15/51) | 85 | 59083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012, 5.02%, 04/15/2112<sup>(a)</sup> | 190 | 160215 |
| University of Chicago (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/52 (Call 04/01/52) | 105 | 73420 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/53 (Call 04/01/53) | 350 | 290895 |
| &nbsp;&nbsp;&nbsp;Series 20B, 2.76%, 04/01/45 (Call 10/01/44) | 185 | 140745 |
| &nbsp;&nbsp;&nbsp;Series C, 2.55%, 04/01/50 (Call 10/01/49) | 160 | 107902 |
| University of Miami, 4.06%, 04/01/52<sup>(a)</sup> | 295 | 245170 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015, 3.44%, 02/15/45 | 314 | 252711 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.39%, 02/15/48 (Call 08/15/47) | 308 | 242129 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp;2.81%, 10/01/50 (Call 04/01/50) | 295 | 200896 |
| &nbsp;&nbsp;&nbsp;3.03%, 10/01/39 | 565 | 450159 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/2111 | $220 | $216532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017, 3.84%, 10/01/47 (Call 04/01/47)<sup>(a)</sup> | 360 | 302646 |
| &nbsp;&nbsp;&nbsp;Series 21A, 2.95%, 10/01/51 (Call 04/01/51) | 210 | 144071 |
| &nbsp;&nbsp;&nbsp;Series A, 3.23%, 10/01/2120 (Call 04/01/2120) | 70 | 40364 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/50 (Call 11/15/49) | 219 | 156568 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 188 | 175060 |
| Washington University (The), 3.52%, 04/15/54 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/53)<sup>(a)</sup> | 460 | 375808 |
| Wesleyan University, 4.78%, 07/01/2116 | 156 | 120962 |
| William Marsh Rice University |  |  |
| &nbsp;&nbsp;&nbsp;3.57%, 05/15/45 | 68 | 57366 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 05/15/55<sup>(a)</sup> | 195 | 157012 |
| WK Kellogg Foundation Trust, 2.44%, 10/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/50)<sup>(a)(b)</sup> | 50 | 30235 |
| Yale University, Series 2020, 2.40%, 04/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/49) | 423 | 274107 |
|  |  | 26837670 |
| **Computers — 2.0%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 02/08/41 (Call 08/08/40)<sup>(a)</sup> | 1130 | 827305 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/20/50 (Call 02/20/50) | 685 | 454343 |
| &nbsp;&nbsp;&nbsp;2.55%, 08/20/60 (Call 02/20/60) | 891 | 573751 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/11/50 (Call 11/11/49) | 1555 | 1075019 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 1866 | 1276135 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/05/51 (Call 02/05/51) | 1145 | 791595 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | 1087 | 722710 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/05/61 (Call 02/05/61) | 830 | 563696 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (Call 03/11/49) | 926 | 680114 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/09/45<sup>(a)</sup> | 1154 | 953567 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/47 (Call 03/12/47) | 625 | 533505 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/13/47 (Call 05/13/47) | 732 | 629350 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/04/43 | 1759 | 1569991 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (Call 02/04/46) | 1146 | 993667 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/52 (Call 02/08/52) | 875 | 765189 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/08/62 (Call 02/08/62) | 575 | 498018 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/09/47 (Call 08/09/46) | 585 | 545863 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/13/45 | 1247 | 1185813 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/44 | 627 | 608912 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/23/36 (Call 08/23/35) | 548 | 553507 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 2318 | 2263674 |
| Dell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 09/10/40<sup>(a)</sup> | 270 | 236369 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/38<sup>(a)</sup> | 290 | 287117 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/41 (Call 06/15/41)<sup>(a)(b)</sup> | 665 | 458272 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/51 (Call 06/15/51)<sup>(a)(b)</sup> | 910 | 586607 |
| &nbsp;&nbsp;&nbsp;8.10%, 07/15/36 (Call 01/15/36) | 427 | 491646 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (Call 01/15/46) | 454 | 530596 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 10/15/35 (Call 04/15/35)<sup>(a)</sup> | 404 | 422840 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (Call 04/15/45)<sup>(a)</sup> | 970 | 996800 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/33 (Call 10/15/32) | 210 | 200646 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/41<sup>(a)</sup> | 967 | 943003 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 05/15/40 (Call 11/15/39) | 370 | 272313 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 480 | 321468 |
| &nbsp;&nbsp;&nbsp;3.43%, 02/09/52 (Call 08/09/51) | 510 | 369872 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/42 | 759 | 636238 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 | $1197 | $1049383 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 | 1623 | 1381599 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/19/46 | 452 | 404067 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/27/52 (Call 01/27/52)<sup>(a)</sup> | 125 | 115673 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/30/39<sup>(a)</sup> | 540 | 556562 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 12/01/96<sup>(a)</sup> | 137 | 169017 |
| Kyndryl Holdings Inc., 4.10%, 10/15/41 (Call 04/15/41) | 387 | 231250 |
|  |  | 28727062 |
| **Cosmetics & Personal Care — 0.3%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/01/47 (Call 02/01/47)<sup>(a)</sup> | 170 | 148270 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/15/45<sup>(a)</sup> | 470 | 425937 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/01/49 (Call 06/01/49)<sup>(a)</sup> | 183 | 133156 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/42 | 231 | 184242 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/47 (Call 09/15/46) | 267 | 233087 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 240 | 214499 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/37 | 305 | 329976 |
| GSK Consumer Healthcare Capital U.S. LLC, 4.00%, 03/24/52 (Call 09/24/51)<sup>(a)</sup> | 600 | 478327 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 10/25/47 | 110 | 91584 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/25/40 | 476 | 415148 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/25/50 | 406 | 346672 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/01/34 | 195 | 206703 |
| &nbsp;&nbsp;&nbsp;5.55%, 03/05/37 | 530 | 585491 |
| Unilever Capital Corp., Series 30Y, 2.63%, 08/12/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/12/51)<sup>(a)</sup> | 322 | 212903 |
|  |  | 4005995 |
| **Distribution & Wholesale — 0.1%** |  |  |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 345 | 275607 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/47 (Call 11/15/46) | 255 | 217694 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/45 (Call 12/15/44) | 441 | 410417 |
|  |  | 903718 |
| **Diversified Financial Services — 1.3%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 10/29/33 (Call 07/29/33) | 882 | 683661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/29/41 (Call 04/29/41)<sup>(a)</sup> | 922 | 676342 |
| American Express Co., 4.05%, 12/03/42<sup>(a)</sup> | 398 | 345528 |
| Ares Finance Co. IV LLC, 3.65%, 02/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/51)<sup>(b)</sup> | 275 | 170330 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/30/50 (Call 03/30/50)<sup>(b)</sup> | 293 | 175654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 08/05/51 (Call 02/05/51)<sup>(b)</sup> | 230 | 138367 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/30/52 (Call 07/30/51)<sup>(b)</sup> | 465 | 307464 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/10/49 (Call 03/10/49)<sup>(b)</sup> | 275 | 193720 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/02/47 (Call 04/02/47)<sup>(b)</sup> | 255 | 196182 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 07/15/45<sup>(b)</sup> | 200 | 166910 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/44<sup>(b)</sup> | 341 | 307130 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 08/15/42<sup>(b)</sup> | 250 | 253118 |
| Blue Owl Finance LLC, 4.13%, 10/07/51 (Call 04/07/51)<sup>(b)</sup> | 240 | 144161 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/51 (Call 09/30/50) | 382 | 250553 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/15/52 (Call 08/15/51) | 250 | 167621 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/20/47 (Call 03/20/47) | 544 | 439659 |
| Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) | 356 | 231834 |
| CI Financial Corp., 4.10%, 06/15/51 (Call 12/15/50)<sup>(a)</sup> | 563 | 340551 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47)<sup>(a)</sup> | $466 | $417767 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/43 (Call 03/15/43) | 449 | 466104 |
| FMR LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 02/01/43<sup>(b)</sup> | 250 | 224815 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 11/15/39<sup>(b)</sup> | 250 | 261547 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/14/40<sup>(b)</sup> | 362 | 380847 |
| Franklin Resources Inc., 2.95%, 08/12/51 (Call 02/12/51) | 235 | 148703 |
| Invesco Finance PLC, 5.38%, 11/30/43 | 271 | 254568 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/15/36<sup>(a)</sup> | 360 | 358725 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/20/43 | 214 | 212234 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 10/23/43 (Call 07/23/43)<sup>(a)</sup> | 188 | 179484 |
| KKR Group Finance Co. II LLC, 5.50%, 02/01/43 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/01/42)<sup>(a)(b)</sup> | 361 | 340721 |
| Legg Mason Inc., 5.63%, 01/15/44 | 305 | 302677 |
| LSEGA Financing PLC, 3.20%, 04/06/41 (Call 10/06/40)<sup>(b)</sup> | 481 | 356295 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/51 (Call 09/15/50)<sup>(a)</sup> | 366 | 269590 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/49 (Call 12/01/48) | 548 | 459765 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/21/46 (Call 05/21/46)<sup>(a)</sup> | 405 | 348697 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/26/50 (Call 09/26/49) | 814 | 710105 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/26/48 (Call 08/26/47) | 262 | 230257 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 12/21/40 (Call 06/21/40) | 448 | 293952 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/28/50 (Call 10/28/49) | 338 | 233006 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/07/52 (Call 09/07/51) | 215 | 169144 |
| Neuberger Berman Group LLC/Neuberger Berman |  |  |
| Finance Corp., 4.88%, 04/15/45 (Call 10/15/44)<sup>(b)</sup> | 205 | 171774 |
| Pine Street Trust II, 5.57%, 02/15/49 (Call 08/15/48)<sup>(b)</sup> | 336 | 300985 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/51 (Call 10/01/50) | 424 | 311862 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/46 | 521 | 472829 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/15/50 (Call 02/15/50)<sup>(a)</sup> | 1198 | 748626 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/40 (Call 10/15/39) | 556 | 433238 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/47 (Call 03/15/47) | 599 | 509709 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/14/35 (Call 06/14/35) | 827 | 795174 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 2060 | 1928662 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/17/36<sup>(a)</sup> | 382 | 374968 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 06/21/40<sup>(a)</sup> | 185 | 170270 |
|  |  | 18025885 |
| **Electric — 12.0%** |  |  |
| Abu Dhabi National Energy Co. PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/29/51 (Call 10/29/50)<sup>(b)</sup> | 377 | 290694 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/03/49<sup>(b)</sup> | 243 | 203925 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/27/36<sup>(a)(b)</sup> | 560 | 636457 |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/51 (Call 11/15/50) | 331 | 233132 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/01/47 (Call 04/01/47)<sup>(a)</sup> | 183 | 135298 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/52 (Call 11/15/51) | 390 | 372955 |
| &nbsp;&nbsp;&nbsp;Series E, 6.65%, 02/15/33 | 159 | 166173 |
| &nbsp;&nbsp;&nbsp;Series G, 4.15%, 05/01/49 (Call 11/01/48) | 184 | 144141 |
| &nbsp;&nbsp;&nbsp;Series H, 3.45%, 01/15/50 (Call 07/15/49) | 220 | 156683 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/49 (Call 03/15/49) | 295 | 205703 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 240 | 186583 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/15/49 (Call 12/15/48) | 157 | 122845 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 85 | 68606 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/48 (Call 03/15/48) | $194 | $162621 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/52 (Call 12/01/51)<sup>(a)</sup> | 325 | 290070 |
| &nbsp;&nbsp;&nbsp;Series M, 3.65%, 04/01/50 (Call 10/01/49) | 307 | 233702 |
| &nbsp;&nbsp;&nbsp;Series N, 2.75%, 08/15/51 (Call 02/15/51) | 252 | 160972 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/52 (Call 09/15/51) | 250 | 171494 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/15/51 (Call 01/15/51) | 365 | 256240 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/49 (Call 04/01/49) | 287 | 211074 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/01/45 (Call 09/01/44) | 435 | 340960 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/01/42 | 195 | 158755 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/15/42 | 90 | 72476 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/15/44 (Call 02/15/44) | 267 | 224922 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/02/46 (Call 07/02/45) | 255 | 214239 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/15/41<sup>(a)</sup> | 288 | 280673 |
| &nbsp;&nbsp;&nbsp;5.70%, 02/15/33 | 75 | 77388 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/39 | 232 | 243773 |
| &nbsp;&nbsp;&nbsp;6.13%, 05/15/38 | 120 | 125072 |
| &nbsp;&nbsp;&nbsp;Series 11-C, 5.20%, 06/01/41 | 220 | 207619 |
| &nbsp;&nbsp;&nbsp;Series A, 4.30%, 07/15/48 (Call 01/15/48) | 267 | 224874 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 12/01/47 (Call 06/01/47) | 365 | 284007 |
| Alfa Desarrollo SpA, 4.55%, 09/27/51 (Call 03/27/51)<sup>(b)</sup> | 593 | 434604 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/51 (Call 12/15/50)<sup>(a)</sup> | 262 | 175286 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/50 (Call 09/15/49) | 162 | 116392 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 347 | 276986 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/46 (Call 09/15/45) | 320 | 270764 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/01/44 (Call 01/01/44) | 205 | 168162 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 335 | 301706 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/43 (Call 06/15/43) | 195 | 172517 |
| &nbsp;&nbsp;&nbsp;5.90%, 12/01/52 | 100 | 109126 |
| American Electric Power Co. Inc., 3.25%, 03/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/49) | 232 | 156945 |
| American Transmission Systems Inc., 5.00%, 09/01/44 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/44)<sup>(b)</sup> | 151 | 137058 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/44 (Call 11/15/43) | 206 | 170982 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/01/45 (Call 12/01/44) | 126 | 105533 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/38 | 295 | 330054 |
| &nbsp;&nbsp;&nbsp;Series L, 5.80%, 10/01/35 | 195 | 194121 |
| &nbsp;&nbsp;&nbsp;Series P, 6.70%, 08/15/37 | 170 | 181119 |
| &nbsp;&nbsp;&nbsp;Series Y, 4.50%, 03/01/49 (Call 09/01/48) | 236 | 196788 |
| &nbsp;&nbsp;&nbsp;Series Z, 3.70%, 05/01/50 (Call 11/01/49) | 295 | 217193 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/15/50 (Call 03/15/50)<sup>(a)</sup> | 365 | 217967 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/50 (Call 11/15/49) | 248 | 166667 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/49 (Call 06/01/49) | 112 | 77436 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 251 | 180769 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 233 | 180004 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/49 (Call 09/01/48) | 196 | 152068 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 32 | 25441 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/42 (Call 10/01/41) | 456 | 375508 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/15/44 (Call 07/15/43) | 185 | 147040 |
| &nbsp;&nbsp;&nbsp;5.05%, 09/01/41 (Call 03/01/41) | 255 | 225065 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/35<sup>(a)</sup> | 195 | 182137 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/52 (Call 10/01/51) | 290 | 228405 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/48 (Call 12/01/47) | 91 | 76082 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49) | 288 | 193747 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/15/49 (Call 03/15/49) | 247 | 176216 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46)<sup>(a)</sup> | $265 | $200008 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 220 | 174142 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/48 (Call 03/15/48)<sup>(a)</sup> | 205 | 174762 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51)<sup>(a)</sup> | 315 | 284190 |
| &nbsp;&nbsp;&nbsp;6.35%, 10/01/36 | 125 | 132866 |
| Basin Electric Power Cooperative, 4.75%, 04/26/47 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/26/46)<sup>(b)</sup> | 144 | 112024 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/15/51 (Call 11/15/50)<sup>(a)</sup> | 631 | 416335 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/48 (Call 01/15/48) | 437 | 344936 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/50 (Call 04/15/50) | 558 | 472389 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/49 (Call 07/15/48) | 613 | 537940 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 433 | 381531 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/01/53 (Call 11/01/52)<sup>(a)(b)</sup> | 315 | 285053 |
| &nbsp;&nbsp;&nbsp;5.15%, 11/15/43 (Call 05/15/43) | 228 | 218482 |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 370 | 384788 |
| &nbsp;&nbsp;&nbsp;6.13%, 04/01/36 | 947 | 1009966 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/49 (Call 04/15/49) | 164 | 117186 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/46 (Call 03/15/46) | 225 | 173080 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/01/33 (Call 02/01/33) | 196 | 173083 |
| Celeo Redes Operacion Chile SA, 5.20%, 06/22/47<sup>(b)</sup> | 191 | 161803 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 08/01/42 (Call 02/01/42) | 345 | 275919 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/52 (Call 09/01/51) | 130 | 101657 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 245 | 202901 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 (Call 10/01/43) | 367 | 334705 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AC, 4.25%, 02/01/49 (Call 08/01/48)<sup>(a)</sup> | 450 | 390654 |
| &nbsp;&nbsp;&nbsp;Series AD, 2.90%, 07/01/50 (Call 01/01/50) | 270 | 184508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AF, 3.35%, 04/01/51 (Call 10/01/50)<sup>(a)</sup> | 215 | 159627 |
| &nbsp;&nbsp;&nbsp;Series AJ, 4.85%, 10/01/52 (Call 04/01/52) | 180 | 171323 |
| &nbsp;&nbsp;&nbsp;Series K2, 6.95%, 03/15/33 | 165 | 187012 |
| CenterPoint Energy Inc., 3.70%, 09/01/49 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/49)<sup>(a)</sup> | 237 | 176511 |
| CEZ AS, 5.63%, 04/03/42<sup>(a)(b)</sup> | 223 | 205155 |
| Cleco Corporate Holdings LLC, 4.97%, 05/01/46 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/45)<sup>(a)</sup> | 325 | 280196 |
| Cleco Power LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/01/40 | 183 | 174335 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/01/35 | 265 | 276997 |
| Cleveland Electric Illuminating Co. (The), 5.95%, 12/15/36<sup>(a)</sup> | 197 | 198733 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 03/31/43 (Call 09/30/42) | 185 | 155302 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/44 (Call 09/01/43) | 166 | 149984 |
| Cometa Energia SA de CV, 6.38%, 04/24/35 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/24/35)<sup>(a)(b)</sup> | 262 | 237985 |
| Comision Federal de Electricidad |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/26/33 (Call 04/26/33)<sup>(a)(b)</sup> | 289 | 214438 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 02/09/51 (Call 08/09/50)<sup>(b)</sup> | 362 | 233943 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 02/14/42<sup>(b)</sup> | 261 | 209126 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 06/16/45<sup>(b)</sup> | 430 | 344537 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.26%, 02/15/52 (Call 08/15/51)<sup>(b)</sup> | 305 | 238971 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 298 | 207068 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/46 (Call 12/15/45) | 445 | 344572 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 193 | 151622 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/42 (Call 04/01/42) | 285 | 233646 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 291 | 242646 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/49 (Call 09/01/48) | 233 | 191488 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 308 | 266627 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 08/15/43 (Call 02/15/43)<sup>(a)</sup> | $190 | $172203 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/15/44 (Call 07/15/43) | 215 | 196553 |
| &nbsp;&nbsp;&nbsp;6.45%, 01/15/38 | 299 | 331258 |
| &nbsp;&nbsp;&nbsp;Series 123, 3.75%, 08/15/47 (Call 02/15/47) | 432 | 342576 |
| &nbsp;&nbsp;&nbsp;Series 127, 3.20%, 11/15/49 (Call 05/15/49) | 200 | 143304 |
| &nbsp;&nbsp;&nbsp;Series 130, 3.13%, 03/15/51 (Call 09/15/50) | 344 | 242072 |
| &nbsp;&nbsp;&nbsp;Series 131, 2.75%, 09/01/51 (Call 03/01/51) | 315 | 205547 |
| &nbsp;&nbsp;&nbsp;Series 133, 3.85%, 03/15/52 (Call 09/15/51) | 295 | 238961 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 187 | 158045 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/44 (Call 10/15/43) | 289 | 250203 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 06/01/36<sup>(a)</sup> | 200 | 210731 |
| &nbsp;&nbsp;&nbsp;Series A, 4.15%, 06/01/45 (Call 12/01/44) | 200 | 168324 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 12/01/51 (Call 06/01/51) | 195 | 137655 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/15/61 (Call 12/15/60)<sup>(a)</sup> | 485 | 356263 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/59 (Call 05/15/59) | 448 | 337880 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/46 (Call 12/15/45) | 177 | 140554 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/43 (Call 09/01/42) | 320 | 260965 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 235 | 205151 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 (Call 06/01/45) | 303 | 263504 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/58 (Call 11/15/57) | 586 | 491465 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/01/54 (Call 06/01/54)<sup>(a)</sup> | 344 | 297966 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/40 | 355 | 356678 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/15/52 | 360 | 395888 |
| &nbsp;&nbsp;&nbsp;Series 05-A, 5.30%, 03/01/35 | 210 | 207790 |
| &nbsp;&nbsp;&nbsp;Series 06-A, 5.85%, 03/15/36 | 292 | 295688 |
| &nbsp;&nbsp;&nbsp;Series 06-B, 6.20%, 06/15/36 | 225 | 239416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 06-E, 5.70%, 12/01/36<sup>(a)</sup> | 255 | 251601 |
| &nbsp;&nbsp;&nbsp;Series 07-A, 6.30%, 08/15/37 | 435 | 464257 |
| &nbsp;&nbsp;&nbsp;Series 08-B, 6.75%, 04/01/38 | 395 | 434917 |
| &nbsp;&nbsp;&nbsp;Series 09-C, 5.50%, 12/01/39 | 310 | 306066 |
| &nbsp;&nbsp;&nbsp;Series 12-A, 4.20%, 03/15/42 | 275 | 231448 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.88%, 06/15/47 (Call 12/15/46) | 251 | 195673 |
| &nbsp;&nbsp;&nbsp;Series 20B, 3.95%, 04/01/50 (Call 10/01/49) | 661 | 538815 |
| &nbsp;&nbsp;&nbsp;Series A, 4.13%, 05/15/49 (Call 11/15/48) | 383 | 311643 |
| &nbsp;&nbsp;&nbsp;Series C, 3.00%, 12/01/60 (Call 06/01/60) | 315 | 199498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/57 (Call 05/15/57)<sup>(a)</sup> | 224 | 173911 |
| &nbsp;&nbsp;&nbsp;Series C, 4.30%, 12/01/56 (Call 06/01/56) | 271 | 219811 |
| &nbsp;&nbsp;&nbsp;Series E, 4.65%, 12/01/48 (Call 06/01/48) | 304 | 267013 |
| Consorcio Transmantaro SA, 5.20%, 04/11/38 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/11/38)<sup>(b)</sup> | 520 | 466965 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 06/15/42 (Call 12/15/41) | 178 | 173883 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/01/39 | 678 | 706436 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/60 (Call 11/01/59) | 208 | 120753 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/52 (Call 02/15/52) | 190 | 121247 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/50 (Call 02/15/50) | 451 | 317537 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/46 (Call 02/15/46) | 320 | 232944 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/51 (Call 02/01/51) | 336 | 255157 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/50 (Call 08/15/49) | 173 | 136759 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/43 (Call 11/15/42) | 425 | 355957 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/15/47 (Call 01/15/47) | 215 | 176942 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/15/48 (Call 11/15/47) | 345 | 289062 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/52 (Call 03/01/52) | 225 | 195038 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/49 (Call 10/15/48) | 275 | 240824 |
| &nbsp;&nbsp;&nbsp;4.35%, 08/31/64 (Call 02/28/64) | 159 | 130413 |
| Dayton Power & Light Co. (The), 3.95%, 06/15/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/48) | 171 | 137554 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Delmarva Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/42 (Call 12/01/41) | $200 | $160120 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (Call 11/15/44) | 310 | 255419 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/44 (Call 06/01/44) | 267 | 232174 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/52 (Call 02/15/52) | 405 | 359065 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/38 | 274 | 297922 |
| &nbsp;&nbsp;&nbsp;Series A, 4.60%, 03/15/49 (Call 09/15/48) | 155 | 133327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.30%, 04/15/41 (Call 10/15/40)<sup>(a)</sup> | 244 | 183284 |
| &nbsp;&nbsp;&nbsp;Series B, 5.95%, 06/15/35 | 334 | 338245 |
| &nbsp;&nbsp;&nbsp;Series C, 4.05%, 09/15/42 (Call 03/15/42) | 210 | 166675 |
| &nbsp;&nbsp;&nbsp;Series C, 4.90%, 08/01/41 (Call 02/01/41) | 284 | 255579 |
| &nbsp;&nbsp;&nbsp;Series E, 6.30%, 03/15/33 | 226 | 240129 |
| &nbsp;&nbsp;&nbsp;Series F, 5.25%, 08/01/33 | 390 | 380991 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/43 (Call 12/15/42) | 258 | 230878 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/01/65 (Call 12/01/64) | 156 | 145483 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/15/33 | 260 | 264242 |
| &nbsp;&nbsp;&nbsp;5.45%, 02/01/41 (Call 08/01/40) | 240 | 238640 |
| &nbsp;&nbsp;&nbsp;6.05%, 01/15/38 | 253 | 269327 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/50 (Call 09/01/49) | 50 | 34495 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/45 (Call 09/15/44) | 101 | 81114 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/46 (Call 12/01/45) | 260 | 205002 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/47 (Call 02/15/47) | 195 | 154006 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/42 (Call 12/15/41) | 173 | 138631 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/49 (Call 09/01/48) | 503 | 416767 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/01/44 (Call 01/01/44) | 246 | 215530 |
| &nbsp;&nbsp;&nbsp;5.70%, 10/01/37 | 193 | 191966 |
| &nbsp;&nbsp;&nbsp;Series A, 4.00%, 04/01/43 (Call 10/01/42) | 246 | 205095 |
| &nbsp;&nbsp;&nbsp;Series A, 4.05%, 05/15/48 (Call 11/15/47) | 240 | 200117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 6.63%, 06/01/36<sup>(a)</sup> | 275 | 303480 |
| &nbsp;&nbsp;&nbsp;Series B, 3.25%, 04/01/51 (Call 10/01/50) | 417 | 304081 |
| &nbsp;&nbsp;&nbsp;Series B, 3.65%, 03/01/52 (Call 09/01/51) | 325 | 254695 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/49 (Call 02/15/49) | 376 | 269346 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50) | 184 | 137580 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 260 | 198277 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 372 | 288597 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/45 (Call 12/01/44) | 317 | 250989 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/46 (Call 09/15/45) | 353 | 281523 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/48 (Call 09/15/47) | 223 | 181136 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/30/42 (Call 03/30/42) | 413 | 346867 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/41 (Call 06/15/41) | 414 | 361049 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/15/40 | 347 | 347548 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/38 | 424 | 449064 |
| &nbsp;&nbsp;&nbsp;6.05%, 04/15/38 | 349 | 370018 |
| &nbsp;&nbsp;&nbsp;6.10%, 06/01/37 | 333 | 347643 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/15/41 (Call 12/15/40) | 432 | 320761 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/51 (Call 12/15/50)<sup>(a)</sup> | 417 | 297001 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/46 (Call 03/01/46) | 883 | 658915 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/47 (Call 02/15/47) | 311 | 238443 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/49 (Call 12/15/48) | 358 | 284237 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/15/45 (Call 06/15/45) | 312 | 276302 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/52 (Call 02/15/52) | 550 | 499803 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/51 (Call 06/15/51) | 280 | 192451 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/01/46 (Call 04/01/46) | 318 | 234057 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/15/42 (Call 05/15/42) | 205 | 165755 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/48 (Call 01/15/48) | $267 | $225827 |
| &nbsp;&nbsp;&nbsp;5.65%, 04/01/40 | 301 | 306222 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/15/52 | 110 | 121020 |
| &nbsp;&nbsp;&nbsp;6.35%, 09/15/37 | 321 | 348030 |
| &nbsp;&nbsp;&nbsp;6.40%, 06/15/38 | 440 | 488120 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/50 (Call 10/01/49) | 325 | 208360 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 246 | 193353 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/15/35 | 300 | 307441 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 08/15/38<sup>(a)</sup> | 320 | 344821 |
| &nbsp;&nbsp;&nbsp;6.45%, 04/01/39 | 285 | 310415 |
| &nbsp;&nbsp;&nbsp;Series UUU, 4.20%, 03/15/42 (Call 09/15/41) | 199 | 163009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series WWW, 4.90%, 07/15/43 (Call 01/15/43)<sup>(a)</sup> | 226 | 208684 |
| &nbsp;&nbsp;&nbsp;Series YYY, 3.25%, 10/01/49 (Call 04/01/49) | 246 | 170922 |
| Duke Energy Ohio Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/46 (Call 12/15/45) | 215 | 160623 |
| &nbsp;&nbsp;&nbsp;4.30%, 02/01/49 (Call 08/01/48) | 257 | 212713 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/50 (Call 02/15/50) | 445 | 273250 |
| &nbsp;&nbsp;&nbsp;2.90%, 08/15/51 (Call 02/15/51) | 242 | 160724 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 325 | 246762 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/46 (Call 04/15/46) | 296 | 228515 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/52 (Call 10/01/51) | 255 | 208584 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/42 (Call 11/15/41) | 312 | 264055 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/43 (Call 09/15/42) | 301 | 254350 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/44 (Call 06/01/44) | 309 | 260801 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/45 (Call 02/15/45) | 427 | 361646 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/30/44 (Call 09/30/43) | 205 | 178576 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/01/38 | 265 | 287503 |
| E.ON International Finance BV, 6.65%, 04/30/38<sup>(a)(b)</sup> | 654 | 660151 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/01/44 (Call 06/01/44)<sup>(a)</sup> | 130 | 116869 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/15/35 | 401 | 401032 |
| Electricite de France SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/13/35 (Call 04/13/35)<sup>(a)(b)</sup> | 278 | 237896 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 09/21/38 (Call 03/21/38)<sup>(b)</sup> | 341 | 285600 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/22/44<sup>(a)(b)</sup> | 588 | 462265 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/13/45 (Call 04/13/45)<sup>(b)</sup> | 638 | 501069 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/21/48 (Call 03/21/48)<sup>(a)(b)</sup> | 744 | 585091 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/13/55 (Call 04/13/55)<sup>(b)</sup> | 201 | 156924 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 01/27/40<sup>(b)</sup> | 520 | 463289 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/22/2114<sup>(b)</sup> | 414 | 357742 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 01/26/39<sup>(b)</sup> | 975 | 1003953 |
| Elm Road Generating Station Supercritical LLC, 6.09%, 02/11/40<sup>(b)</sup> | 50 | 50734 |
| Emera U.S. Finance LP, 4.75%, 06/15/46 (Call 12/15/45) | 741 | 586848 |
| Emirates Semb Corp. Water & Power Co. PJSC, 4.45%, 08/01/35<sup>(a)(b)</sup> | 215 | 197705 |
| Empresa de Transmision Electrica SA, 5.13%, 05/02/49<sup>(a)(b)</sup> | 325 | 250250 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/12/41 (Call 01/12/41)<sup>(b)</sup> | 225 | 136804 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/25/47<sup>(a)(b)</sup> | 557 | 433300 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/15/52 (Call 12/15/51)<sup>(b)</sup> | 620 | 523927 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 10/07/39<sup>(b)</sup> | 1022 | 934726 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 09/15/37<sup>(a)(b)</sup> | 660 | 663072 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 10/14/52 (Call 04/14/52)<sup>(a)(b)</sup> | 500 | 550561 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/15/51 (Call 12/15/50) | 367 | 228392 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/15/52 (Call 12/15/51) | 320 | 228715 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/49 (Call 10/01/48) | 218 | 182536 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 12/15/44 (Call 12/15/24) | $375 | $332681 |
| Entergy Corp., 3.75%, 06/15/50 (Call 12/15/49)<sup>(a)</sup> | 305 | 229609 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/51 (Call 09/15/50) | 406 | 266676 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/41 (Call 12/15/40) | 344 | 259204 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/33 (Call 12/15/32) | 1 | 909 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 609 | 508351 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 291 | 240462 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/52 (Call 03/15/52) | 325 | 293160 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/45 (Call 01/15/25) | 315 | 285574 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/51 (Call 03/01/51) | 275 | 200986 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/49 (Call 12/01/48) | 341 | 264559 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 09/30/49 (Call 03/30/49) | 270 | 198128 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/30/39 (Call 09/30/38) | 328 | 286881 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/52 (Call 03/15/52)<sup>(a)</sup> | 100 | 92326 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 06/01/45 (Call 06/01/25)<sup>(a)</sup> | 80 | 73364 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/49 (Call 03/01/49) | 276 | 195266 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/50 (Call 10/15/49) | 190 | 137965 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 157 | 129422 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/42 (Call 09/01/41) | 491 | 412295 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/45 (Call 06/01/45) | 202 | 166488 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/01/43 (Call 03/01/43)<sup>(a)</sup> | 199 | 168620 |
| Evergy Kansas South Inc., 4.30%, 07/15/44 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/15/44)<sup>(b)</sup> | 70 | 55575 |
| Evergy Metro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 06/15/47 (Call 12/15/46) | 175 | 143806 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 155 | 126171 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/01/41 (Call 04/01/41) | 389 | 374076 |
| &nbsp;&nbsp;&nbsp;Series 2019, 4.13%, 04/01/49 (Call 10/01/48) | 250 | 202193 |
| &nbsp;&nbsp;&nbsp;Series B, 6.05%, 11/15/35 | 165 | 171549 |
| Eversource Energy, 3.45%, 01/15/50 (Call 07/15/49)<sup>(a)</sup> | 295 | 215513 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 230 | 187711 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/46 (Call 10/15/45) | 458 | 391249 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (Call 10/15/49) | 513 | 452780 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/35 (Call 12/15/34) | 115 | 111366 |
| &nbsp;&nbsp;&nbsp;5.10%, 06/15/45 (Call 12/15/44) | 401 | 377698 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 06/15/35<sup>(a)</sup> | 387 | 396363 |
| Exelon Generation Co. LLC, 5.75%, 10/01/41 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/01/41) | 433 | 422453 |
| FEL Energy VI Sarl, 5.75%, 12/01/40 (Call 12/01/37)<sup>(b)</sup> | 240 | 197549 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/01/49 (Call 10/01/48)<sup>(a)(b)</sup> | 333 | 271323 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 07/15/44 (Call 01/15/44)<sup>(a)(b)</sup> | 295 | 273210 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 12/04/51 (Call 06/04/51) | 650 | 453081 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/49 (Call 04/01/49) | 325 | 238448 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 428 | 346702 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/42 (Call 06/15/42) | 217 | 182010 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 606 | 508578 |
| &nbsp;&nbsp;&nbsp;3.99%, 03/01/49 (Call 09/01/48) | 365 | 307508 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/01/42 (Call 12/01/41) | 419 | 364624 |
| &nbsp;&nbsp;&nbsp;4.05%, 10/01/44 (Call 04/01/44) | 319 | 273750 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (Call 08/01/41) | 415 | 364607 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/48 (Call 12/01/47) | 212 | 182615 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/35 | 230 | 227235 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/01/41 (Call 12/01/40) | 265 | 254386 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/41 (Call 08/01/40) | $285 | $284900 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/34 | 295 | 309814 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/01/37 | 241 | 245956 |
| &nbsp;&nbsp;&nbsp;5.69%, 03/01/40 | 221 | 229835 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/33 | 205 | 217593 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/38 | 400 | 425902 |
| &nbsp;&nbsp;&nbsp;5.96%, 04/01/39 | 325 | 347683 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/42 | 859 | 746162 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/43 | 281 | 241319 |
| &nbsp;&nbsp;&nbsp;5.13%, 05/15/52 (Call 11/15/51) | 500 | 479556 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 06/01/40<sup>(a)</sup> | 100 | 93904 |
| &nbsp;&nbsp;&nbsp;Series 10-C, 4.75%, 09/01/40 | 470 | 434072 |
| &nbsp;&nbsp;&nbsp;Series A, 3.25%, 03/15/51 (Call 09/15/50) | 445 | 313622 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 01/30/50 (Call 07/30/49) | 239 | 181977 |
| Great River Energy, 6.25%, 07/01/38<sup>(b)</sup> | 419 | 428998 |
| Iberdrola International BV, 6.75%, 07/15/36 | 410 | 434749 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/45 (Call 09/01/44) | 244 | 183376 |
| &nbsp;&nbsp;&nbsp;Series K, 4.20%, 03/01/48 (Call 09/01/47) | 140 | 113950 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/51 (Call 11/01/50) | 235 | 162394 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/48 (Call 02/15/48) | 295 | 243137 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/37 | 239 | 248858 |
| &nbsp;&nbsp;&nbsp;Series K, 4.55%, 03/15/46 (Call 09/15/45) | 240 | 204955 |
| &nbsp;&nbsp;&nbsp;Series L, 3.75%, 07/01/47 (Call 01/01/47) | 225 | 168827 |
| Indianapolis Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 05/01/46 (Call 11/01/45)<sup>(b)</sup> | 123 | 100223 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45)<sup>(b)</sup> | 192 | 168493 |
| Infraestructura Energetica Nova SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/51 (Call 07/15/50)<sup>(b)</sup> | 375 | 271166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/14/48<sup>(b)</sup> | 342 | 246240 |
| Interchile SA, 4.50%, 06/30/56 (Call 12/30/55)<sup>(b)</sup> | 740 | 577348 |
| Interconexion Electrica SA ESP, 3.83%, 11/26/33 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/26/33)<sup>(a)(b)</sup> | 186 | 146810 |
| International Transmission Co., 4.63%, 08/15/43 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/43) | 190 | 168463 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 11/30/51 (Call 05/30/51) | 215 | 142760 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/30/49 (Call 03/30/49) | 253 | 184190 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/46 (Call 03/15/46) | 180 | 132663 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/43 (Call 04/15/43) | 188 | 156804 |
| &nbsp;&nbsp;&nbsp;6.25%, 07/15/39 | 360 | 376541 |
| ITC Holdings Corp., 5.30%, 07/01/43 (Call 01/01/43) | 167 | 152659 |
| Jersey Central Power & Light Co., 6.15%, 06/01/37 | 161 | 160797 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/50 (Call 12/01/49) | 265 | 189019 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/45 (Call 04/01/45) | 200 | 170778 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/01/40 (Call 05/01/40) | 557 | 528402 |
| &nbsp;&nbsp;&nbsp;Series 1, 4.65%, 11/15/43 (Call 05/15/43) | 195 | 167758 |
| LLPL Capital Pte Ltd., 6.88%, 02/04/39<sup>(b)</sup> | 202 | 172865 |
| Louisville Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/49 (Call 10/01/48) | 99 | 82290 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/45 (Call 04/01/45) | 80 | 68311 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/43 (Call 05/15/43) | 172 | 148935 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/40 (Call 05/15/40) | 75 | 69673 |
| Massachusetts Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/15/46 (Call 02/15/46)<sup>(b)</sup> | 285 | 212933 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/39<sup>(b)</sup> | 340 | 335682 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 08/01/52 (Call 02/01/52) | $360 | $234980 |
| &nbsp;&nbsp;&nbsp;3.15%, 04/15/50 (Call 10/15/49) | 580 | 414016 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/48 (Call 02/01/48) | 445 | 350422 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 450 | 371692 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/01/46 (Call 11/01/45) | 281 | 240353 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/15/49 (Call 01/15/49) | 589 | 507551 |
| &nbsp;&nbsp;&nbsp;4.40%, 10/15/44 (Call 04/15/44) | 210 | 185262 |
| &nbsp;&nbsp;&nbsp;4.80%, 09/15/43 (Call 03/15/43) | 216 | 201156 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/01/35<sup>(a)</sup> | 346 | 362368 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/15/36 | 210 | 223211 |
| Minejesa Capital BV, 5.63%, 08/10/37<sup>(b)</sup> | 330 | 253948 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;Series 12-A, 4.25%, 03/15/42 | 450 | 371572 |
| &nbsp;&nbsp;&nbsp;Series B, 3.10%, 07/30/51 (Call 01/30/51) | 125 | 81785 |
| Monongahela Power Co., 5.40%, 12/15/43 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/15/43)<sup>(b)</sup> | 217 | 209829 |
| Narragansett Electric Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.17%, 12/10/42<sup>(b)</sup> | 192 | 153936 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.64%, 03/15/40<sup>(b)</sup> | 135 | 134085 |
| National Grid USA, 5.80%, 04/01/35 | 210 | 197238 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/49 (Call 09/15/48) | 221 | 185556 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/48 (Call 05/01/48) | 159 | 135156 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 09/15/40 (Call 03/15/40) | 255 | 242747 |
| &nbsp;&nbsp;&nbsp;5.45%, 05/15/41 (Call 11/15/40) | 130 | 123119 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 05/01/53 (Call 11/01/52)<sup>(a)</sup> | 100 | 108403 |
| &nbsp;&nbsp;&nbsp;Series EE, 3.13%, 08/01/50 (Call 02/01/50) | 171 | 116392 |
| &nbsp;&nbsp;&nbsp;Series N, 6.65%, 04/01/36 | 260 | 286199 |
| &nbsp;&nbsp;&nbsp;Series R, 6.75%, 07/01/37 | 255 | 281226 |
| New England Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.81%, 10/06/50 (Call 04/06/50)<sup>(b)</sup> | 434 | 269175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/05/47 (Call 06/05/47)<sup>(b)</sup> | 140 | 105439 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.94%, 11/25/52<sup>(b)</sup> | 100 | 103079 |
| New York State Electric & Gas Corp., 3.30%, 09/15/49 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/15/49)<sup>(b)</sup> | 175 | 121634 |
| NextEra Energy Capital Holdings Inc., 3.00%, 01/15/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/15/51) | 220 | 150944 |
| Niagara Mohawk Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 06/27/50 (Call 12/27/49)<sup>(a)(b)</sup> | 462 | 286703 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 11/28/42<sup>(b)</sup> | 55 | 43666 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 10/01/34 (Call 04/01/34)<sup>(b)</sup> | 282 | 250335 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.78%, 09/16/52 (Call 03/16/52)<sup>(b)</sup> | 300 | 304615 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/51 (Call 12/01/50) | 334 | 215859 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/50 (Call 09/01/49) | 280 | 194668 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/52 (Call 10/01/51) | 211 | 152821 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/42 (Call 02/15/42) | 183 | 144432 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/15/46 (Call 11/15/45) | 312 | 244785 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 293 | 228926 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 (Call 02/15/45) | 170 | 141500 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/44 (Call 11/15/43) | 198 | 170949 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 225 | 206902 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/40 (Call 02/15/40) | 205 | 189377 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/35 | 247 | 244890 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/01/39<sup>(a)</sup> | 285 | 289741 |
| &nbsp;&nbsp;&nbsp;6.20%, 07/01/37 | 285 | 311757 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/01/36 | 316 | 344981 |
| NorthWestern Corp., 4.18%, 11/15/44 (Call 05/15/44) | 78 | 63374 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | $360 | $251117 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/44 (Call 09/01/43) | 161 | 141764 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51) | 190 | 173707 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52)<sup>(a)</sup> | 185 | 180045 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 412 | 418615 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 08/01/50 (Call 02/01/50) | 199 | 143925 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/01/42<sup>(a)</sup> | 145 | 106915 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45) | 340 | 254918 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/44 | 80 | 61272 |
| &nbsp;&nbsp;&nbsp;5.05%, 10/01/48 (Call 04/01/48) | 275 | 239333 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/50 | 205 | 178334 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/01/40 | 325 | 295385 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/39 | 208 | 203160 |
| Ohio Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.88%, 07/15/36 | 315 | 343992 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/15/38 | 230 | 277070 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/49 (Call 12/01/48) | 230 | 181877 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/48 (Call 10/01/47) | 235 | 189952 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 6.60%, 03/01/33<sup>(a)</sup> | 260 | 277456 |
| &nbsp;&nbsp;&nbsp;Series F, 5.85%, 10/01/35 | 280 | 281156 |
| &nbsp;&nbsp;&nbsp;Series G, 6.60%, 02/15/33 | 135 | 143452 |
| &nbsp;&nbsp;&nbsp;Series R, 2.90%, 10/01/51 (Call 04/01/51) | 330 | 219425 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 08/15/47 (Call 02/15/47) | 210 | 162334 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/43 (Call 11/01/42) | 155 | 120806 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/44 (Call 06/15/44) | 70 | 54347 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/47 (Call 10/01/46) | 356 | 289515 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/15/44 (Call 09/15/43) | 166 | 138940 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/15/41 (Call 11/15/40) | 175 | 161096 |
| &nbsp;&nbsp;&nbsp;5.85%, 06/01/40 | 215 | 212128 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 11/15/51 (Call 05/15/51) | 110 | 72418 |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/49 (Call 03/15/49) | 245 | 175151 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/50 (Call 11/15/49) | 225 | 178752 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/45 (Call 10/01/44) | 302 | 244910 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/30/47 (Call 03/30/47) | 326 | 265440 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/49 (Call 12/01/48) | 310 | 250647 |
| &nbsp;&nbsp;&nbsp;4.10%, 11/15/48 (Call 05/15/48) | 347 | 293834 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/41 (Call 06/01/41) | 215 | 199005 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 06/01/52 (Call 12/01/51)<sup>(a)(b)</sup> | 250 | 232500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52)<sup>(a)(b)</sup> | 300 | 295190 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/30/40 | 385 | 384829 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 06/01/42 (Call 12/01/41)<sup>(a)</sup> | 160 | 161537 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 10/01/52 (Call 04/01/52)<sup>(a)</sup> | 120 | 123688 |
| &nbsp;&nbsp;&nbsp;7.25%, 01/15/33 | 66 | 77652 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/01/38 | 390 | 476456 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 08/01/40 (Call 02/01/40)<sup>(a)</sup> | 520 | 362715 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/50 (Call 02/01/50) | 1027 | 665915 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/15/42 (Call 02/15/42) | 264 | 180422 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/47 (Call 06/01/47) | 494 | 344485 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 320 | 218802 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/41 (Call 12/01/40) | 272 | 206511 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/46 (Call 09/15/45) | 270 | 192285 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/45 (Call 09/15/44) | 355 | 258659 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/42 (Call 10/15/41) | 280 | 210907 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/40 (Call 01/01/40) | 1296 | 1033696 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/41 (Call 06/15/41)<sup>(a)</sup> | $210 | $150004 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/43 (Call 12/15/42) | 221 | 170442 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/44 (Call 08/15/43) | 361 | 282341 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/01/50 (Call 01/01/50) | 1747 | 1398566 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/52 (Call 09/01/51) | 340 | 282921 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/52 (Call 12/15/51) | 594 | 400619 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/51 (Call 09/15/50) | 320 | 230741 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/42 (Call 08/01/41) | 107 | 90423 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/15/49 (Call 07/15/48)<sup>(a)</sup> | 295 | 244685 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/15/50 (Call 08/15/49) | 382 | 317478 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/35 | 255 | 250335 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/01/53 | 300 | 301781 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/37 | 380 | 387113 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/39 | 369 | 386676 |
| &nbsp;&nbsp;&nbsp;6.10%, 08/01/36 | 255 | 262158 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/15/37 | 355 | 377729 |
| &nbsp;&nbsp;&nbsp;6.35%, 07/15/38 | 235 | 254158 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 252 | 167629 |
| &nbsp;&nbsp;&nbsp;2.85%, 09/15/51 (Call 03/15/51) | 250 | 166827 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/49 (Call 03/15/49) | 316 | 219954 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/51 (Call 09/15/50) | 210 | 146203 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/47 (Call 03/15/47) | 219 | 173741 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/48 (Call 09/01/47) | 304 | 247945 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/44 (Call 04/01/44) | 119 | 101189 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/15/52 (Call 02/15/52) | 270 | 239369 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/52 (Call 11/15/51) | 245 | 225228 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/15/43 (Call 04/15/43) | 190 | 170004 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/01/36 | 306 | 324388 |
| Pennsylvania Electric Co., 6.15%, 10/01/38 | 325 | 328498 |
| Perusahaan Listrik Negara PT, 4.00%, 06/30/50 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/30/49)<sup>(b)</sup> | 703 | 492157 |
| Perusahaan Perseroan Persero PT Perusahaan |  |  |
| &nbsp;&nbsp;&nbsp;Listrik Negara |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/05/50<sup>(b)</sup> | 390 | 283159 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/17/49<sup>(b)</sup> | 331 | 258528 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/24/42<sup>(b)</sup> | 702 | 616096 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 05/21/48<sup>(b)</sup> | 660 | 608513 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 01/25/49<sup>(b)</sup> | 370 | 343044 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/43 (Call 09/15/42) | 406 | 345443 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/37 | 305 | 336038 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.90%, 12/15/38<sup>(a)</sup> | 220 | 267650 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/01/49 (Call 04/01/49) | 245 | 167390 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/47 (Call 12/01/46) | 315 | 258888 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/44 (Call 12/15/43) | 212 | 177804 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/45 (Call 04/01/45) | 246 | 205934 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47) | 483 | 408789 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/43 (Call 01/15/43) | 195 | 178982 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/41 (Call 01/15/41) | 185 | 174142 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/15/39<sup>(a)</sup> | 230 | 248143 |
| Progress Energy Inc., 6.00%, 12/01/39 | 360 | 363453 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/15/46 (Call 12/15/45) | 440 | 329272 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 237 | 188177 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/15/47 (Call 12/15/46) | 157 | 125534 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/43 (Call 09/15/42) | 190 | 152082 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/49 (Call 03/15/49) | 245 | 203196 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/48 (Call 12/15/47) | $345 | $289540 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/44 (Call 09/15/43) | 130 | 112912 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 220 | 197921 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/15/41 (Call 02/15/41) | 184 | 165099 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/01/38 | 180 | 200461 |
| &nbsp;&nbsp;&nbsp;Series 17, 6.25%, 09/01/37 | 385 | 422946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 34, 3.20%, 03/01/50 (Call 09/01/49)<sup>(a)</sup> | 335 | 242429 |
| &nbsp;&nbsp;&nbsp;Series 36, 2.70%, 01/15/51 (Call 07/15/50) | 145 | 94758 |
| Public Service Co. of New Hampshire, 3.60%, 07/01/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/49) | 74 | 57394 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp;Series G, 6.63%, 11/15/37 | 135 | 145483 |
| &nbsp;&nbsp;&nbsp;Series K, 3.15%, 08/15/51 (Call 02/15/51) | 187 | 125795 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 08/01/50 (Call 02/01/50)<sup>(a)</sup> | 186 | 105031 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/01/50 (Call 11/01/49) | 116 | 76240 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/51 (Call 09/01/50) | 267 | 183871 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/50 (Call 07/01/49) | 190 | 134910 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/01/49 (Call 02/01/49) | 180 | 129317 |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/47 (Call 06/01/47) | 188 | 146282 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/01/42 (Call 03/01/42)<sup>(a)</sup> | 242 | 195930 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/01/43 (Call 07/01/42) | 150 | 123189 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/46 (Call 09/01/45) | 299 | 238703 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/01/49 (Call 11/01/48) | 219 | 175161 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/42 (Call 11/01/41) | 288 | 242148 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/01/48 (Call 11/01/47) | 235 | 196467 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/01/45 (Call 05/01/45) | 166 | 137446 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/01/39 | 225 | 219124 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/40 | 260 | 264225 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/01/36 | 210 | 214461 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/37 | 359 | 375533 |
| &nbsp;&nbsp;&nbsp;Series I, 4.00%, 06/01/44 (Call 12/01/43) | 80 | 63704 |
| &nbsp;&nbsp;&nbsp;Series K, 4.05%, 05/01/45 (Call 11/01/44) | 165 | 131391 |
| Puget Sound Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 09/15/51 (Call 03/15/51)<sup>(a)</sup> | 120 | 78319 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/49 (Call 03/15/49) | 266 | 184300 |
| &nbsp;&nbsp;&nbsp;4.22%, 06/15/48 (Call 12/15/47) | 315 | 261479 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/45 (Call 11/20/44) | 291 | 244472 |
| &nbsp;&nbsp;&nbsp;4.43%, 11/15/41 (Call 05/15/41) | 195 | 165293 |
| &nbsp;&nbsp;&nbsp;5.48%, 06/01/35 | 226 | 219500 |
| &nbsp;&nbsp;&nbsp;5.64%, 04/15/41 (Call 10/15/40) | 205 | 205322 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.76%, 10/01/39<sup>(a)</sup> | 250 | 250922 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.76%, 07/15/40<sup>(a)</sup> | 275 | 273426 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/40 | 301 | 306019 |
| &nbsp;&nbsp;&nbsp;6.27%, 03/15/37 | 260 | 269188 |
| Ruwais Power Co. PJSC, 6.00%, 08/31/36<sup>(a)(b)</sup> | 475 | 484266 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 50 | 39504 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/15/41<sup>(a)</sup> | 340 | 270384 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 193 | 160764 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/01/42 (Call 10/01/41) | 205 | 170577 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 329 | 296156 |
| &nbsp;&nbsp;&nbsp;5.35%, 05/15/35 | 65 | 64022 |
| &nbsp;&nbsp;&nbsp;5.35%, 05/15/40 | 195 | 186547 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/39 | 298 | 313738 |
| &nbsp;&nbsp;&nbsp;Series FFF, 6.13%, 09/15/37 | 185 | 189166 |
| &nbsp;&nbsp;&nbsp;Series RRR, 3.75%, 06/01/47 (Call 12/01/46) | 120 | 94203 |
| &nbsp;&nbsp;&nbsp;Series TTT, 4.10%, 06/15/49 (Call 12/15/48) | 176 | 145324 |
| &nbsp;&nbsp;&nbsp;Series UUU, 3.32%, 04/15/50 (Call 10/15/49) | 154 | 110858 |
| &nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 08/15/51 (Call 02/15/51) | 435 | 302594 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Saudi Electricity Global Sukuk Co. 2, 5.06%, 04/08/43<sup>(a)(b)</sup> | $505 | $471020 |
| Saudi Electricity Global Sukuk Co. 3, 5.50%, 04/08/44<sup>(b)</sup> | 622 | 615570 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/38 (Call 08/01/37) | 555 | 451867 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (Call 08/01/47) | 533 | 410406 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/15/39 | 309 | 312002 |
| Sierra Pacific Power Co., Series P, 6.75%, 07/01/37 | 150 | 165439 |
| Solar Star Funding LLC, 5.38%, 06/30/35<sup>(b)</sup> | 82 | 81346 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/52 (Call 08/01/51) | 350 | 252609 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/50 (Call 08/01/49) | 712 | 531269 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/01/41 (Call 06/01/41) | 202 | 153343 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (Call 10/01/46) | 886 | 695665 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/42 (Call 09/15/41) | 337 | 270407 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 (Call 03/01/40) | 359 | 311392 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/43 (Call 04/01/43) | 211 | 184616 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 395 | 382842 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 02/01/36<sup>(a)</sup> | 274 | 268445 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/34<sup>(a)</sup> | 417 | 434603 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/39 | 387 | 393735 |
| &nbsp;&nbsp;&nbsp;Series 04-G, 5.75%, 04/01/35 | 265 | 266190 |
| &nbsp;&nbsp;&nbsp;Series 05-B, 5.55%, 01/15/36 | 235 | 220336 |
| &nbsp;&nbsp;&nbsp;Series 05-E, 5.35%, 07/15/35 | 180 | 174573 |
| &nbsp;&nbsp;&nbsp;Series 06-E, 5.55%, 01/15/37 | 300 | 295524 |
| &nbsp;&nbsp;&nbsp;Series 08-A, 5.95%, 02/01/38 | 317 | 322326 |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.90%, 03/15/43 (Call 09/15/42) | 144 | 110251 |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.95%, 02/01/51 (Call 08/01/50) | 388 | 254897 |
| &nbsp;&nbsp;&nbsp;Series B, 4.88%, 03/01/49 (Call 09/01/48) | 314 | 276121 |
| &nbsp;&nbsp;&nbsp;Series C, 3.60%, 02/01/45 (Call 08/01/44) | 252 | 183477 |
| &nbsp;&nbsp;&nbsp;Series C, 4.13%, 03/01/48 (Call 09/01/47) | 567 | 453026 |
| &nbsp;&nbsp;&nbsp;Series E, 5.45%, 06/01/52 (Call 12/01/51) | 260 | 251258 |
| &nbsp;&nbsp;&nbsp;Series H, 3.65%, 06/01/51 (Call 12/01/50) | 325 | 242243 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 07/01/36 (Call 01/01/36) | 181 | 160080 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/46 (Call 01/01/46) | 1065 | 894987 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.15%, 09/15/41 | 395 | 358684 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/43 | 170 | 154225 |
| &nbsp;&nbsp;&nbsp;Series F, 4.95%, 12/15/46 (Call 06/15/46) | 256 | 221561 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/51 (Call 05/01/51) | 210 | 141120 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/15/40 | 239 | 244262 |
| &nbsp;&nbsp;&nbsp;Series J, 3.90%, 04/01/45 (Call 10/01/44) | 231 | 175756 |
| &nbsp;&nbsp;&nbsp;Series L, 3.85%, 02/01/48 (Call 08/01/47) | 308 | 229965 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/46 (Call 02/15/46) | 127 | 92755 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/47 (Call 02/15/47) | 213 | 162569 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/49 (Call 12/15/48) | 101 | 78045 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/41 (Call 02/15/41) | 202 | 179048 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/36 | 173 | 173878 |
| &nbsp;&nbsp;&nbsp;Series 6, 4.40%, 11/15/48 (Call 05/15/48) | 80 | 68276 |
| &nbsp;&nbsp;&nbsp;Series 8, 3.15%, 05/01/50 (Call 11/01/49) | 298 | 210304 |
| State Grid Overseas Investment 2013 Ltd., 4.38%, 05/22/43<sup>(b)</sup> | 200 | 180580 |
| State Grid Overseas Investment 2014 Ltd., 4.85%, 05/07/44<sup>(b)</sup> | 500 | 484832 |
| State Grid Overseas Investment BVI Ltd, 4.00%, 05/04/47<sup>(a)(b)</sup> | 260 | 220831 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/51 (Call 09/15/50) | 275 | 200096 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/50 (Call 12/15/49) | 195 | 143662 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/42 (Call 12/15/41) | $231 | $190499 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/45 (Call 11/15/44) | 182 | 144093 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/48 (Call 12/15/47) | 216 | 179086 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/44 (Call 11/15/43) | 145 | 121780 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/15/49 (Call 12/15/48) | 236 | 200011 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/52 (Call 01/15/52) | 210 | 197008 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/15/37 | 165 | 169725 |
| &nbsp;&nbsp;&nbsp;6.55%, 05/15/36 | 350 | 375890 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | 260 | 272704 |
| Tri-State Generation & Transmission Association Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/44 (Call 05/01/44) | 190 | 153030 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/40<sup>(b)</sup> | 404 | 364979 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/51 (Call 11/01/50) | 185 | 124293 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/50 (Call 12/15/49) | 214 | 165772 |
| &nbsp;&nbsp;&nbsp;4.85%, 12/01/48 (Call 06/01/48) | 296 | 260080 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 03/15/51 (Call 09/15/50) | 460 | 290336 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/49 (Call 04/01/49) | 215 | 153892 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/15/45 (Call 10/15/44) | 210 | 160061 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 09/15/42 (Call 03/15/42)<sup>(a)</sup> | 351 | 290067 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/52 (Call 10/01/51) | 135 | 110141 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 274 | 223390 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/01/37 | 195 | 191160 |
| &nbsp;&nbsp;&nbsp;8.45%, 03/15/39 | 215 | 276147 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 12/15/50 (Call 06/15/50) | 653 | 395527 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/51 (Call 05/15/51) | 310 | 207347 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/49 (Call 06/01/49) | 262 | 189788 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/43 (Call 07/15/42) | 296 | 243443 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/44 (Call 08/15/43) | 415 | 362253 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/48 (Call 06/01/48) | 392 | 344076 |
| &nbsp;&nbsp;&nbsp;6.35%, 11/30/37 | 300 | 318411 |
| &nbsp;&nbsp;&nbsp;8.88%, 11/15/38 | 392 | 515343 |
| &nbsp;&nbsp;&nbsp;Series A, 6.00%, 05/15/37 | 268 | 280964 |
| &nbsp;&nbsp;&nbsp;Series B, 3.80%, 09/15/47 (Call 03/15/47) | 390 | 304770 |
| &nbsp;&nbsp;&nbsp;Series B, 4.20%, 05/15/45 (Call 11/15/44) | 317 | 263772 |
| &nbsp;&nbsp;&nbsp;Series B, 6.00%, 01/15/36 | 468 | 485301 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/46 (Call 05/15/46) | 374 | 298980 |
| &nbsp;&nbsp;&nbsp;Series C, 4.63%, 05/15/52 (Call 11/15/51) | 360 | 320215 |
| &nbsp;&nbsp;&nbsp;Series D, 4.65%, 08/15/43 (Call 02/15/43) | 388 | 345403 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 12/15/42 (Call 06/15/42) | 220 | 165546 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/01/44 (Call 12/01/43) | 82 | 66415 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/15/45 (Call 06/15/45) | 185 | 150625 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/15/48 (Call 04/15/48) | 266 | 220783 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/33 | 470 | 491642 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/01/36 | 220 | 223112 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 04/01/50 (Call 10/01/49) | 149 | 112053 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/15/44 (Call 04/15/44) | 103 | 80960 |
| &nbsp;&nbsp;&nbsp;6.38%, 08/15/37 | 220 | 233425 |
| &nbsp;&nbsp;&nbsp;7.60%, 10/01/38 | 170 | 198494 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/01/51 (Call 06/01/51) | 265 | 175581 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/01/49 (Call 03/01/49) | 290 | 205598 |
| &nbsp;&nbsp;&nbsp;3.67%, 12/01/42 | 150 | 115415 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/01/44 (Call 05/01/44) | 170 | 151615 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/49 (Call 06/01/49)<sup>(a)</sup> | 356 | 263227 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 09/15/41 (Call 03/15/41)<sup>(a)</sup> | $154 | $136880 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/36 | 195 | 211112 |
|  |  | 171409048 |
| **Electrical Components & Equipment — 0.1%** |  |  |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/15/50 (Call 04/15/50) | 348 | 231310 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/21/51 (Call 06/21/51) | 540 | 359387 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/39<sup>(a)</sup> | 230 | 230054 |
| &nbsp;&nbsp;&nbsp;6.13%, 04/15/39 | 160 | 169963 |
|  |  | 990714 |
| **Electronics — 0.1%** |  |  |
| Fortive Corp., 4.30%, 06/15/46 (Call 12/15/45) | 274 | 216224 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/50 (Call 12/01/49) | 224 | 164558 |
| &nbsp;&nbsp;&nbsp;3.81%, 11/21/47 (Call 05/21/47) | 259 | 221174 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 03/01/41<sup>(a)</sup> | 440 | 462823 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/36 | 5 | 5404 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 425 | 459254 |
| Tyco Electronics Group SA, 7.13%, 10/01/37 | 403 | 466463 |
|  |  | 1995900 |
| **Engineering & Construction — 0.2%** |  |  |
| Aeropuerto Internacional de Tocumen SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/11/41 (Call 08/11/40)<sup>(a)(b)</sup> | 300 | 233409 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 08/11/61 (Call 08/11/60)<sup>(b)</sup> | 775 | 577893 |
| LBJ Infrastructure Group LLC, 3.80%, 12/31/57 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/30/57)<sup>(b)</sup> | 405 | 260393 |
| Mexico City Airport Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/31/46 (Call 04/30/46)<sup>(b)</sup> | 426 | 316200 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/31/47 (Call 01/31/47)<sup>(b)</sup> | 1121 | 838389 |
|  |  | 2226284 |
| **Entertainment — 0.5%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (Call 09/15/41)<sup>(b)</sup> | 2490 | 1993365 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (Call 09/15/51)<sup>(a)(b)</sup> | 4065 | 3149810 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 03/15/62 (Call 09/15/61)<sup>(b)</sup> | 1650 | 1276753 |
|  |  | 6419928 |
| **Environmental Control — 0.2%** |  |  |
| Nature Conservancy (The), Series A, 3.96%, 03/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/51) | 70 | 57070 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/15/33 (Call 12/15/32)<sup>(a)</sup> | 220 | 178046 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 (Call 09/01/49) | 232 | 163781 |
| &nbsp;&nbsp;&nbsp;5.70%, 05/15/41 (Call 11/15/40) | 265 | 272847 |
| &nbsp;&nbsp;&nbsp;6.20%, 03/01/40 | 207 | 221717 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 571 | 389849 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/01/50 (Call 10/01/49) | 364 | 254392 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/33 (Call 10/15/32) | 50 | 47221 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/15/50 (Call 05/15/50)<sup>(a)</sup> | 387 | 246364 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/41 (Call 12/01/40) | 200 | 151027 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/35 (Call 09/01/34) | 152 | 135139 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/01/45 (Call 09/01/44)<sup>(a)</sup> | 230 | 200169 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 07/15/49 (Call 01/15/49)<sup>(a)</sup> | 381 | 339846 |
|  |  | 2657468 |
| **Food — 2.0%** |  |  |
| Bimbo Bakeries USA Inc., 4.00%, 05/17/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/17/50)<sup>(a)(b)</sup> | 320 | 245297 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Food (continued)** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/24/50 (Call 10/24/49)<sup>(a)</sup> | $302 | $207450 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/15/48 (Call 09/15/47)<sup>(a)</sup> | 403 | 365611 |
| Cencosud SA, 6.63%, 02/12/45 (Call 08/12/44)<sup>(a)(b)</sup> | 220 | 211090 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (Call 05/01/38) | 600 | 571145 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (Call 05/01/48) | 589 | 557252 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (Call 08/01/50) | 203 | 138017 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/15/43 (Call 08/15/42) | 110 | 93771 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/38 (Call 10/17/37) | 294 | 262947 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/17/48 (Call 10/17/47) | 217 | 194957 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 06/15/40<sup>(a)</sup> | 445 | 440746 |
| Grupo Bimbo SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/06/49<sup>(a)(b)</sup> | 265 | 204371 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/10/47 (Call 05/10/47)<sup>(b)</sup> | 319 | 276672 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/27/44<sup>(b)</sup> | 290 | 254910 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/50 (Call 12/01/49) | 29 | 19314 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/15/49 (Call 05/15/49) | 225 | 163817 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/46 (Call 02/15/46) | 311 | 239046 |
| Hormel Foods Corp., 3.05%, 06/03/51 (Call 12/03/50) | 347 | 245194 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/50 (Call 12/01/49) | 251 | 188552 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 04/15/37<sup>(a)</sup> | 169 | 173885 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA |  |  |
| Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/02/52 (Call 08/02/51)<sup>(b)</sup> | 750 | 545220 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/01/33 (Call 01/01/33)<sup>(b)</sup> | 120 | 116248 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/52 (Call 06/01/52)<sup>(b)</sup> | 1040 | 1003600 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/41 (Call 03/15/41) | 105 | 70783 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/50 (Call 09/15/49) | 290 | 200654 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/35 | 230 | 207002 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/45<sup>(a)</sup> | 294 | 241828 |
| Kellogg Co., 4.50%, 04/01/46<sup>(a)</sup> | 398 | 345311 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40<sup>(a)</sup> | 405 | 412480 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/01/46 (Call 12/01/45) | 1625 | 1369651 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/39 (Call 04/01/39) | 325 | 291001 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/01/49 (Call 04/01/49)<sup>(a)</sup> | 868 | 781564 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/35 (Call 01/15/35)<sup>(a)</sup> | 285 | 279934 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/04/42 | 945 | 885318 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/45 (Call 01/15/45) | 1055 | 997474 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/50 (Call 12/01/49) | 665 | 655976 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/09/40 | 360 | 390622 |
| &nbsp;&nbsp;&nbsp;6.88%, 01/26/39 | 170 | 188115 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 08/01/39<sup>(a)(b)</sup> | 650 | 725779 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/46 (Call 04/15/46) | 285 | 220352 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/15/50 (Call 07/15/49)<sup>(a)</sup> | 350 | 278425 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/01/47 (Call 08/01/46) | 634 | 542349 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/48 (Call 07/15/47) | 275 | 241530 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/42 (Call 10/15/41) | 304 | 279992 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/01/43 (Call 02/01/43) | 225 | 207009 |
| &nbsp;&nbsp;&nbsp;5.40%, 07/15/40 (Call 01/15/40) | 350 | 338749 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/15/49 (Call 07/15/48) | 300 | 289686 |
| &nbsp;&nbsp;&nbsp;6.90%, 04/15/38 | 295 | 326003 |
| Mars Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/16/40 (Call 01/16/40)<sup>(b)</sup> | 555 | 387167 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 07/16/50 (Call 01/16/50)<sup>(b)</sup> | $317 | $197221 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/01/34 (Call 01/01/34)<sup>(b)</sup> | 260 | 229458 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/01/39 (Call 10/01/38)<sup>(b)</sup> | 439 | 377364 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/01/44 (Call 10/01/43)<sup>(a)(b)</sup> | 328 | 273183 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/01/49 (Call 10/01/48)<sup>(b)</sup> | 590 | 489463 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/54 (Call 10/01/53)<sup>(b)</sup> | 350 | 289043 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/59 (Call 10/01/58)<sup>(b)</sup> | 427 | 346602 |
| McCormick & Co. Inc./MD, 4.20%, 08/15/47 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/47)<sup>(a)</sup> | 185 | 152835 |
| Mondelez International Inc., 2.63%, 09/04/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/04/50) | 663 | 424339 |
| Nestle Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/14/41 (Call 03/14/41)<sup>(a)(b)</sup> | 367 | 262662 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/14/51 (Call 03/14/51)<sup>(b)</sup> | 390 | 262355 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 09/24/38 (Call 03/24/38)<sup>(b)</sup> | 726 | 647732 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/24/48 (Call 03/24/48)<sup>(b)</sup> | 963 | 830876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 01/15/53 (Call 07/15/52)<sup>(b)</sup> | 610 | 594033 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/51 (Call 06/14/51) | 560 | 383439 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/15/50 (Call 08/15/49) | 384 | 270734 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/48 (Call 09/15/47) | 324 | 272079 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/46 (Call 10/01/45) | 296 | 251257 |
| &nbsp;&nbsp;&nbsp;4.85%, 10/01/45 (Call 04/01/45) | 309 | 277401 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/21/35 | 230 | 228061 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/40 (Call 10/01/39) | 170 | 182048 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 703 | 784266 |
| Tesco PLC, 6.15%, 11/15/37<sup>(b)</sup> | 275 | 265444 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 06/02/47 (Call 12/02/46) | 512 | 448368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 08/15/34 (Call 02/15/34)<sup>(a)</sup> | 185 | 180371 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 09/28/48 (Call 03/28/48)<sup>(a)</sup> | 1185 | 1123545 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/15/44 (Call 02/15/44) | 303 | 286804 |
|  |  | 28204849 |
| **Forest Products & Paper — 0.2%** |  |  |
| Celulosa Arauco y Constitucion SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 01/29/50 (Call 07/29/49)<sup>(a)(b)</sup> | 80 | 63829 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/02/47 (Call 05/02/47) | 335 | 278566 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/30/49 (Call 10/30/48)<sup>(a)(b)</sup> | 290 | 241271 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 08/15/48 (Call 02/15/48)<sup>(a)</sup> | 404 | 342376 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/47 (Call 02/15/47) | 366 | 305174 |
| &nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 311 | 269303 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/35 (Call 03/15/35)<sup>(a)</sup> | 85 | 82369 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 05/15/46 (Call 11/15/45)<sup>(a)</sup> | 120 | 109417 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/41 (Call 05/15/41) | 438 | 438736 |
| Stora Enso OYJ, 7.25%, 04/15/36<sup>(b)</sup> | 200 | 213662 |
| Suzano Austria GmbH, 7.00%, 03/16/47 (Call 09/16/46)<sup>(b)</sup> | 693 | 686338 |
|  |  | 3031041 |
| **Gas — 1.0%** |  |  |
| APA Infrastructure Ltd., 5.00%, 03/23/35 (Call 12/23/34)<sup>(b)</sup> | 234 | 212649 |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/15/52 (Call 08/15/51) | 312 | 205415 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/49 (Call 03/15/49) | 275 | 202862 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/44 (Call 04/15/44) | 410 | 341447 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/49 (Call 09/15/48) | 287 | 238428 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/43 (Call 07/15/42) | 307 | 260324 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/01/48 (Call 04/01/48) | 351 | 292207 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/41 (Call 12/15/40) | 260 | 261603 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/15/52 (Call 04/15/52)<sup>(a)</sup> | 340 | 362690 |
| Boston Gas Co., 4.49%, 02/15/42<sup>(a)(b)</sup> | 395 | 328961 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Gas (continued)** |  |  |
| Brooklyn Union Gas Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 03/15/48 (Call 09/15/47)<sup>(b)</sup> | $369 | $277439 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 03/04/49 (Call 09/04/48)<sup>(a)(b)</sup> | 202 | 156224 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/10/46 (Call 09/10/45)<sup>(b)</sup> | 377 | 286525 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 09/01/47 (Call 03/01/47)<sup>(a)</sup> | 191 | 156146 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/41 (Call 07/15/40) | 213 | 216060 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/01/37 | 180 | 186434 |
| Centrica PLC, 5.38%, 10/16/43 (Call 04/16/43)<sup>(b)</sup> | 290 | 261284 |
| East Ohio Gas Co. (The), 3.00%, 06/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/15/49)<sup>(b)</sup> | 422 | 275899 |
| KeySpan Gas East Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 01/18/52 (Call 07/18/51)<sup>(b)</sup> | 250 | 169636 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.82%, 04/01/41<sup>(b)</sup> | 335 | 326390 |
| Korea Gas Corp., 6.25%, 01/20/42<sup>(a)(b)</sup> | 410 | 463445 |
| Mega Advance Investments Ltd., 6.38%, 05/12/41<sup>(a)(b)</sup> | 200 | 212802 |
| Nakilat Inc., 6.07%, 12/31/33<sup>(a)(b)</sup> | 322 | 330080 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/30/48 (Call 09/30/47)<sup>(a)</sup> | 361 | 284933 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/15/47 (Call 11/15/46)<sup>(a)</sup> | 550 | 460552 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/15/44 (Call 08/15/43) | 340 | 303814 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51) | 375 | 346098 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/43 (Call 08/15/42) | 279 | 263147 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 02/01/45 (Call 08/01/44)<sup>(a)</sup> | 151 | 148802 |
| &nbsp;&nbsp;&nbsp;5.80%, 02/01/42 (Call 08/01/41) | 245 | 232522 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/15/41 (Call 12/15/40) | 276 | 278821 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/48 (Call 05/01/48) | 159 | 132399 |
| &nbsp;&nbsp;&nbsp;4.66%, 02/01/44 (Call 08/01/43) | 406 | 349196 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 06/01/50 (Call 12/01/49) | 261 | 180347 |
| &nbsp;&nbsp;&nbsp;3.64%, 11/01/46 (Call 05/01/46) | 170 | 123497 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/18/34 (Call 03/18/34) | 195 | 170188 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/01/43 (Call 02/01/43) | 185 | 159997 |
| &nbsp;&nbsp;&nbsp;5.05%, 05/15/52 (Call 11/15/51) | 240 | 218414 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/42 (Call 03/15/42) | 365 | 286956 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 190 | 156887 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/40 | 280 | 263678 |
| &nbsp;&nbsp;&nbsp;Series KK, 5.75%, 11/15/35 | 225 | 226972 |
| &nbsp;&nbsp;&nbsp;Series UU, 4.13%, 06/01/48 (Call 12/01/47) | 265 | 214700 |
| &nbsp;&nbsp;&nbsp;Series VV, 4.30%, 01/15/49 (Call 07/15/48) | 249 | 205817 |
| &nbsp;&nbsp;&nbsp;Series WW, 3.95%, 02/15/50 (Call 08/15/49) | 175 | 136845 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/46 (Call 04/01/46) | 296 | 225231 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/43 (Call 12/01/42) | 280 | 232490 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/30/47 (Call 11/30/46) | 366 | 297516 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/15/41 (Call 09/15/40) | 391 | 388947 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/01/34 | 165 | 164487 |
| &nbsp;&nbsp;&nbsp;Series 21A, 3.15%, 09/30/51 (Call 03/30/51) | 165 | 108537 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.18%, 08/15/51 (Call 02/15/51) | 131 | 79639 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/29/46 (Call 03/29/46)<sup>(a)</sup> | 195 | 135259 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48) | 248 | 177749 |
| Spire Inc., 4.70%, 08/15/44 (Call 02/15/44) | 220 | 185127 |
| Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50) | 170 | 119311 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/49 (Call 03/15/49) | 243 | 182173 |
| &nbsp;&nbsp;&nbsp;Series K, 3.80%, 09/15/46 (Call 03/15/46) | 397 | 305908 |
|  |  | 13771906 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Hand & Machine Tools — 0.1%** |  |  |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/01/50 (Call 11/01/49)<sup>(a)</sup> | $247 | $179625 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/01/48 (Call 09/01/47)<sup>(a)</sup> | 323 | 277550 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/50 (Call 05/15/50) | 379 | 241988 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/48 (Call 05/15/48)<sup>(a)</sup> | 187 | 170049 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/01/40 | 480 | 465712 |
|  |  | 1334924 |
| **Health Care - Products — 1.1%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 11/30/36 (Call 05/30/36) | 879 | 883369 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | 168 | 163874 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (Call 05/30/46) | 1744 | 1750185 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/27/40 | 503 | 521748 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/39 | 385 | 424427 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/30/37 | 504 | 571067 |
| Alcon Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/23/49 (Call 03/23/49)<sup>(a)(b)</sup> | 206 | 155180 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/06/52<sup>(b)</sup> | 200 | 202324 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/51 (Call 06/01/51) | 385 | 257867 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 459 | 333678 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/43 (Call 12/15/42)<sup>(a)</sup> | 75 | 64139 |
| &nbsp;&nbsp;&nbsp;6.25%, 12/01/37 | 100 | 102788 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/01/39 (Call 09/01/38)<sup>(a)</sup> | 185 | 166954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (Call 09/01/48)<sup>(a)</sup> | 274 | 249214 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/15/35 | 300 | 328579 |
| &nbsp;&nbsp;&nbsp;7.38%, 01/15/40 | 325 | 377087 |
| Covidien International Finance SA, 6.55%, 10/15/37 | 295 | 334283 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/50 (Call 04/01/50) | 764 | 503701 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/10/51 (Call 06/10/51) | 730 | 502689 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 290 | 259861 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (Call 05/15/39) | 558 | 448950 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (Call 05/15/49)<sup>(a)</sup> | 498 | 379878 |
| GE Healthcare Holding LLC, 6.38%, 11/22/52<sup>(b)</sup> | 290 | 322601 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/42 | 299 | 260927 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 03/11/38<sup>(a)</sup> | 586 | 625700 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/43 (Call 10/01/42)<sup>(a)</sup> | 50 | 43785 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/35 | 1109 | 1068542 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/45 | 1110 | 1062992 |
| PerkinElmer Inc., 3.63%, 03/15/51 (Call 09/15/50)<sup>(a)</sup> | 213 | 149398 |
| STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/15/50) | 411 | 296740 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/50 (Call 12/15/49) | 385 | 259899 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/01/43 (Call 10/01/42) | 432 | 354476 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/44 (Call 11/15/43) | 215 | 182398 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/46 (Call 09/15/45) | 435 | 391205 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 10/15/41 (Call 04/15/41) | 875 | 658517 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/15/47 (Call 02/15/47) | 582 | 513446 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/44 (Call 08/01/43) | 308 | 314954 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/35 (Call 02/15/35) | 189 | 159664 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/45 (Call 02/15/45) | 154 | 123708 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/30/39 | $229 | $222446 |
|  |  | 15993240 |
| **Health Care - Services — 4.3%** |  |  |
| AdventHealth Obligated Group, Series E, 2.80%, 11/15/51 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/51) | 215 | 136018 |
| Adventist Health System/West, 3.63%, 03/01/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/48) | 320 | 231734 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.39%, 10/15/49 (Call 04/15/49) | 248 | 181734 |
| &nbsp;&nbsp;&nbsp;4.27%, 08/15/48 (Call 02/15/48) | 208 | 180804 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.01%, 06/15/50 (Call 12/15/49) | 145 | 99174 |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/47 (Call 02/15/47) | 503 | 390386 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/42 (Call 05/15/42) | 324 | 266458 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/42 (Call 11/15/41) | 338 | 291174 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/44 (Call 09/15/43) | 92 | 81444 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/36 | 481 | 510056 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/15/37 | 489 | 528364 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.02%, 07/01/45 | 190 | 185992 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.78%, 07/01/51 (Call 01/01/51) | 330 | 212785 |
| Allina Health System |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 11/15/51 (Call 05/15/51) | 160 | 104826 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 11/15/45 (Call 05/15/45)<sup>(a)</sup> | 175 | 165194 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.89%, 04/15/49 | 196 | 160636 |
| Anthem Inc., 4.55%, 05/15/52 (Call 11/15/51) | 395 | 350993 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/46 | 464 | 387212 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/53 | 415 | 394528 |
| &nbsp;&nbsp;&nbsp;Series B, 3.11%, 11/15/39 (Call 05/15/39) | 224 | 173288 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 01/01/42 (Call 07/01/41) | 140 | 102572 |
| &nbsp;&nbsp;&nbsp;2.91%, 01/01/51 (Call 07/01/50) | 285 | 189976 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.18%, 01/01/50 (Call 07/01/49) | 174 | 122475 |
| Baptist Health South Florida Inc., Series 2017, 4.34%, 11/15/41<sup>(a)</sup> | 83 | 71937 |
| Baptist Health South Florida Obligated Group, Series 2021, 3.12%, 11/15/71 (Call 05/15/71) | 10 | 5908 |
| Baptist Healthcare System Obligated Group, Series 20B, 3.54%, 08/15/50 (Call 02/15/50)<sup>(a)</sup> | 390 | 282912 |
| BayCare Health System Inc., Series 2020, 3.83%, 11/15/50 (Call 05/15/50) | 226 | 181698 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 11/15/46 (Call 05/15/46) | 240 | 200621 |
| &nbsp;&nbsp;&nbsp;4.19%, 11/15/45 (Call 05/15/45) | 373 | 320725 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.84%, 11/15/50 (Call 11/15/49) | 448 | 295468 |
| Beth Israel Lahey Health Inc., Series L, 3.08%, 07/01/51 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/51) | 200 | 127905 |
| BHSH System Obligated Group, Series 19A, 3.49%, 07/15/49 (Call 01/15/49) | 234 | 176180 |
| Bon Secours Mercy Health Inc., Series 20-2, 3.21%, 06/01/50 (Call 12/01/49) | 206 | 138249 |
| Catholic Health Services of Long Island Obligated Group, Series 2020, 3.37%, 07/01/50 (Call 01/01/50) | 205 | 146442 |
| Children's Health System of Texas, 2.51%, 08/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/50) | 300 | 183691 |
| Children's Hospital Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017, 4.12%, 01/01/47 (Call 07/01/46) | 137 | 117079 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.59%, 02/01/50 (Call 08/01/49) | 165 | 102142 |
| Children's Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44 | 101 | 88547 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Children's Hospital of Philadelphia (The), Series 2020, 2.70%, 07/01/50 (Call 01/01/50) | $275 | $177822 |
| Children's Hospital/DC, Series 2020, 2.93%, 07/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/15/50) | 239 | 151230 |
| City of Hope |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013, 5.62%, 11/15/43 | 170 | 174044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018, 4.38%, 08/15/48 (Call 02/15/48)<sup>(a)</sup> | 329 | 274913 |
| Cleveland Clinic Foundation (The), 4.86%, 01/01/2114 | 230 | 202329 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 10/01/49 (Call 04/01/49)<sup>(a)</sup> | 418 | 308459 |
| &nbsp;&nbsp;&nbsp;3.91%, 10/01/50 (Call 04/01/50) | 362 | 264660 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.19%, 10/01/49 (Call 04/01/49)<sup>(a)</sup> | 487 | 377220 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/01/42 | 244 | 206508 |
| &nbsp;&nbsp;&nbsp;6.46%, 11/01/52 | 50 | 53830 |
| Community Health Network Inc., Series 20-A, 3.10%, 05/01/50 (Call 11/01/49) | 263 | 167220 |
| Cottage Health Obligated Group, Series 2020, 3.30%, 11/01/49 (Call 05/01/49) | 344 | 248149 |
| Dartmouth-Hitchcock Health, Series B, 4.18%, 08/01/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/48) | 214 | 172190 |
| Dignity Health |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/42 | 201 | 166746 |
| &nbsp;&nbsp;&nbsp;5.27%, 11/01/64 | 80 | 67722 |
| Duke University Health System Inc., Series 2017, 3.92%, 06/01/47 (Call 12/01/46) | 488 | 404059 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/50 (Call 11/15/49) | 553 | 384244 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (Call 09/15/50) | 744 | 561393 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/49 (Call 03/15/49) | 562 | 431397 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/01/47 (Call 06/01/47) | 949 | 821663 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/48 (Call 09/01/47) | 521 | 463039 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/42 | 526 | 479628 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/43 | 582 | 537602 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/44 (Call 02/15/44) | 532 | 478440 |
| &nbsp;&nbsp;&nbsp;4.85%, 08/15/54 (Call 02/15/54) | 125 | 108771 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 297 | 282075 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/36 | 180 | 184108 |
| &nbsp;&nbsp;&nbsp;5.95%, 12/15/34 | 230 | 235057 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/15/52 | 80 | 87041 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/37 | 150 | 161831 |
| Franciscan Missionaries of Our Lady Health System Inc., Series B, 3.91%, 07/01/49 (Call 01/01/49)<sup>(a)</sup> | 180 | 140100 |
| Fred Hutchinson Cancer Center, 4.97%, 01/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 07/01/51)<sup>(a)</sup> | 105 | 97725 |
| Hackensack Meridian Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.21%, 07/01/48 (Call 01/01/48) | 234 | 198865 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/57 (Call 01/01/57) | 205 | 173048 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 09/01/41 (Call 03/01/41) | 205 | 140490 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.88%, 09/01/50 (Call 03/01/50) | 279 | 183759 |
| Hartford HealthCare Corp., 3.45%, 07/01/54<sup>(a)</sup> | 204 | 143474 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/51 (Call 01/15/51) | 1051 | 710311 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41)<sup>(b)</sup> | 490 | 397118 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 925 | 745814 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/39 (Call 12/15/38) | 788 | 702369 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/49 (Call 12/15/48) | 1160 | 1014450 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/47 (Call 12/15/46) | 930 | 847984 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 11/06/33<sup>(a)</sup> | 100 | 106752 |
| Health Care Service Corp. A Mutual Legal Reserve Co., 3.20%, 06/01/50 (Call 12/01/49)<sup>(b)</sup> | 420 | 283606 |
| Hoag Memorial Hospital Presbyterian, 3.80%, 07/15/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/15/52) | 180 | 143233 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/49 (Call 02/15/49) | $359 | $285604 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/42 (Call 06/01/42) | 297 | 262328 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/15/47 (Call 09/15/46) | 268 | 239578 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/01/44 (Call 04/01/44)<sup>(a)</sup> | 450 | 416864 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.15%, 06/15/38<sup>(a)</sup> | 179 | 211835 |
| Indiana University Health Inc. Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/48 (Call 05/01/48) | 424 | 352892 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.85%, 11/01/51 (Call 05/01/51) | 80 | 51708 |
| Inova Health System Foundation, 4.07%, 05/15/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/51) | 165 | 138304 |
| Integris Baptist Medical Center Inc., Series A, 3.88%, 08/15/50 (Call 02/15/50)<sup>(a)</sup> | 250 | 185010 |
| Iowa Health System, Series 2020, 3.67%, 02/15/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/15/49) | 179 | 132667 |
| Johns Hopkins Health System Corp. (The), 3.84%, 05/15/46 | 521 | 420754 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/47 (Call 11/01/46) | 849 | 737748 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/42 | 639 | 618812 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.27%, 11/01/49 (Call 05/01/49) | 647 | 473622 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.81%, 06/01/41 (Call 12/01/40) | 620 | 456289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 3.00%, 06/01/51 (Call 12/01/50)<sup>(a)</sup> | 795 | 550731 |
| Laboratory Corp. of America Holdings, 4.70%, 02/01/45 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/01/44) | 543 | 478054 |
| Mass General Brigham Inc. |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.77%, 07/01/48 (Call 01/01/48) | 142 | 112866 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.19%, 07/01/49 (Call 01/01/49) | 89 | 63803 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.34%, 07/01/60 (Call 01/01/60) | 399 | 266025 |
| Massachusetts Mutual Life Insurance Co., 5.67%, 12/01/52<sup>(b)</sup> | 300 | 300983 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp;3.77%, 11/15/43 | 15 | 11972 |
| &nbsp;&nbsp;&nbsp;Series 2013, 4.00%, 11/15/47 | 100 | 85964 |
| &nbsp;&nbsp;&nbsp;Series 2016, 4.13%, 11/15/52 | 355 | 302333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 3.20%, 11/15/61 (Call 05/15/61)<sup>(a)</sup> | 371 | 247765 |
| McLaren Health Care Corp., Series A, 4.39%, 05/15/48 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/47) | 286 | 242291 |
| MedStar Health Inc., Series 20A, 3.63%, 08/15/49<sup>(a)</sup> | 240 | 173087 |
| Memorial Health Services, 3.45%, 11/01/49 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/49) | 107 | 79705 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/01/52 | 155 | 130303 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/42 | 411 | 413023 |
| &nbsp;&nbsp;&nbsp;Series 2015, 4.20%, 07/01/55 | 335 | 276929 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.96%, 01/01/50 (Call 07/01/49) | 50 | 33561 |
| Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/01/50) | 320 | 206639 |
| MidMichigan Health, Series 2020, 3.41%, 06/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/49) | 180 | 125509 |
| Montefiore Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;4.29%, 09/01/50 | 135 | 83531 |
| &nbsp;&nbsp;&nbsp;Series 18-C, 5.25%, 11/01/48 | 258 | 192236 |
| Mount Nittany Medical Center Obligated Group, 3.80%, 11/15/52 | 160 | 122109 |
| Mount Sinai Hospitals Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017, 3.98%, 07/01/48<sup>(a)</sup> | 180 | 142421 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.74%, 07/01/49 (Call 01/01/49) | 259 | 194444 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.39%, 07/01/50 (Call 07/01/49) | 325 | 222049 |
| MultiCare Health System, 2.80%, 08/15/50 (Call 02/15/50) | 176 | 106358 |
| Nationwide Children's Hospital Inc., 4.56%, 11/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/52) | 185 | 167869 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| New York and Presbyterian Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.26%, 08/01/40 (Call 02/01/40) | $185 | $123170 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 08/01/60 (Call 02/01/60)<sup>(a)</sup> | 155 | 89365 |
| &nbsp;&nbsp;&nbsp;3.56%, 08/01/36 | 175 | 148537 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 08/01/45<sup>(a)</sup> | 310 | 260514 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 08/01/56<sup>(a)</sup> | 198 | 160313 |
| &nbsp;&nbsp;&nbsp;4.76%, 08/01/2116 | 180 | 151546 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.95%, 08/01/2119 (Call 02/01/2119) | 250 | 175619 |
| Northwell Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.81%, 11/01/49 (Call 11/01/48) | 222 | 160272 |
| &nbsp;&nbsp;&nbsp;3.98%, 11/01/46 (Call 11/01/45) | 370 | 285802 |
| &nbsp;&nbsp;&nbsp;4.26%, 11/01/47 (Call 11/01/46) | 554 | 442480 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 11/01/43<sup>(a)</sup> | 250 | 256536 |
| Northwestern Memorial Healthcare Obligated Group, Series 2021, 2.63%, 07/15/51 (Call 01/15/51)<sup>(a)</sup> | 125 | 79717 |
| Novant Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.64%, 11/01/36 (Call 08/01/36) | 125 | 94383 |
| &nbsp;&nbsp;&nbsp;3.17%, 11/01/51 (Call 05/01/51) | 507 | 362685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.32%, 11/01/61 (Call 05/01/61)<sup>(a)</sup> | 271 | 183927 |
| &nbsp;&nbsp;&nbsp;4.37%, 11/01/43 | 150 | 125368 |
| NY Society for Relief of Ruptured & Crippled Maintaining |  |  |
| Hosp Special Surgery, Series 2020, 2.67%, 10/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/01/50)<sup>(a)</sup> | 189 | 117536 |
| NYU Langone Hospitals, Series 2020, 3.38%, 07/01/55 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/55) | 130 | 90110 |
| Ochsner Clinic Foundation, 5.90%, 05/15/45 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/15/44) | 260 | 266096 |
| OhioHealth Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.83%, 11/15/41 (Call 05/15/41) | 285 | 207448 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.04%, 11/15/50 (Call 05/15/50) | 145 | 102291 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 10/01/50 (Call 04/01/50)<sup>(a)</sup> | 170 | 121096 |
| &nbsp;&nbsp;&nbsp;4.09%, 10/01/48 (Call 04/01/48) | 205 | 169571 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.79%, 11/15/48 (Call 05/15/48) | 220 | 186027 |
| &nbsp;&nbsp;&nbsp;Series 2020, 3.22%, 11/15/50 (Call 05/15/50) | 295 | 198069 |
| Piedmont Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.86%, 01/01/52 (Call 07/01/51)<sup>(a)</sup> | 139 | 86669 |
| &nbsp;&nbsp;&nbsp;Series 2042, 2.72%, 01/01/42 (Call 07/01/41) | 315 | 220372 |
| Presbyterian Healthcare Services, 4.88%, 08/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/52) | 125 | 120236 |
| Providence St Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;Series 21A, 2.70%, 10/01/51 (Call 04/01/51) | 310 | 186536 |
| &nbsp;&nbsp;&nbsp;Series A, 3.93%, 10/01/48 (Call 04/01/48) | 440 | 346587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 3.74%, 10/01/47<sup>(a)</sup> | 180 | 139158 |
| Queen's Health Systems (The), 4.81%, 07/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/52) | 125 | 117051 |
| Quest Diagnostics Inc., 4.70%, 03/30/45 (Call 09/30/44) | 168 | 142546 |
| Rady Children's Hospital-San Diego/CA, Series 21A, 3.15%, 08/15/51 (Call 08/15/50) | 230 | 162243 |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 12/13/51 (Call 06/13/51)<sup>(b)</sup> | 1215 | 813416 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/28/44 (Call 05/28/44)<sup>(b)</sup> | 586 | 508885 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/01/39<sup>(b)</sup> | 415 | 506662 |
| RWJ Barnabas Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 07/01/49 (Call 01/01/49) | 134 | 99249 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/01/46 (Call 07/01/45) | 220 | 182767 |
| Seattle Children's Hospital, Series 2021, 2.72%, 10/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/01/49) | 305 | 198120 |
| Sentara Healthcare, 2.93%, 11/01/51 (Call 05/01/51) | 125 | 81041 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/01/49) | 85 | 53746 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Southern Baptist Hospital of Florida Inc., 4.86%, 07/15/45 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/15/45) | $220 | $199235 |
| Stanford Health Care |  |  |
| &nbsp;&nbsp;&nbsp;3.03%, 08/15/51 (Call 02/15/51) | 235 | 161261 |
| &nbsp;&nbsp;&nbsp;Series 2018, 3.80%, 11/15/48 (Call 05/15/48) | 413 | 335381 |
| Summa Health, 3.51%, 11/15/51 (Call 05/15/51) | 205 | 140132 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.09%, 08/15/48 (Call 02/15/48) | 168 | 135996 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.16%, 08/15/40 (Call 02/15/40) | 145 | 107896 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.36%, 08/15/50 (Call 02/15/50) | 296 | 205958 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp;2.33%, 11/15/50 (Call 05/15/50) | 70 | 40556 |
| &nbsp;&nbsp;&nbsp;4.33%, 11/15/55 | 200 | 169165 |
| Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28) | 240 | 229720 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 12/01/45 | 400 | 341676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019, 3.43%, 12/01/48<sup>(a)</sup> | 150 | 111204 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.63%, 12/01/40 (Call 06/01/40) | 276 | 194086 |
| UMass Memorial Health Care Obligated Group, 5.36%, 07/01/52 (Call 01/01/52) | 105 | 97455 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/40 (Call 11/15/39) | 665 | 493640 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/50 (Call 11/15/49) | 726 | 502409 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/41 (Call 11/15/40) | 737 | 563662 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/15/60 (Call 11/15/59)<sup>(a)</sup> | 345 | 238755 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/51 (Call 11/15/50) | 972 | 713261 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/39 (Call 02/15/39) | 773 | 639928 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/49 (Call 02/15/49) | 775 | 616851 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/15/47 (Call 04/15/47) | 565 | 455115 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/59 (Call 02/15/59) | 676 | 538590 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/42 (Call 04/15/42) | 372 | 316158 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 460 | 396255 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/43 (Call 09/15/42) | 472 | 419778 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/47 (Call 10/15/46) | 446 | 387183 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/48 (Call 12/15/47)<sup>(a)</sup> | 618 | 542204 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41) | 445 | 401273 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (Call 06/15/48) | 650 | 582918 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/35 | 242 | 237559 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/41 (Call 05/15/41) | 474 | 440448 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 | 1145 | 1081132 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | 1185 | 1121303 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/62 (Call 11/15/61) | 740 | 709769 |
| &nbsp;&nbsp;&nbsp;5.70%, 10/15/40 (Call 04/15/40) | 354 | 367660 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/36 | 548 | 583635 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/53 (Call 08/15/52) | 1190 | 1316905 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/15/41 (Call 08/15/40) | 312 | 332269 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 815 | 914340 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/37 | 531 | 594189 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/37 | 531 | 604076 |
| &nbsp;&nbsp;&nbsp;6.88%, 02/15/38 | 385 | 448866 |
| WakeMed, Series A, 3.29%, 10/01/52 (Call 04/01/52) | 185 | 126067 |
| West Virginia United Health System Obligated Group, Series 2020, 3.13%, 06/01/50 (Call 12/01/49) | 210 | 138360 |
| Willis-Knighton Medical Center |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018, 4.81%, 09/01/48 (Call 03/01/48) | 235 | 205961 |
| &nbsp;&nbsp;&nbsp;Series 2021, 3.07%, 03/01/51 (Call 09/01/50) | 233 | 150715 |
| Yale-New Haven Health Services Corp., Series 2020, 2.50%, 07/01/50 (Call 07/01/49) | 255 | 154469 |
|  |  | 61195576 |
| **Holding Companies - Diversified — 0.1%** |  |  |
| Alfa SAB de CV, 6.88%, 03/25/44 (Call 09/25/43)<sup>(b)</sup> | 60 | 57665 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Holding Companies - Diversified (continued)** |  |  |
| CK Hutchison International 19 II Ltd., 3.38%, 09/06/49 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/06/49)<sup>(b)</sup> | $755 | $539155 |
| Hutchison Whampoa International 03/33 Ltd., 7.45%, 11/24/33<sup>(b)</sup> | 420 | 493242 |
| JAB Holdings BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/28/51 (Call 11/28/50)<sup>(b)</sup> | 444 | 261800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/08/52 (Call 10/08/51)<sup>(b)</sup> | 150 | 100900 |
| PTT Treasury Center Co. Ltd., 3.70%, 07/16/70 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 01/16/70)<sup>(b)</sup> | 545 | 338391 |
|  |  | 1791153 |
| **Home Builders — 0.1%** |  |  |
| MDC Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 08/06/61 (Call 02/06/61) | 150 | 82809 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/43 (Call 10/15/42) | 261 | 211882 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/35 | 260 | 246866 |
| &nbsp;&nbsp;&nbsp;6.38%, 05/15/33 | 278 | 276137 |
|  |  | 817694 |
| **Home Furnishings — 0.1%** |  |  |
| Leggett & Platt Inc., 3.50%, 11/15/51 (Call 05/15/51) | 308 | 223059 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/46 (Call 12/01/45)<sup>(a)</sup> | 281 | 219489 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 386 | 301712 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/01/43 | 176 | 153015 |
|  |  | 897275 |
| **Household Products & Wares — 0.2%** |  |  |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/47 (Call 02/01/47) | 269 | 214547 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/52 (Call 12/15/51)<sup>(a)</sup> | 440 | 415680 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/07/50 (Call 08/07/49)<sup>(a)</sup> | 186 | 130428 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/30/46 (Call 01/30/46) | 335 | 246301 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/43 | 245 | 193120 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/04/47 (Call 11/04/46) | 215 | 180669 |
| &nbsp;&nbsp;&nbsp;5.30%, 03/01/41 | 275 | 278238 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/01/37 | 330 | 381004 |
| SC Johnson & Son Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/15/43 (Call 02/15/43)<sup>(b)</sup> | 300 | 245602 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 09/30/44 (Call 03/30/44)<sup>(b)</sup> | 75 | 63307 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/15/46 (Call 04/16/46)<sup>(b)</sup> | 605 | 550915 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 09/01/40<sup>(b)</sup> | 450 | 416220 |
|  |  | 3316031 |
| **Insurance — 5.2%** |  |  |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/46 (Call 04/15/46) | 146 | 115104 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/49 (Call 07/15/48) | 228 | 201970 |
| &nbsp;&nbsp;&nbsp;6.45%, 08/15/40 | 336 | 351770 |
| AIA Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/16/40 (Call 03/16/40)<sup>(b)</sup> | 920 | 665391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/16/46 (Call 09/16/45)<sup>(b)</sup> | 345 | 291394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/11/44<sup>(b)</sup> | 282 | 250160 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/51 (Call 02/15/51) | 150 | 107608 |
| &nbsp;&nbsp;&nbsp;4.90%, 09/15/44 (Call 03/15/44) | 84 | 77471 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 08/10/49 (Call 02/10/49) | 192 | 149551 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/46 (Call 06/15/46) | 418 | 346817 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/43 | 292 | 260193 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 06/01/33<sup>(a)</sup> | 163 | 165425 |
| &nbsp;&nbsp;&nbsp;5.55%, 05/09/35 | 392 | 403364 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/36 | $310 | $327270 |
| &nbsp;&nbsp;&nbsp;6.50%, 05/15/67 (Call 05/15/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.120%)<sup>(d)</sup> | 245 | 235099 |
| American Financial Group Inc./OH, 4.50%, 06/15/47 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/46) | 320 | 257713 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/35 (Call 07/15/34)<sup>(a)</sup> | 135 | 120071 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/30/50 (Call 12/30/49) | 665 | 574313 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/16/44 (Call 01/16/44) | 385 | 336014 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/01/48 (Call 10/01/47) | 604 | 546944 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/10/45 (Call 01/10/45) | 420 | 378221 |
| &nbsp;&nbsp;&nbsp;6.25%, 05/01/36 | 415 | 445470 |
| AmFam Holdings Inc., 3.83%, 03/11/51 (Call 09/11/50)<sup>(b)</sup> | 317 | 212407 |
| Aon Corp., 6.25%, 09/30/40 | 365 | 380041 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 08/23/51 (Call 02/23/51) | 469 | 303535 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/28/52 (Call 08/28/51) | 405 | 314832 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 12/12/42 | 195 | 152793 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/24/43 (Call 02/24/43) | 190 | 153681 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/14/44 (Call 03/14/44) | 184 | 157733 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/45 (Call 11/15/44) | 159 | 139166 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/15/46) | 260 | 224980 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.64%, 06/30/50 (Call 12/30/49) | 633 | 441796 |
| &nbsp;&nbsp;&nbsp;7.35%, 05/01/34 | 270 | 302136 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | 250 | 225447 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/09/52 (Call 09/09/51) | 140 | 89652 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/51 (Call 11/20/50) | 542 | 386581 |
| Assurant Inc., 6.75%, 02/15/34 | 208 | 212017 |
| Assured Guaranty U.S. Holdings Inc., 3.60%, 09/15/51 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/51) | 345 | 227102 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/52 (Call 11/15/51) | 350 | 218504 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/25/51 (Call 11/25/50) | 281 | 193628 |
| AXIS Specialty Finance PLC, 5.15%, 04/01/45 | 188 | 162189 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/51 (Call 07/15/50) | 616 | 393057 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/15/50 (Call 04/15/50) | 1106 | 755999 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (Call 09/15/51) | 1095 | 894069 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 1421 | 1277098 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (Call 07/15/48) | 1120 | 1002677 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 | 351 | 319412 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/42 | 592 | 550464 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/40<sup>(a)</sup> | 669 | 736554 |
| Berkshire Hathaway Inc., 4.50%, 02/11/43 | 636 | 604390 |
| Brighthouse Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 12/22/51 (Call 06/22/51) | 165 | 104193 |
| &nbsp;&nbsp;&nbsp;4.70%, 06/22/47 (Call 12/22/46) | 626 | 464836 |
| Brown & Brown Inc., 4.95%, 03/17/52 (Call 09/17/51) | 300 | 248144 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 05/11/37 | 345 | 368336 |
| &nbsp;&nbsp;&nbsp;Series 1, 6.50%, 05/15/38 | 430 | 480796 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/51 (Call 06/15/51) | 395 | 265542 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/15/61 (Call 06/15/61) | 595 | 395031 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/13/43 | 225 | 191997 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 860 | 760775 |
| &nbsp;&nbsp;&nbsp;6.70%, 05/15/36 | 140 | 156729 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Cincinnati Financial Corp., 6.13%, 11/01/34 | $325 | $342498 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/05/42 (Call 10/05/41)<sup>(b)</sup> | 340 | 278368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/05/52 (Call 10/05/51)<sup>(b)</sup> | 725 | 582733 |
| Empower Finance 2020 LP, 3.08%, 09/17/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/17/51)<sup>(b)</sup> | 397 | 243070 |
| Equitable Holdings Inc., 5.00%, 04/20/48 (Call 10/20/47) | 935 | 812387 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 10/15/52 (Call 04/15/52) | 695 | 446520 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/50 (Call 04/15/50) | 585 | 403917 |
| &nbsp;&nbsp;&nbsp;4.87%, 06/01/44 | 190 | 165615 |
| Farmers Exchange Capital II, 6.15%, 11/01/53 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/33), (3 mo. LIBOR US + 3.744%)<sup>(b)(d)</sup> | 160 | 154118 |
| Farmers Exchange Capital III, 5.45%, 10/15/54 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/34), (3 mo. LIBOR US + 3.454%)<sup>(b)(d)</sup> | 170 | 153687 |
| Farmers Insurance Exchange, 4.75%, 11/01/57 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/37), (3 mo. LIBOR US + 1.374%)<sup>(b)(d)</sup> | 550 | 451309 |
| Fidelity National Financial Inc., 3.20%, 09/17/51 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/17/51) | 245 | 142687 |
| Great-West Lifeco Finance 2018 LP, 4.58%, 05/17/48 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/17/47)<sup>(b)</sup> | 426 | 356344 |
| Great-West Lifeco Finance Delaware LP, 4.15%, 06/03/47 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/03/46)<sup>(b)</sup> | 493 | 390645 |
| Guardian Life Insurance Co. of America (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/22/70 (Call 07/22/69)<sup>(a)(b)</sup> | 189 | 126391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 01/24/77<sup>(b)</sup> | 275 | 226024 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/19/64<sup>(b)</sup> | 396 | 339904 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 09/15/51 (Call 03/15/51) | 335 | 217412 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/19/49 (Call 02/19/49) | 412 | 303700 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/15/43 | 194 | 158390 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/48 (Call 09/15/47) | 299 | 251450 |
| &nbsp;&nbsp;&nbsp;5.95%, 10/15/36 | 300 | 303628 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/01/41 | 290 | 296878 |
| &nbsp;&nbsp;&nbsp;6.63%, 03/30/40 | 205 | 216081 |
| Hill City Funding Trust, 4.05%, 08/15/41 (Call 02/15/41)<sup>(b)</sup> | 200 | 139929 |
| Jackson Financial Inc., 4.00%, 11/23/51 (Call 05/23/51) | 215 | 139266 |
| Liberty Mutual Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/15/50 (Call 04/15/50)<sup>(b)</sup> | 826 | 582012 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/60 (Call 11/15/59)<sup>(b)</sup> | 329 | 215918 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 08/01/44<sup>(b)</sup> | 5 | 4260 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/15/52 (Call 12/15/51)<sup>(a)(b)</sup> | 645 | 580686 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/35<sup>(b)</sup> | 340 | 345933 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/01/42<sup>(b)</sup> | 235 | 233482 |
| Liberty Mutual Insurance Co., 7.70%, 10/15/97<sup>(a)(b)</sup> | 205 | 226202 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/48 (Call 09/01/47) | 201 | 153556 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/50 (Call 12/15/49)<sup>(a)</sup> | 171 | 127971 |
| &nbsp;&nbsp;&nbsp;6.30%, 10/09/37 | 216 | 214572 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/40 | 418 | 431797 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/43 (Call 11/15/42) | 205 | 163662 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/35 | 396 | 404917 |
| Manulife Financial Corp., 5.38%, 03/04/46<sup>(a)</sup> | 410 | 396521 |
| Maple Grove Funding Trust I, 4.16%, 08/15/51 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/15/51)<sup>(b)</sup> | 410 | 284264 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/07/52 (Call 11/07/51)<sup>(a)</sup> | 335 | 228098 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/17/50 (Call 03/17/50) | 265 | 202485 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/01/47 (Call 05/01/47) | 325 | 254850 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/30/43 | 195 | 170875 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/05/46 | $210 | $185135 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/20/49 (Call 11/20/48) | 318 | 278197 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/15/51 (Call 06/15/51)<sup>(a)</sup> | 195 | 126769 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/01/48 (Call 09/01/47)<sup>(a)</sup> | 415 | 343107 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 01/30/47 (Call 07/30/46) | 386 | 327875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/39 (Call 09/15/38) | 280 | 257487 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/49 (Call 09/15/48) | 681 | 635591 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 08/01/33 | 375 | 391213 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/01/52<sup>(a)</sup> | 185 | 206739 |
| Massachusetts Mutual Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/01/61<sup>(b)</sup> | 340 | 210131 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/50<sup>(b)</sup> | 284 | 199302 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 10/15/70<sup>(b)</sup> | 421 | 282108 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/65<sup>(b)</sup> | 190 | 148210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 04/01/77<sup>(b)</sup> | 254 | 212066 |
| &nbsp;&nbsp;&nbsp;5.08%, 02/15/69 (Call 02/15/49), (3 mo. LIBOR US + 3.191%)<sup>(b)(d)</sup> | 395 | 341833 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/01/41<sup>(a)(b)</sup> | 346 | 316346 |
| MetLife Capital Trust IV, 7.88%, 12/15/67 (Call 12/15/32)<sup>(a)(b)</sup> | 470 | 505250 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 538 | 454618 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/13/42 | 343 | 292411 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/13/46 (Call 11/13/45) | 492 | 451632 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 12/15/44 | 322 | 292920 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/13/43 | 482 | 451390 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/52 (Call 01/15/52) | 665 | 642414 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 06/15/35 | 539 | 565605 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/06/41 | 550 | 569212 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 06/15/34 | 512 | 568568 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 12/15/66 (Call 12/15/31) | 713 | 671521 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/15/32<sup>(a)</sup> | 340 | 375939 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 04/08/68 (Call 04/08/33)<sup>(a)(b)</sup> | 165 | 191191 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.75%, 08/01/69 (Call 08/01/34) | 291 | 384364 |
| Mutual of Omaha Insurance Co., 6.80%, 06/15/36<sup>(b)</sup> | 65 | 68436 |
| National Life Insurance Co., 5.25%, 07/19/68 (Call 07/19/48), (3 mo. LIBOR US + 3.314%)<sup>(a)(b)(d)</sup> | 105 | 89137 |
| Nationwide Financial Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/30/49 (Call 05/30/49)<sup>(b)</sup> | 504 | 358113 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 11/18/44<sup>(b)</sup> | 259 | 228387 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 05/15/87 | 125 | 118988 |
| Nationwide Mutual Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/30/50 (Call 10/30/49)<sup>(b)</sup> | 879 | 672914 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/22/44<sup>(b)</sup> | 212 | 182075 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 04/01/33<sup>(a)(b)</sup> | 185 | 209669 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.38%, 08/15/39<sup>(a)(b)</sup> | 501 | 654470 |
| New York Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 583 | 447254 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 05/15/69 (Call 11/15/68)<sup>(b)</sup> | 560 | 460890 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 05/15/33<sup>(b)</sup> | 700 | 727682 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 11/15/39<sup>(b)</sup> | 740 | 828724 |
| Northwestern Mutual Life Insurance Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/30/51 (Call 09/30/50)<sup>(b)</sup> | 405 | 286036 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/30/59 (Call 03/30/59)<sup>(a)(b)</sup> | 805 | 565943 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 09/30/47 (Call 03/30/47)<sup>(b)</sup> | 705 | 547269 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.06%, 03/30/40<sup>(a)(b)</sup> | 812 | 836934 |
| Ohio National Life Insurance Co. (The), 6.88%, 06/15/42<sup>(a)(b)</sup> | 200 | 192552 |
| Old Republic International Corp., 3.85%, 06/11/51 (Call 12/11/50) | 425 | 298210 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Insurance (continued)** |  |  |
| OneAmerica Financial Partners Inc., 4.25%, 10/15/50 (Call 04/15/50)<sup>(b)</sup> | $110 | $77925 |
| Pacific Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 10/24/67 (Call 10/24/47), (3 mo. LIBOR US + 2.796%)<sup>(b)(d)</sup> | 495 | 388323 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 06/15/39<sup>(a)(b)</sup> | 185 | 243268 |
| Pacific LifeCorp, 5.40%, 09/15/52 (Call 03/15/52)<sup>(a)(b)</sup>. | 325 | 310322 |
| Pacific LifeCorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/15/50 (Call 03/15/50)<sup>(b)</sup> | 400 | 275466 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 01/30/43<sup>(a)(b)</sup> | 190 | 173278 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.60%, 09/15/33<sup>(a)(b)</sup> | 540 | 586719 |
| Penn Mutual Life Insurance Co. (The), 3.80%, 04/29/61<sup>(a)(b)</sup> | 330 | 211314 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/15/46 (Call 05/15/46)<sup>(a)</sup> | 210 | 172814 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 05/15/43 | 268 | 222579 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 09/15/42 | 207 | 178182 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 10/15/36<sup>(a)</sup> | 321 | 332661 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/26/45 | 255 | 201256 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 245 | 189162 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/26/50 (Call 09/26/49) | 263 | 210171 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/15/47 (Call 10/15/46) | 498 | 417376 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 391 | 328652 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/25/44 | 193 | 166515 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 12/01/32 | 142 | 154549 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/10/40 (Call 09/10/39) | 245 | 182255 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/13/51 (Call 09/13/50) | 969 | 747991 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 12/07/47 (Call 06/07/47) | 471 | 377166 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (Call 06/07/49) | 574 | 450967 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 02/25/50 (Call 08/25/49) | 549 | 471143 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 03/27/48 (Call 09/27/47) | 280 | 239528 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/44 | 513 | 465693 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 12/14/36 | 461 | 476334 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 07/15/33<sup>(a)</sup> | 227 | 236789 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 12/01/37 | 370 | 405650 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 06/21/40 | 209 | 229421 |
| Securian Financial Group Inc., 4.80%, 04/15/48<sup>(a)(b)</sup> | 210 | 170850 |
| Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48)<sup>(a)</sup> | 152 | 132164 |
| Sompo International Holdings Ltd., 7.00%, 07/15/34 | 175 | 184382 |
| Teachers Insurance & Annuity Association of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/50 (Call 11/15/49)<sup>(b)</sup> | 670 | 472410 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 05/15/47 (Call 11/15/46)<sup>(b)</sup> | 1175 | 989940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 09/15/44<sup>(a)(b)</sup> | 967 | 902103 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 12/16/39<sup>(b)</sup> | 815 | 909972 |
| Transatlantic Holdings Inc., 8.00%, 11/30/39 | 364 | 448159 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 04/27/50 (Call 10/27/49)<sup>(a)</sup> | 329 | 204203 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 06/08/51 (Call 12/08/50)<sup>(a)</sup> | 265 | 183861 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 362 | 287448 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/30/47 (Call 11/30/46) | 454 | 371040 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/07/48 (Call 09/07/47) | 381 | 313342 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/04/49 (Call 09/04/48) | 316 | 260568 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 08/25/45 (Call 02/25/45) | 235 | 199803 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 08/01/43 | 274 | 245266 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/01/40 | 500 | 499788 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 06/15/37 | 632 | 692800 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 06/20/36 | 237 | 268702 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | 285 | 315943 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Insurance (continued)** |  |  |
| Trinity Acquisition PLC, 6.13%, 08/15/43 | $189 | $179784 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/51 (Call 12/15/50) | 200 | 139321 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/49 (Call 06/15/49) | 295 | 213189 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/15/42 | 330 | 294457 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 06/15/46 | 138 | 112871 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 07/15/43<sup>(a)</sup> | 270 | 250120 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 09/30/61 (Call 03/30/61) | 255 | 155409 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/30/52 (Call 09/30/51) | 173 | 121229 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/12/50 (Call 11/12/49) | 382 | 293955 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/44<sup>(a)</sup> | 235 | 206424 |
| Western & Southern Financial Group Inc., 5.75%, 07/15/33<sup>(a)(b)</sup> | 240 | 245526 |
| Western & Southern Life Insurance Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/28/61 (Call 10/28/60)<sup>(b)</sup> | 270 | 184828 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 01/15/49 (Call 07/15/48)<sup>(a)(b)</sup> | 285 | 259773 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (Call 03/15/49) | 321 | 231633 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 09/15/48 (Call 03/15/48) | 188 | 159499 |
| WR Berkley Corp., 6.25%, 02/15/37<sup>(a)</sup> | 220 | 229241 |
| XLIT Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/15/43 | 240 | 237244 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/31/45 | 336 | 319804 |
|  |  | 73604011 |
| **Internet — 1.7%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 02/09/41 (Call 08/09/40) | 633 | 405997 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 02/09/51 (Call 08/09/50) | 630 | 399822 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/09/61 (Call 08/09/60) | 540 | 332833 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/06/37 (Call 06/06/37) | 532 | 425635 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/06/47 (Call 06/06/47)<sup>(a)</sup> | 1142 | 874229 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 12/06/57 (Call 06/06/57) | 485 | 365737 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/28/34 (Call 05/28/34) | 200 | 177354 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 08/15/40 (Call 02/15/40) | 554 | 380659 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 1413 | 888508 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60)<sup>(a)</sup> | 1189 | 719544 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (Call 12/03/49)<sup>(a)</sup> | 1536 | 1003290 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (Call 12/03/59) | 1278 | 808087 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/12/41 (Call 11/12/40) | 1227 | 937353 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 1916 | 1397411 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 1057 | 758299 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/22/37 (Call 02/22/37) | 1483 | 1335932 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/13/52 (Call 10/13/51)<sup>(a)</sup> | 1520 | 1298743 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 08/22/47 (Call 02/22/47) | 1764 | 1548645 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/13/62 (Call 10/13/61) | 825 | 695519 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (Call 02/22/57)<sup>(a)</sup> | 1365 | 1216067 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 12/05/34 (Call 06/05/34)<sup>(a)</sup> | 539 | 548726 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 12/05/44 (Call 06/05/44) | 901 | 912303 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 05/10/51 (Call 11/10/50) | 560 | 408761 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/42 (Call 01/15/42) | 526 | 422738 |
| JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49) | 208 | 147697 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/15/52 (Call 02/15/52)<sup>(b)</sup> | 1770 | 1454460 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 08/15/62 (Call 02/15/62)<sup>(b)</sup> | 835 | 682550 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Internet (continued)** |  |  |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.83%, 02/08/51 (Call 08/08/50)<sup>(b)</sup> | $720 | $431132 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 08/03/50 (Call 02/03/50)<sup>(b)</sup> | 832 | 507755 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 01/19/52 (Call 07/19/51)<sup>(b)</sup> | 415 | 289639 |
| Tencent Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.24%, 06/03/50 (Call 12/03/49)<sup>(b)</sup> | 1177 | 757119 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 06/03/60 (Call 12/03/59)<sup>(b)</sup> | 418 | 246842 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 04/22/41 (Call 10/22/40)<sup>(b)</sup> | 442 | 322448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/22/51 (Call 10/22/50)<sup>(a)(b)</sup> | 870 | 603230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 01/19/38 (Call 07/19/37)<sup>(a)(b)</sup> | 555 | 433662 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 04/22/61 (Call 10/22/60)<sup>(b)</sup> | 555 | 368913 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.53%, 04/11/49 (Call 10/11/48)<sup>(a)(b)</sup> | 366 | 282857 |
|  |  | 24790496 |
| **Iron & Steel — 0.3%** |  |  |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 03/01/41 | 285 | 277786 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/15/39<sup>(a)</sup> | 525 | 527979 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.98%, 12/15/55 (Call 06/15/55) | 408 | 254405 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/01/52 (Call 09/01/51) | 245 | 188825 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/01/48 (Call 11/01/47)<sup>(a)</sup> | 310 | 259700 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 08/01/43 (Call 02/01/43)<sup>(a)</sup> | 272 | 258808 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 12/01/37<sup>(a)</sup> | 150 | 162048 |
| Reliance Steel & Aluminum Co., 6.85%, 11/15/36. | 295 | 308198 |
| Steel Dynamics Inc., 3.25%, 10/15/50 (Call 04/15/50) | 207 | 134498 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 11/21/36 | 895 | 924890 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 11/10/39 | 840 | 856800 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 01/17/34 | 285 | 330041 |
| Vale SA, 5.63%, 09/11/42 | 166 | 155625 |
|  |  | 4639603 |
| **Leisure Time — 0.0%** |  |  |
| Brunswick Corp., 5.10%, 04/01/52 (Call 10/01/51) | 255 | 183036 |
| Harley-Davidson Inc., 4.63%, 07/28/45 (Call 01/28/45) | 199 | 150705 |
|  |  | 333741 |
| **Lodging — 0.0%** |  |  |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/34 (Call 04/01/34) | 165 | 142874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series II, 2.75%, 10/15/33 (Call 07/15/33) | 47 | 36183 |
|  |  | 179057 |
| **Machinery — 0.5%** |  |  |
| ABB Finance USA Inc., 4.38%, 05/08/42 | 350 | 306898 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/19/49 (Call 03/19/49) | 503 | 386885 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/09/50 (Call 10/09/49)<sup>(a)</sup> | 593 | 458812 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/15/42 | 1013 | 882942 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/15/44 (Call 11/15/43)<sup>(a)</sup> | 231 | 214251 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/64 (Call 11/15/63) | 275 | 265873 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 05/27/41 | 567 | 588020 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 09/15/35 | 197 | 204328 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 08/15/36 | 484 | 536188 |
| Crane Holdings Co., 4.20%, 03/15/48 (Call 09/15/47) | 260 | 188003 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/07/49 (Call 03/07/49) | 413 | 300888 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 340 | 293562 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/09/42 (Call 12/09/41) | 735 | 661077 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 10/15/35<sup>(a)</sup> | 295 | 293632 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 03/01/41 (Call 12/01/40) | 255 | 251262 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.60%, 03/15/38 | $95 | $101919 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 02/15/40 (Call 08/15/39) | 337 | 253256 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.36%, 02/15/50 (Call 08/15/49) | 535 | 383008 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 08/15/61 (Call 02/15/61) | 230 | 139115 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/01/49 (Call 09/01/48) | 449 | 385456 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 12/01/37<sup>(a)</sup> | 50 | 53822 |
| Xylem Inc./NY, 4.38%, 11/01/46 (Call 05/01/46) | 240 | 203911 |
|  |  | 7353108 |
| **Manufacturing — 1.0%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/19/46 (Call 03/19/46) | 359 | 257581 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/26/49 (Call 02/26/49)<sup>(a)</sup> | 759 | 550046 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/15/47 (Call 04/15/47) | 421 | 323873 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 278 | 221189 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/15/44 | 150 | 120673 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/48 (Call 03/14/48)<sup>(a)</sup> | 719 | 601576 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 195 | 206311 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.92%, 09/15/47 (Call 03/15/47) | 275 | 227626 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/15/33 (Call 12/15/32) | 280 | 264289 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 11/02/42 | 840 | 731611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 08/23/52 (Call 02/23/52)<sup>(a)</sup> | 402 | 373005 |
| GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35<sup>(a)</sup> | 3934 | 3713116 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 05/01/50 (Call 11/01/49) | 695 | 588765 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/11/44 | 305 | 268003 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 01/14/38 | 105 | 110224 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 08/07/37<sup>(a)</sup> | 400 | 417079 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 01/10/39 | 125 | 141395 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 09/01/42 (Call 03/01/42) | 499 | 429745 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 09/15/41 (Call 03/15/41) | 540 | 526386 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/14/49 (Call 12/14/48) | 424 | 342689 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/01/47 (Call 09/01/46) | 275 | 225111 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/21/34 (Call 05/21/34) | 107 | 98620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 11/21/44 (Call 05/21/44)<sup>(a)</sup> | 312 | 270885 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/15/38 | 345 | 362644 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/11/41<sup>(b)</sup> | 880 | 653365 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/15/46<sup>(b)</sup> | 469 | 356323 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/16/47<sup>(b)</sup> | 825 | 729233 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/27/45<sup>(a)(b)</sup> | 1083 | 981691 |
| Trane Technologies Global Holding Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/21/48 (Call 08/21/47) | 215 | 170574 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/15/43 | 233 | 231610 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/21/49 (Call 09/21/48) | 178 | 146711 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/01/44 (Call 05/01/44) | 173 | 149655 |
|  |  | 14791604 |
| **Media — 4.8%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 922 | 623252 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/42 (Call 09/01/41) | 885 | 599702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (Call 10/01/50)<sup>(a)</sup> | 1329 | 848895 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/01/61 (Call 10/01/60)<sup>(a)</sup> | 1255 | 773694 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/52 (Call 12/01/51) | $1408 | $935194 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/30/62 (Call 12/30/61) | 900 | 561917 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/01/33 (Call 01/01/33) | 185 | 162155 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 12/01/61 (Call 06/01/61) | 903 | 615853 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/01/50 (Call 09/01/49) | 1642 | 1231990 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/01/49 (Call 01/01/49) | 777 | 615278 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/01/53 (Call 10/01/52) | 895 | 719144 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 04/01/38 (Call 10/01/37) | 559 | 478238 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 05/01/47 (Call 11/01/46) | 1450 | 1199566 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/01/63 (Call 10/01/62) | 695 | 556859 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (Call 10/01/47) | 1456 | 1252586 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 10/23/35 (Call 04/23/35) | 858 | 844220 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.48%, 10/23/45 (Call 04/23/45) | 2095 | 1973631 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.83%, 10/23/55 (Call 04/23/55) | 295 | 282484 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 08/15/52 (Call 02/15/52) | 801 | 485452 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (Call 02/15/62)<sup>(a)</sup> | 498 | 295148 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (Call 07/15/50) | 1296 | 845130 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (Call 05/01/51) | 3022 | 2015949 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56)<sup>(a)</sup> | 3303 | 2140981 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63)<sup>(a)</sup> | 2147 | 1358272 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/15/36 (Call 01/15/36) | 500 | 410976 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/01/39 (Call 05/01/39) | 935 | 738756 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/15/46 (Call 01/15/46) | 887 | 661789 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/01/50 (Call 08/01/49) | 1170 | 870565 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/40 (Call 10/01/39) | 1059 | 884899 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/01/38 (Call 09/01/37) | 840 | 733833 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (Call 05/01/47) | 1439 | 1167611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/15/47 (Call 02/15/47) | 557 | 455826 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 617 | 504947 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/01/49 (Call 05/01/49) | 1183 | 965333 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 11/01/52 (Call 05/01/52) | 468 | 380685 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 08/15/34 (Call 02/15/34) | 541 | 508317 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/15/33<sup>(a)</sup> | 804 | 763739 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 08/15/35 (Call 02/15/35) | 507 | 478957 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 10/15/38 (Call 04/15/38)<sup>(a)</sup> | 713 | 667853 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 08/15/45 (Call 02/15/45) | 505 | 455006 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/15/42 | 471 | 431670 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 10/15/48 (Call 04/15/48) | 1130 | 1023694 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/01/44<sup>(a)</sup> | 310 | 284928 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/58 (Call 04/15/58) | 417 | 384602 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 06/15/35 | 505 | 530164 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 03/01/40 | 125 | 131935 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 03/15/37 | 435 | 485689 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/35 | 547 | 612226 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 07/01/39 | 100 | 111196 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 08/15/37 | 275 | 316613 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 03/15/33 | 497 | 573501 |
| Cox Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/01/50 (Call 04/01/50)<sup>(b)</sup> | 490 | 300208 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/15/51 (Call 12/15/50)<sup>(b)</sup> | 372 | 258945 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/30/43 (Call 12/30/42)<sup>(a)(b)</sup> | 276 | 227556 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 08/15/47 (Call 02/15/47)<sup>(a)(b)</sup> | 210 | 173465 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/15/42<sup>(b)</sup> | 221 | 186229 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 02/01/35 (Call 08/01/34)<sup>(b)</sup> | 399 | 359480 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.38%, 03/01/39<sup>(b)</sup> | 390 | 477618 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/55 (Call 03/15/55) | 909 | 582699 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 05/15/50 (Call 11/15/49) | 647 | 467090 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/01/43 | 335 | 258228 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/15/42 | $316 | $245990 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/20/37 (Call 03/20/37) | 340 | 280140 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 09/20/47 (Call 03/20/47) | 850 | 657377 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 05/15/49 (Call 11/15/48) | 473 | 371421 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 06/01/40 | 474 | 438480 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 808 | 744072 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 1057 | 947917 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/13/45 (Call 11/13/44) | 297 | 254029 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 01/31/46 (Call 07/31/45)<sup>(a)</sup> | 340 | 337508 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 01/15/40 | 826 | 831009 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 01/15/43 | 534 | 475771 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/41 | 456 | 483014 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 04/30/40 | 90 | 97169 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/43 | 1008 | 711164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 01/15/45 (Call 07/15/44) | 365 | 262443 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/01/42 (Call 01/01/42) | 272 | 205084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 08/15/44 (Call 02/15/44) | 250 | 185293 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/19/50 (Call 11/19/49) | 518 | 385028 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/01/44 (Call 10/01/43) | 215 | 168663 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 05/15/33 | 371 | 337477 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 09/01/43 (Call 03/01/43) | 701 | 593138 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/15/40 (Call 04/15/40) | 205 | 183664 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 04/30/36 | 713 | 707390 |
| Sky Group Finance Ltd., 6.50%, 10/15/35<sup>(b)</sup> | 255 | 277967 |
| Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/15/35 | 280 | 270065 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/23/43 (Call 05/23/43) | 150 | 142058 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 04/15/40 | 420 | 413627 |
| Time Warner Cable Enterprises LLC, 8.38%, 07/15/33 | 690 | 774239 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/42 (Call 03/15/42) | 653 | 490189 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/01/41 (Call 03/01/41) | 752 | 640144 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/40 (Call 05/15/40) | 700 | 620427 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | 944 | 904784 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 06/15/39 | 964 | 936876 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 07/01/38 | 915 | 935673 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/30/46 | 445 | 317357 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 12/01/42 | 417 | 341877 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/01/44 | 697 | 609679 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/16/41<sup>(a)</sup> | 295 | 267930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 4.13%, 12/01/41 | 390 | 342724 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/01/49 (Call 03/01/49)<sup>(a)</sup> | 1359 | 917627 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/13/40 (Call 11/13/39) | 1170 | 962264 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | 1805 | 1420364 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 05/13/60 (Call 11/13/59) | 423 | 335394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/23/40 (Call 09/23/39) | 395 | 375942 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/23/50 (Call 09/23/49) | 965 | 902905 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 609 | 575988 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/46 (Call 05/15/46)<sup>(a)</sup> | 379 | 351803 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/45 (Call 04/15/45) | 372 | 358084 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/01/43<sup>(a)</sup> | 395 | 402478 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 03/01/37 | 190 | 206636 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 02/15/41 | 550 | 600553 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 12/15/34 | 376 | 410942 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 12/15/35 | $209 | $232443 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 03/15/33<sup>(a)</sup> | 176 | 196194 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 11/15/37 | 706 | 810084 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 12/01/45 | 285 | 363889 |
|  |  | 67854865 |
| **Metal Fabricate & Hardware — 0.1%** |  |  |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/15/43 (Call 07/15/42) | 116 | 98360 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/15/35 (Call 12/15/34) | 431 | 401815 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (Call 12/15/44) | 301 | 266340 |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/01/44 (Call 04/01/44) | 330 | 287729 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/01/54 (Call 04/01/54) | 218 | 190208 |
|  |  | 1244452 |
| **Mining — 1.7%** |  |  |
| Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/10/50 (Call 03/10/50)<sup>(a)(b)</sup> | 379 | 276987 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/16/52 (Call 09/16/51)<sup>(a)(b)</sup> | 410 | 340231 |
| Barrick Gold Corp., 6.45%, 10/15/35 | 220 | 232772 |
| Barrick International Barbados Corp., 6.35%, 10/15/36<sup>(b)</sup> | 360 | 376574 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 05/30/41 | 415 | 418752 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/01/43 | 570 | 575625 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/15/38 | 270 | 311101 |
| Barrick PD Australia Finance Pty Ltd., 5.95%, 10/15/39 | 583 | 601299 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/24/42 | 861 | 760509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/30/43 | 1473 | 1460239 |
| Corp. Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 01/15/51 (Call 07/15/50)<sup>(b)</sup> | 345 | 233174 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/30/50 (Call 07/30/49)<sup>(b)</sup> | 1530 | 1140855 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/17/42<sup>(b)</sup> | 430 | 357721 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/05/49 (Call 08/05/48)<sup>(b)</sup> | 738 | 613477 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/01/47 (Call 02/01/47)<sup>(b)</sup> | 962 | 814625 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/04/44<sup>(b)</sup> | 430 | 390748 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/21/35<sup>(b)</sup> | 100 | 102193 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 10/18/43<sup>(a)(b)</sup> | 545 | 529405 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 10/24/36<sup>(a)(b)</sup> | 313 | 328847 |
| Freeport Indonesia PT, 6.20%, 04/14/52 (Call 10/14/51)<sup>(a)(b)</sup> | 200 | 174000 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/14/34 (Call 05/14/34)<sup>(a)</sup> | 512 | 477921 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 03/15/43 (Call 09/15/42)<sup>(a)</sup> | 1074 | 962906 |
| Fresnillo PLC, 4.25%, 10/02/50 (Call 04/02/50)<sup>(b)</sup> | 435 | 330721 |
| Glencore Canada Corp., 6.20%, 06/15/35 | 275 | 273933 |
| Glencore Finance Canada Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 10/25/42<sup>(a)(b)</sup> | 175 | 157563 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/41<sup>(a)(b)</sup> | 343 | 324493 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 11/15/37<sup>(b)</sup> | 560 | 590485 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/23/51 (Call 03/23/51)<sup>(a)(b)</sup> | 175 | 114240 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/27/51 (Call 10/27/50)<sup>(b)</sup> | 225 | 162538 |
| Indonesia Asahan Aluminium Persero PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 05/15/50 (Call 11/15/49)<sup>(a)(b)</sup> | 300 | 244822 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.76%, 11/15/48<sup>(a)(b)</sup> | 244 | 224846 |
| Industrias Penoles SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/06/50 (Call 02/06/50)<sup>(b)</sup> | 283 | 227026 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 09/12/49 (Call 03/12/49)<sup>(a)(b)</sup> | 210 | 189527 |
| Kinross Gold Corp., 6.88%, 09/01/41 (Call 03/01/41) | 202 | 198772 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Mining (continued)** |  |  |
| Minera Mexico SA de CV, 4.50%, 01/26/50 (Call 07/26/49)<sup>(b)</sup> | $530 | $410326 |
| Newcrest Finance Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/13/50 (Call 11/13/49)<sup>(b)</sup> | 123 | 89762 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/15/41<sup>(b)</sup> | 505 | 456698 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/15/42 (Call 09/15/41)<sup>(a)</sup> | 528 | 482286 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 06/09/44 (Call 12/09/43) | 255 | 245081 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/01/35 | 409 | 419922 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 10/01/39<sup>(a)</sup> | 599 | 628409 |
| Rio Tinto Alcan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/01/35<sup>(a)</sup> | 416 | 431476 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 12/15/33 | 616 | 661574 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/02/51 (Call 05/02/51) | 720 | 487316 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 11/02/40 | 723 | 733099 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/21/42 (Call 02/21/42) | 444 | 390693 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/22/42 (Call 09/22/41) | 93 | 88291 |
| Southern California Gas Co., 6.35%, 11/15/52 | 150 | 169470 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/08/42 | 520 | 487396 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/23/45 | 705 | 702356 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 04/16/40 | 684 | 745560 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/27/35<sup>(a)</sup> | 702 | 794138 |
| Teck Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/01/42 (Call 09/01/41)<sup>(a)</sup> | 245 | 214267 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 02/01/43 (Call 08/01/42) | 185 | 162762 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 02/15/40)<sup>(a)</sup> | 265 | 252241 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 10/01/35<sup>(a)</sup> | 125 | 124783 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 07/15/41 (Call 01/15/41) | 242 | 236747 |
|  |  | 23933580 |
| **Oil & Gas — 5.7%** |  |  |
| BG Energy Capital PLC, 5.13%, 10/15/41<sup>(b)</sup> | 735 | 692575 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.77%, 11/10/50 (Call 05/10/50) | 866 | 572588 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 06/04/51 (Call 12/04/50)<sup>(a)</sup> | 1302 | 889346 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (Call 08/24/49) | 1156 | 796592 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/17/52 (Call 09/17/51) | 739 | 504410 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.06%, 06/17/41 (Call 12/17/40) | 900 | 686250 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 03/30/50 (Call 09/30/49) | 410 | 368772 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (Call 08/08/60) | 1315 | 934205 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/01/47 (Call 12/01/46) | 285 | 256708 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 02/01/35 | 321 | 313600 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/38<sup>(a)</sup> | 646 | 662498 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 06/30/33 | 292 | 301748 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/15/37<sup>(a)</sup> | 332 | 338683 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 02/01/39 | 337 | 353748 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/52 (Call 08/15/51) | 320 | 230556 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/15/37 (Call 12/15/36)<sup>(a)</sup> | 141 | 130584 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 06/15/47 (Call 12/15/46) | 446 | 411972 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 11/15/39 | 514 | 540782 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 09/15/37 | 398 | 412779 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.98%, 05/11/40 (Call 11/11/39) | 255 | 194524 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, 05/11/50 (Call 11/11/49)<sup>(a)</sup> | 695 | 517710 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 08/12/50 (Call 02/12/50)<sup>(a)</sup> | 613 | 398044 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/43 (Call 05/15/43) | $250 | $255077 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 03/01/41 (Call 09/01/40) | 210 | 231367 |
| CNOOC Finance 2012 Ltd., 5.00%, 05/02/42<sup>(b)</sup> | 250 | 225045 |
| CNOOC Finance 2013 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/30/49 (Call 03/30/49) | 470 | 309843 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/09/43 | 220 | 178880 |
| CNOOC Finance 2014 ULC, 4.88%, 04/30/44 | 405 | 358109 |
| CNOOC Finance 2015 Australia Pty. Ltd., 4.20%, 05/05/45 | 365 | 291212 |
| CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/10/35 | 562 | 552037 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 05/15/37 | 445 | 456341 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/30/39 | 410 | 470529 |
| CNPC HK Overseas Capital Ltd., 5.95%, 04/28/41<sup>(a)(b)</sup> | 345 | 356540 |
| ConocoPhillips, 4.88%, 10/01/47 (Call 04/01/47)<sup>(a)</sup> | 40 | 37472 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.76%, 03/15/42 | 235 | 198984 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/52 (Call 09/15/51) | 730 | 591586 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 03/15/62 (Call 09/15/61) | 1714 | 1400878 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (Call 05/15/44) | 578 | 512721 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 05/15/38 | 25 | 26682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 03/15/46 (Call 09/15/45) | 120 | 129856 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/01/39 | 575 | 659231 |
| Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43) | 420 | 316310 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/42 (Call 11/15/41) | 164 | 142778 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (Call 12/15/44) | 471 | 421046 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 07/15/41 (Call 01/15/41)<sup>(a)</sup> | 1046 | 1010719 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/15/52 (Call 09/15/51) | 295 | 225245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/24/51 (Call 09/24/50)<sup>(a)</sup> | 617 | 485515 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/53 | 530 | 532754 |
| Empresa Nacional del Petroleo, 4.50%, 09/14/47 (Call 03/14/47)<sup>(b)</sup> | 331 | 231597 |
| Eni SpA, 5.70%, 10/01/40<sup>(b)</sup> | 275 | 255904 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/35 (Call 10/01/34)<sup>(a)</sup> | 318 | 288071 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/50 (Call 10/15/49) | 383 | 375566 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 01/15/36 (Call 07/15/35) | 260 | 248973 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/18/49 (Call 05/18/49) | 621 | 467211 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/06/40 (Call 10/06/39) | 473 | 395919 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/06/50 (Call 10/06/49) | 724 | 590825 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/43 | 609 | 522640 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/23/41<sup>(a)</sup> | 370 | 333481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 11/08/43 | 496 | 476631 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 08/17/40 | 518 | 518844 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/16/39 (Call 02/16/39) | 483 | 378391 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 08/16/49 (Call 02/16/49)<sup>(a)</sup> | 883 | 650467 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50)<sup>(a)</sup> | 1700 | 1317011 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 03/06/45 (Call 09/06/44) | 633 | 516045 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 03/01/46 (Call 09/01/45). | 1339 | 1165868 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.23%, 03/19/40 (Call 09/19/39) | 1383 | 1269997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 03/19/50 (Call 09/19/49) | 1729 | 1558287 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | 923 | 889531 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 04/01/47 (Call 10/01/46)<sup>(a)</sup> | 263 | 255472 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 01/15/40 | 495 | 496490 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 03/15/33 | 355 | 388237 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Oil & Gas (continued)** |  |  |
| KazMunayGas National Co. JSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 04/19/47<sup>(b)</sup> | $200 | $150740 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 10/24/48<sup>(b)</sup> | 1340 | 1071979 |
| Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 06/01/45 (Call 12/01/44) | 213 | 188118 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.60%, 10/01/37 | 572 | 587923 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/48 (Call 10/01/47) | 265 | 214353 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 426 | 362906 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/54 (Call 03/15/54) | 378 | 325322 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 12/15/45 (Call 06/15/45) | 179 | 163541 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/01/41 (Call 09/01/40) | 758 | 793882 |
| Motiva Enterprises LLC, 6.85%, 01/15/40<sup>(b)</sup> | 423 | 435214 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/15/34<sup>(a)</sup> | 435 | 449028 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/01/38 | 225 | 228836 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 08/15/37 | 330 | 340975 |
| Pertamina Persero PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 02/25/60 (Call 08/25/59)<sup>(a)(b)</sup> | 460 | 335038 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 01/21/50 (Call 07/21/49)<sup>(b)</sup> | 555 | 436855 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/30/49<sup>(b)</sup> | 431 | 358293 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/20/43<sup>(b)</sup> | 1005 | 943922 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/03/42<sup>(b)</sup> | 669 | 646154 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 05/30/44<sup>(b)</sup> | 843 | 862995 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 05/27/41<sup>(b)</sup> | 300 | 307818 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/07/48<sup>(b)</sup> | 414 | 423149 |
| Petronas Capital Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/28/61 (Call 10/28/60)<sup>(b)</sup> | 570 | 402843 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/18/45<sup>(b)</sup> | 982 | 897244 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/21/50 (Call 10/21/49)<sup>(b)</sup> | 1664 | 1516392 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 04/21/60 (Call 10/21/59)<sup>(b)</sup> | 725 | 678733 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/15/52 (Call 09/15/51) | 695 | 492018 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/15/34 (Call 05/15/34) | 563 | 533204 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 02/15/45 (Call 08/15/44)<sup>(a)(b)</sup> | 240 | 211091 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/44 (Call 05/15/44) | 995 | 927108 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/01/46 (Call 04/01/46)<sup>(b)</sup> | 378 | 342580 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 05/01/42 | 874 | 913730 |
| PTTEP Treasury Center Co. Ltd., 3.90%, 12/06/59<sup>(a)(b)</sup> | 585 | 398654 |
| Qatar Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/12/41 (Call 01/12/41)<sup>(b)</sup> | 1965 | 1490394 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/12/51 (Call 01/12/51)<sup>(b)</sup> | 2300 | 1674170 |
| Reliance Industries Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/12/52<sup>(b)</sup> | 1565 | 1061424 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/12/62<sup>(b)</sup> | 420 | 278000 |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/24/50 (Call 05/24/50)<sup>(b)</sup> | 1278 | 904850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/24/70 (Call 05/24/70)<sup>(b)</sup> | 1555 | 1072017 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/16/39<sup>(b)</sup> | 1593 | 1434130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/16/49<sup>(b)</sup> | 1618 | 1405233 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/26/41 (Call 05/26/41) | 390 | 290014 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/26/51 (Call 05/26/51) | 575 | 404710 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/07/49 (Call 05/07/49) | 793 | 577162 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/06/50 (Call 10/06/49) | 1210 | 899691 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 08/21/42 | 388 | 317754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/12/46 | 694 | 562101 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/10/46 | 1298 | 1096244 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/11/35 | 873 | 820106 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/11/45<sup>(a)</sup> | 1661 | 1491469 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 08/12/43 | $717 | $658870 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/25/40 | 691 | 718972 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 12/15/38 | 1633 | 1834473 |
| Sinopec Capital 2013 Ltd., 4.25%, 04/24/43<sup>(b)</sup> | 325 | 275369 |
| Sinopec Group Overseas Development 2012 Ltd., 4.88%, 05/17/42<sup>(b)</sup> | 620 | 575684 |
| Sinopec Group Overseas Development 2013 Ltd., 5.38%, 10/17/43<sup>(b)</sup> | 250 | 245335 |
| Sinopec Group Overseas Development 2015 Ltd., 4.10%, 04/28/45<sup>(b)</sup> | 550 | 449770 |
| Sinopec Group Overseas Development 2017 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/13/47<sup>(b)</sup> | 400 | 318116 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/12/47<sup>(b)</sup> | 450 | 373566 |
| Sinopec Group Overseas Development 2018 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/13/50 (Call 11/13/49)<sup>(b)</sup> | 290 | 201402 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 11/12/49 (Call 05/12/49)<sup>(b)</sup> | 200 | 141836 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 08/08/49 (Call 02/08/49)<sup>(b)</sup> | 273 | 203076 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 09/12/48<sup>(b)</sup> | 323 | 285883 |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/04/51 (Call 09/04/50)<sup>(a)</sup> | 312 | 230637 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 349 | 272971 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 12/01/34<sup>(a)</sup> | 440 | 442246 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 06/15/38 | 833 | 863988 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 05/15/38 | 510 | 543920 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 06/01/39 | 465 | 498999 |
| Thaioil Treasury Center Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/17/49<sup>(a)(b)</sup> | 346 | 207624 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/18/50<sup>(a)(b)</sup> | 385 | 241759 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/23/43<sup>(b)</sup> | 10 | 7763 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 11/20/48<sup>(b)</sup> | 320 | 255787 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 06/29/41 (Call 12/29/40) | 490 | 373313 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/29/50 (Call 11/29/49) | 1404 | 1014288 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.39%, 06/29/60 (Call 12/29/59) | 552 | 395659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 07/12/49 (Call 01/12/49) | 576 | 444339 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/01/51 (Call 06/01/51) | 551 | 401390 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/52 (Call 12/01/51)<sup>(a)</sup> | 605 | 470350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/45 | 191 | 173612 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 06/15/37<sup>(a)</sup> | 974 | 1049219 |
| XTO Energy Inc., 6.75%, 08/01/37 | 125 | 141527 |
|  |  | 81508739 |
| **Oil & Gas Services — 0.4%** |  |  |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 904 | 846774 |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 4.08%, 12/15/47 (Call 06/15/47) | 564 | 451008 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/41 (Call 05/15/41) | 447 | 378654 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/43 (Call 02/01/43) | 534 | 466598 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/35 (Call 05/15/35) | 614 | 575452 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (Call 05/15/45)<sup>(a)</sup> | 1101 | 990953 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 09/15/38 | 605 | 650058 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.45%, 09/15/39 | 640 | 729235 |
| NOV Inc., 3.95%, 12/01/42 (Call 06/01/42) | 707 | 506679 |
|  |  | 5595411 |
| **Packaging & Containers — 0.1%** |  |  |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 10/01/51 (Call 04/01/51) | 560 | 372130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 12/15/49 (Call 06/15/49) | 125 | 97486 |
| Sonoco Products Co., 5.75%, 11/01/40 (Call 05/01/40)<sup>(a)</sup> | 305 | 289973 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Packaging & Containers (continued)** |  |  |
| WRKCo Inc., 3.00%, 06/15/33 (Call 03/15/33)<sup>(a)</sup> | $390 | $311626 |
|  |  | 1071215 |
| **Pharmaceuticals — 6.2%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (Call 05/21/39) | 2215 | 1935135 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (Call 05/21/49) | 3117 | 2680245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/14/36 (Call 11/14/35) | 455 | 420133 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 11/06/42 | 1645 | 1469312 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 05/14/46 (Call 11/14/45) | 1169 | 1031143 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 1533 | 1452192 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/35 (Call 09/15/34) | 1082 | 1029187 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/01/42 (Call 04/01/42) | 261 | 236739 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 1596 | 1470895 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/45 (Call 09/15/44) | 474 | 440265 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 06/15/44 (Call 12/15/43) | 685 | 640356 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/14/48 (Call 05/14/48) | 1107 | 1038876 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/01/45 (Call 09/01/44)<sup>(a)</sup> | 301 | 249693 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/15/47 (Call 06/15/47) | 284 | 237542 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 08/06/50 (Call 02/06/50) | 170 | 102765 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/28/51 (Call 11/28/50) | 431 | 307849 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/18/42<sup>(a)</sup> | 678 | 598358 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/16/45 | 527 | 484878 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (Call 02/17/48) | 186 | 170245 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 09/15/37<sup>(a)</sup> | 1858 | 2116792 |
| Bayer U.S. Finance II LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 04/15/45 (Call 10/15/44)<sup>(b)</sup> | 165 | 120831 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 07/15/34 (Call 01/15/34)<sup>(b)</sup> | 193 | 169516 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/15/44 (Call 01/15/44)<sup>(b)</sup> | 514 | 406430 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/25/38 (Call 12/25/37)<sup>(b)</sup> | 556 | 481491 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/15/43 (Call 05/15/43)<sup>(a)(b)</sup> | 270 | 210710 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/15/64 (Call 01/15/64)<sup>(b)</sup> | 410 | 320151 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/25/48 (Call 12/25/47)<sup>(a)(b)</sup> | 1155 | 1007425 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/30/35<sup>(b)</sup> | 210 | 200707 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 05/20/50 (Call 11/20/49)<sup>(a)</sup> | 365 | 283879 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (Call 12/06/46) | 992 | 892420 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 12/15/44 (Call 06/15/44) | 490 | 449225 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/13/40 (Call 05/13/40) | 582 | 410761 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/13/50 (Call 05/13/50) | 930 | 611089 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/01/42 | 425 | 334141 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/15/42 (Call 09/15/41) | 895 | 745210 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 1250 | 1015210 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/15/62 (Call 09/15/61) | 550 | 441679 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/39 (Call 12/15/38) | 1168 | 1060472 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | 2071 | 1840583 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (Call 05/15/47) | 675 | 609622 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/44 (Call 09/01/43)<sup>(a)</sup> | 55 | 50135 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (Call 08/20/47) | 868 | 803747 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 05/15/44 (Call 11/15/43) | 384 | 363485 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/45 (Call 02/15/45)<sup>(a)</sup> | 310 | 306871 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.37%, 06/15/47 (Call 12/15/46) | 291 | 229829 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/44 (Call 05/15/44) | 193 | 156507 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/15/43 | 183 | 152355 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 09/15/45 (Call 03/15/45) | 399 | 342099 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/40 (Call 09/15/39) | 512 | 393790 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/15/50 (Call 09/15/49) | $886 | $639381 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/15/51 (Call 09/15/50) | 1005 | 732467 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/15/47 (Call 04/15/47) | 789 | 623452 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (Call 02/15/38) | 1388 | 1309563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 820 | 744604 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (Call 06/15/48) | 1434 | 1323848 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/15/42 (Call 08/15/41) | 241 | 230143 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/15/41 | 169 | 177465 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 08/21/40 (Call 02/21/40) | 779 | 548218 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/40 (Call 10/01/39) | 595 | 501590 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 508 | 418166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 2958 | 2733757 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/20/35 (Call 01/20/35) | 294 | 281391 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/25/48 (Call 09/25/47) | 4641 | 4309891 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | 2192 | 2046670 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/05/43 (Call 06/05/43) | 473 | 451291 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 09/15/39<sup>(a)</sup> | 458 | 477742 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 1187 | 775762 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/15/60 (Call 03/15/60) | 456 | 289147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/45 (Call 09/01/44) | 316 | 270406 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/47 (Call 11/15/46)<sup>(a)</sup> | 85 | 75830 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/15/49 (Call 09/15/48) | 145 | 130938 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/15/59 (Call 09/15/58) | 409 | 364002 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 03/15/37 | 105 | 114400 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 11/15/37<sup>(a)</sup> | 205 | 223844 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/18/43 | 300 | 265592 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 04/15/34<sup>(a)</sup> | 696 | 728343 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 05/15/38 | 1523 | 1739527 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 09/01/40 (Call 03/01/40) | 549 | 386268 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/01/50 (Call 03/01/50)<sup>(a)</sup> | 409 | 265556 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/01/60 (Call 03/01/60)<sup>(a)</sup> | 662 | 426342 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37) | 692 | 599697 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/48 (Call 07/15/47) | 343 | 286025 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/01/36 (Call 09/01/35) | 434 | 392877 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/03/37 (Call 09/03/36) | 822 | 740530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 1008 | 869620 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/03/47 (Call 09/03/46) | 575 | 497046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 12/05/33 (Call 06/05/33) | 458 | 456240 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/40 | 407 | 392276 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/05/43 (Call 06/05/43) | 199 | 193179 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 05/15/41<sup>(a)</sup> | 221 | 221517 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/15/33<sup>(a)</sup> | 486 | 512624 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 07/15/38 | 562 | 626379 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 08/15/37<sup>(a)</sup> | 580 | 657404 |
| McKesson Corp., 4.88%, 03/15/44 (Call 09/15/43) | 220 | 205898 |
| Mead Johnson Nutrition Co. 4.60%, 06/01/44 (Call 12/01/43) | 166 | 149989 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/01/39 | 360 | 388105 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 06/24/40 (Call 12/24/39) | 774 | 551975 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (Call 12/24/49)<sup>(a)</sup> | 723 | 475869 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/10/51 (Call 06/10/51) | 1110 | 768116 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61) | 910 | 611914 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 393 | 329661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 946 | 792306 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/07/39 (Call 09/07/38) | 672 | 597338 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (Call 09/07/48) | $808 | $706075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 05/18/43 | 695 | 624329 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/33 | 455 | 518447 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 09/15/37 | 345 | 398904 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/15/36 | 180 | 194310 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 06/30/39 | 185 | 202192 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 04/15/48 (Call 10/15/47) | 369 | 285629 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/29/43 (Call 05/29/43) | 350 | 280891 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/14/50 (Call 02/14/50) | 531 | 379071 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/21/42 | 522 | 447080 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/20/45 (Call 05/20/45) | 778 | 689051 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/06/44 | 1030 | 978704 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 05/28/40 (Call 11/28/39) | 630 | 468685 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49)<sup>(a)</sup> | 813 | 576980 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/15/39 (Call 09/15/38) | 420 | 376467 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/36 | 53 | 49051 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/49 (Call 09/15/48) | 679 | 602384 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 09/15/38 (Call 03/15/38) | 511 | 472494 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 12/15/46 | 731 | 661225 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 09/15/48 (Call 03/15/48) | 544 | 495508 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/43 | 349 | 323706 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/15/44 | 540 | 507034 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 09/15/40 | 243 | 258463 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | 1576 | 1945384 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 07/09/40 (Call 01/09/40) | 896 | 670043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.18%, 07/09/50 (Call 01/09/50) | 1145 | 801629 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/09/60 (Call 01/09/60) | 629 | 427584 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45) | 614 | 473635 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/22/40 (Call 12/22/39) | 900 | 619954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/22/50 (Call 12/22/49) | 1310 | 852010 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/37 | 1273 | 1395770 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/15/36 | 448 | 486181 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/01/34 | 635 | 717401 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/50 (Call 11/15/49) | 425 | 296264 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/12/47 (Call 03/12/47) | 261 | 212201 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/20/48 (Call 02/20/48) | 367 | 321455 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 02/01/43 (Call 08/01/42) | 825 | 762295 |
|  |  | 87923637 |
| **Pipelines — 4.3%** |  |  |
| Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47<sup>(a)(b)</sup> | 1216 | 1088320 |
| Cameron LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 01/15/35 (Call 09/15/34)<sup>(b)</sup> | 516 | 426474 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37)<sup>(a)(b)</sup> | 300 | 251889 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/15/39 (Call 07/15/38)<sup>(b)</sup> | 414 | 334035 |
| Cheniere Corpus Christi Holdings LLC, 2.74%, 12/31/39 (Call 07/04/39) | 292 | 230333 |
| Colonial Pipeline Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/15/43 (Call 10/15/42)<sup>(b)</sup> | 105 | 84906 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/15/48 (Call 10/15/47)<sup>(a)(b)</sup> | 385 | 309239 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 08/01/37<sup>(b)</sup> | 50 | 51523 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Pipelines (continued)** |  |  |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44) | $240 | $237566 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 04/01/44 (Call 10/01/43)<sup>(a)</sup> | 225 | 211613 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 11/03/36<sup>(a)(b)</sup> | 205 | 203757 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 09/15/37<sup>(b)</sup> | 145 | 148544 |
| Eastern Gas Transmission & Storage Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/49 (Call 05/15/49) | 183 | 127174 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 12/15/44 (Call 06/15/44) | 146 | 120959 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 11/01/43 (Call 05/01/43) | 168 | 142927 |
| EIG Pearl Holdings Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 08/31/36<sup>(b)</sup> | 400 | 330800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 11/30/46<sup>(b)</sup> | 605 | 453115 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 09/15/40 (Call 03/15/40) | 483 | 459414 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 10/15/45 (Call 04/15/45) | 417 | 472299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 7.50%, 04/15/38 | 390 | 433011 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/01/33 (Call 05/01/33)<sup>(a)</sup> | 607 | 476777 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/01/51 (Call 02/01/51) | 595 | 419462 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49)<sup>(a)</sup> | 277 | 214859 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/10/44 (Call 12/10/43) | 359 | 302004 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/46 (Call 06/01/46) | 335 | 321136 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/35 (Call 09/15/34) | 157 | 141277 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 01/15/43 (Call 07/15/42)<sup>(a)</sup> | 185 | 151519 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/15/44 (Call 11/15/43) | 349 | 289303 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/15/50 (Call 11/15/49) | 1257 | 1035956 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 02/01/43 (Call 08/01/42) | 375 | 314192 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 03/15/45 (Call 09/15/44) | 642 | 548381 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/01/44 (Call 10/01/43) | 441 | 377525 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/15/47 (Call 10/15/46) | 570 | 484423 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 05/15/45 (Call 11/15/44) | 474 | 407743 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/01/47 (Call 04/01/47) | 874 | 753718 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 10/01/43 (Call 04/01/43) | 175 | 161674 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/48 (Call 12/15/47) | 584 | 536393 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 06/01/41 (Call 12/01/40) | 405 | 382932 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 02/15/42 | 250 | 233330 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 12/15/45 (Call 06/15/45) | 431 | 408201 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 04/15/49 (Call 10/15/48) | 1019 | 963641 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/01/42 (Call 08/01/41) | 671 | 664252 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 10/15/36 | 321 | 321457 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 02/15/40<sup>(a)</sup> | 150 | 142057 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 07/01/38 | 296 | 318345 |
| &nbsp;&nbsp;&nbsp;Series 20Y, 5.80%, 06/15/38 (Call 12/15/37) | 340 | 315263 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/15/52 (Call 08/15/51) | 622 | 420610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/15/53 (Call 08/15/52) | 547 | 375238 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/31/51 (Call 07/31/50) | 589 | 436221 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/31/60 (Call 07/31/59) | 696 | 515103 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 01/31/50 (Call 07/31/49) | 879 | 700149 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (Call 08/15/47) | 705 | 567950 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 02/15/43 (Call 08/15/42) | 616 | 523069 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 02/01/49 (Call 08/01/48) | 831 | 731176 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 08/15/42 (Call 02/15/42) | 465 | 418018 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 755 | 674137 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 05/15/46 (Call 11/15/45) | 708 | 625767 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/54 (Call 04/15/54) | 251 | 215181 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 02/15/45 (Call 08/15/44) | 559 | 510223 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 02/15/42 | 416 | 408231 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 02/01/41 | $420 | $424040 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 10/15/39<sup>(a)</sup> | 335 | 344423 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 09/01/40 | 290 | 309492 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.55%, 04/15/38 | 247 | 279472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 6.88%, 03/01/33 | 277 | 306522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 6.65%, 10/15/34 | 216 | 230969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, 5.75%, 03/01/35<sup>(a)</sup> | 75 | 73377 |
| Flex Intermediate Holdco LLC, 4.32%, 12/30/39 (Call 06/30/39)<sup>(b)</sup> | 187 | 134681 |
| FLNG Liquefaction 2 LLC, 4.13%, 03/31/38<sup>(b)</sup> | 265 | 230428 |
| Galaxy Pipeline Assets Bidco Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.16%, 03/31/34<sup>(b)</sup> | 185 | 156170 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/31/36<sup>(b)</sup> | 957 | 762024 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 09/30/40<sup>(b)</sup> | 1213 | 967576 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/30/40<sup>(b)</sup> | 640 | 490561 |
| Gulfstream Natural Gas System LLC, 5.95%, 10/15/45 (Call 04/15/45)<sup>(b)</sup> | 160 | 147167 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/01/42 (Call 05/01/42) | 266 | 223537 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/42 (Call 02/15/42) | 325 | 284942 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/43 (Call 09/01/42) | 462 | 403223 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 09/01/44 (Call 03/01/44) | 355 | 320634 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/44 (Call 09/01/43) | 504 | 467335 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/01/41 | 249 | 229278 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 03/15/35 | 370 | 364864 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 269 | 269030 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 02/01/37<sup>(a)</sup> | 280 | 283873 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 09/01/39 | 363 | 370503 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 09/15/40 | 259 | 261500 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 01/15/38 | 780 | 830914 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 08/15/33 | 278 | 304557 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 11/15/40 | 400 | 439536 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/01/50 (Call 02/01/50) | 327 | 216760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 02/15/51 (Call 08/15/50) | 634 | 451751 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 02/15/46 (Call 08/15/45) | 462 | 399568 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/01/48 (Call 09/01/47) | 418 | 369300 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/01/34 (Call 06/01/34) | 294 | 279372 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 08/01/52 (Call 02/01/52) | 540 | 493868 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 06/01/45 (Call 12/01/44) | 948 | 884696 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/01/50 (Call 09/01/49) | 435 | 324248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/01/42 (Call 06/01/42) | 175 | 131033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/15/45 (Call 09/15/44) | 170 | 125073 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/03/47 (Call 04/03/47) | 363 | 280062 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/46 (Call 03/15/46) | 340 | 263278 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 02/01/49 (Call 08/01/48) | 328 | 272289 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/15/43 (Call 04/15/43) | 374 | 332490 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 05/01/37 | 125 | 124835 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 1022 | 876473 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 04/15/48 (Call 10/15/47) | 905 | 731263 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 04/15/58 (Call 10/15/57) | 438 | 349941 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/14/52 (Call 09/14/51) | 920 | 765377 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/01/47 (Call 09/01/46) | 550 | 475808 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 12/01/47 (Call 06/01/47) | 321 | 275674 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/15/49 (Call 08/15/48) | 751 | 674720 |
| NGPL PipeCo LLC, 7.77%, 12/15/37<sup>(a)(b)</sup> | 393 | 411397 |
| Northern Natural Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 10/16/51 (Call 04/16/51)<sup>(b)</sup> | 246 | 169701 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 09/15/42 (Call 03/15/42)<sup>(b)</sup> | $255 | $194496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/15/49 (Call 07/15/48)<sup>(b)</sup> | 652 | 523856 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 09/01/49 (Call 03/01/49) | 271 | 206510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/50 (Call 09/15/49) | 193 | 147785 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/13/47 (Call 01/06/47)<sup>(a)</sup> | 434 | 357281 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 07/15/48 (Call 01/15/48) | 574 | 487221 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 06/15/35 | 344 | 330725 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.15%, 01/15/51 (Call 07/15/50)<sup>(a)</sup> | 294 | 303713 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 02/01/41 (Call 08/01/40) | 373 | 353893 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 09/15/43 (Call 03/15/43) | 214 | 199915 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 10/01/36<sup>(a)</sup> | 325 | 323631 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 10/15/37<sup>(a)</sup> | 513 | 526812 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/31/43 (Call 07/31/42) | 217 | 158054 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 06/15/44 (Call 12/15/43) | 466 | 361798 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 02/15/45 (Call 08/15/44) | 238 | 187640 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 06/01/42 (Call 12/01/41)<sup>(a)</sup> | 343 | 281780 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 01/15/37 | 369 | 369346 |
| Sabal Trail Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 05/01/38 (Call 11/01/37)<sup>(a)(b)</sup> | 255 | 230057 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 05/01/48 (Call 11/01/47)<sup>(a)(b)</sup> | 174 | 150914 |
| Southern Natural Gas Co. LLC, 4.80%, 03/15/47 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 09/15/46)<sup>(b)</sup> | 247 | 204399 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/45 (Call 09/15/44) | 456 | 381434 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 09/25/43 (Call 03/25/43) | 260 | 258245 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 02/01/33 (Call 11/01/32) | 290 | 253599 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/52 (Call 10/15/51) | 325 | 264169 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 07/01/52 (Call 01/01/52) | 395 | 381180 |
| Tennessee Gas Pipeline Co. LLC, 7.63%, 04/01/37. | 100 | 109296 |
| Texas Eastern Transmission LP, 4.15%, 01/15/48 (Call 07/15/47)<sup>(b)</sup> | 134 | 108344 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/01/34 (Call 12/01/33) | 429 | 396064 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/38 (Call 11/15/37) | 164 | 147842 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 05/15/48 (Call 11/15/47) | 554 | 496771 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/16/43 (Call 04/16/43) | 245 | 222090 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 03/15/49 (Call 09/15/48) | 418 | 388373 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 03/31/34 | 365 | 358860 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 03/15/36 | 585 | 583397 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 06/01/40 | 380 | 388797 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 10/15/37 | 621 | 642987 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 08/15/38 | 630 | 706615 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 820 | 955593 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/50 (Call 11/15/49) | 370 | 288596 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/01/42 (Call 02/01/42) | 275 | 237641 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/15/48 (Call 09/15/47) | 365 | 311466 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 08/15/41 (Call 02/15/41) | 416 | 403989 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/15/51 (Call 04/15/51) | 370 | 261687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/01/48 (Call 09/01/47) | 481 | 420798 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/15/45 (Call 07/15/44) | 286 | 248682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 09/15/45 (Call 03/15/45) | 590 | 527705 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 08/15/52 (Call 02/15/52) | 270 | 248011 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 03/04/44 (Call 09/04/43) | 220 | 203434 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/24/44 (Call 12/24/43) | 438 | 426521 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 11/15/43 (Call 05/15/43) | $292 | $286765 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 04/15/40 | 710 | 735921 |
|  |  | 61059094 |
| **Private Equity — 0.1%** |  |  |
| Apollo Management Holdings LP, 5.00%, 03/15/48 (Call 09/15/47)<sup>(a)(b)</sup> | 195 | 173521 |
| Carlyle Finance LLC, 5.65%, 09/15/48 (Call 03/15/48)<sup>(a)(b)</sup> | 205 | 185040 |
| Carlyle Holdings II Finance LLC, 5.63%, 03/30/43<sup>(a)(b)</sup> | 394 | 352771 |
| KKR Group Finance Co. III LLC, 5.13%, 06/01/44 (Call 12/01/43)<sup>(b)</sup> | 575 | 516056 |
| KKR Group Finance Co. VII LLC, 3.63%, 02/25/50 (Call 08/25/49)<sup>(b)</sup> | 378 | 269721 |
| KKR Group Finance Co. VIII LLC, 3.50%, 08/25/50 (Call 02/25/50)<sup>(b)</sup> | 541 | 376266 |
| KKR Group Finance Co. X LLC, 3.25%, 12/15/51 (Call 06/15/51)<sup>(a)(b)</sup> | 365 | 236530 |
|  |  | 2109905 |
| **Real Estate — 0.0%** |  |  |
| Brookfield Asset Management Inc., 7.38%, 03/01/33<sup>(a)</sup> | 184 | 202159 |
| **Real Estate Investment Trusts — 1.3%** |  |  |
| Agree LP, 2.60%, 06/15/33 (Call 03/15/33)<sup>(a)</sup> | 196 | 149293 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/01/33 (Call 11/01/32) | 424 | 315308 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/34 (Call 12/15/33)<sup>(a)</sup> | 650 | 527400 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/18/51 (Call 11/18/50) | 544 | 350080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 590 | 423961 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/50 (Call 08/01/49) | 387 | 297568 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 04/15/49 (Call 10/15/48) | 182 | 156314 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/15/51 (Call 01/15/51) | 190 | 121452 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 04/15/52 (Call 10/15/51) | 220 | 163208 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/15/51 (Call 07/15/50) | 500 | 321005 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 06/15/50 (Call 12/15/49) | 586 | 387299 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/15/49 (Call 04/15/49) | 479 | 350055 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/15/46 (Call 04/15/46) | 181 | 141838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 07/01/47 (Call 01/01/47)<sup>(a)</sup> | 195 | 158492 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/15/48 (Call 10/18/47) | 193 | 161539 |
| Boston Properties LP, 2.45%, 10/01/33 (Call 07/01/33) | 485 | 356268 |
| Camden Property Trust, 3.35%, 11/01/49 (Call 05/01/49) | 160 | 112697 |
| Corporate Office Properties LP, 2.90%, 12/01/33 (Call 09/01/33) | 258 | 184204 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 04/01/41 (Call 10/01/40) | 606 | 424996 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/51 (Call 07/15/50) | 595 | 407035 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/47 (Call 11/15/46) | 89 | 77441 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/49 (Call 05/15/49) | 163 | 125835 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 07/01/50 (Call 01/01/50) | 346 | 274299 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 02/15/49 (Call 08/15/48) | 249 | 227757 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/15/51 (Call 03/15/51) | 285 | 181930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/15/50 (Call 01/15/50) | 271 | 175514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/15/52 (Call 08/15/51)<sup>(a)</sup> | 262 | 184211 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/01/47 (Call 02/01/47)<sup>(a)</sup> | 120 | 94705 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (Call 01/01/44) | 434 | 377080 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/45 (Call 12/01/44) | 247 | 212182 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Real Estate Investment Trusts (continued)** |  |  |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/01/50 (Call 03/01/50) | $111 | $64375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/48 (Call 09/15/47) | 190 | 155704 |
| Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 08/01/46 (Call 02/01/46) | 344 | 231491 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/44 (Call 06/01/44) | 132 | 105384 |
| Goodman U.S. Finance Four LLC, 4.50%, 10/15/37 (Call 04/15/37)<sup>(b)</sup> | 194 | 160575 |
| Healthpeak Properties Inc., 6.75%, 02/01/41 (Call 08/01/40) | 185 | 195404 |
| Invitation Homes Operating Partnership LP, 2.70%, 01/15/34 (Call 10/15/33) | 160 | 117884 |
| Kilroy Realty LP, 2.65%, 11/15/33 (Call 08/15/33)<sup>(a)</sup> | 345 | 245562 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/01/49 (Call 04/01/49) | 199 | 139568 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 12/01/46 (Call 06/01/46) | 266 | 201536 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/45 (Call 10/01/44) | 265 | 205394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 09/01/47 (Call 03/01/47) | 352 | 278661 |
| Mid-America Apartments LP, 2.88%, 09/15/51 (Call 03/15/51) | 170 | 109209 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/52 (Call 10/15/51) | 185 | 112764 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/15/50 (Call 10/15/49) | 219 | 138640 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/51 (Call 10/15/50) | 373 | 254907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 10/15/48 (Call 04/15/48) | 186 | 157211 |
| Omega Healthcare Investors Inc., 3.25%, 04/15/33 (Call 01/15/33) | 433 | 317493 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/15/50 (Call 04/15/50) | 314 | 180427 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 242 | 165477 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/01/50 | 260 | 180593 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/15/48 (Call 03/15/48) | 270 | 233314 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 03/15/33 (Call 12/15/32)<sup>(a)</sup> | 350 | 254827 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 12/15/32 (Call 09/15/32)<sup>(a)</sup> | 160 | 131283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 03/15/47 (Call 09/15/46)<sup>(a)</sup> | 317 | 283957 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/15/35 | 160 | 162672 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/01/47 (Call 08/01/46) | 327 | 257494 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 03/15/49 (Call 09/15/48) | 154 | 124309 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/13/49 (Call 03/13/49) | 743 | 494569 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 07/15/50 (Call 01/15/50) | 369 | 272043 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/01/44 (Call 04/01/44) | 181 | 143706 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/30/46 (Call 05/30/46) | 250 | 197714 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/42 (Call 09/15/41) | 315 | 272121 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 02/01/40 (Call 11/01/39) | 548 | 589388 |
| Trust Fibra Uno |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.39%, 01/15/50 (Call 07/28/49)<sup>(b)</sup> | 430 | 324338 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 01/30/44 (Call 07/30/43)<sup>(b)</sup> | 445 | 351609 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/15/33 (Call 12/15/32) | 285 | 203624 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/15/33 (Call 03/15/33) | 188 | 136382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 11/01/34 (Call 08/01/34) | 125 | 97765 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/01/45 (Call 08/01/44) | 105 | 82885 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/15/49 (Call 10/15/48) | 334 | 283773 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 09/30/43 (Call 03/30/43) | 204 | 187984 |
| VICI Properties LP, 5.63%, 05/15/52 (Call 11/15/51) | 455 | 410769 |
| WEA Finance LLC, 4.63%, 09/20/48 (Call 03/20/48)<sup>(b)</sup> | 310 | 214125 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Real Estate Investment Trusts (continued)** |  |  |
| WEA Finance LLC/Westfield UK & Europe Finance PLC, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/17/44 (Call 03/17/44)<sup>(a)(b)</sup> | $287 | $200396 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/01/48 (Call 03/01/48) | 164 | 139046 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/15/43 (Call 09/15/42) | 170 | 146006 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/41 (Call 09/15/40) | 390 | 394481 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/09/33 (Call 12/09/32)<sup>(a)</sup> | 210 | 176581 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/09/52 (Call 09/09/51)<sup>(a)</sup> | 295 | 227722 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 12/15/33 | 412 | 444929 |
| WP Carey Inc., 2.25%, 04/01/33 (Call 01/01/33) | 239 | 176648 |
|  |  | 18775685 |
| **Retail — 3.0%** |  |  |
| 7-Eleven Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/10/41 (Call 08/10/40)<sup>(b)</sup> | 448 | 299664 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 02/10/51 (Call 08/02/50)<sup>(a)(b)</sup> | 704 | 439114 |
| Alimentation Couche-Tard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 05/13/41 (Call 11/13/40)<sup>(b)</sup> | 431 | 311121 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/13/51 (Call 11/13/50)<sup>(b)</sup> | 375 | 257020 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 01/25/50 (Call 07/25/49)<sup>(b)</sup> | 348 | 248356 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/26/47 (Call 01/26/47)<sup>(a)(b)</sup> | 355 | 282604 |
| CK Hutchison International 20 Ltd., 3.38%, 05/08/50 (Call 11/08/49)<sup>(a)(b)</sup> | 330 | 234792 |
| CK Hutchison International 21 Ltd., 3.13%, 04/15/41 (Call 10/15/40)<sup>(a)(b)</sup> | 185 | 136432 |
| Darden Restaurants Inc., 4.55%, 02/15/48 (Call 08/15/47) | 179 | 138197 |
| Dick's Sporting Goods Inc., 4.10%, 01/15/52 (Call 07/15/51) | 445 | 301652 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/03/50 (Call 10/03/49) | 259 | 215945 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/01/52 (Call 05/01/52)<sup>(a)</sup> | 390 | 395130 |
| Dollar Tree Inc., 3.38%, 12/01/51 (Call 06/01/51) | 163 | 111564 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/15/51 (Call 09/15/50) | 832 | 518337 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/15/51 (Call 03/15/51) | 495 | 335667 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/15/49 (Call 06/15/49) | 859 | 628808 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/15/40 (Call 10/15/39) | 886 | 717372 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 840 | 637179 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (Call 03/15/56) | 505 | 381303 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/15/52 (Call 10/15/51) | 910 | 721853 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/15/47 (Call 12/15/46) | 732 | 617830 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/43 (Call 10/01/42) | 619 | 554317 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45)<sup>(a)</sup> | 1144 | 1013554 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/45 (Call 09/15/44) | 547 | 498240 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (Call 06/06/48) | 896 | 827836 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/15/44 (Call 08/15/43) | 490 | 475429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52)<sup>(a)</sup> | 560 | 554175 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 09/15/40 (Call 03/15/40)<sup>(a)</sup> | 367 | 381532 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 1727 | 1876668 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/41 (Call 10/01/40) | 562 | 614450 |
| Kohl's Corp., 5.55%, 07/17/45 (Call 01/17/45) | 180 | 119121 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/15/41 (Call 03/15/41) | 665 | 469671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/15/50 (Call 04/15/50) | 1014 | 680816 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/51 (Call 10/01/50)<sup>(a)</sup> | 391 | 281610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (Call 10/15/45) | 809 | 619878 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 05/03/47 (Call 11/03/46) | 947 | 763072 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/52 (Call 10/01/51) | 940 | 767280 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/15/45 (Call 03/15/45) | 359 | 299164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 04/01/62 (Call 10/01/61) | 735 | 594116 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/05/49 (Call 10/05/48) | 412 | 353073 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 04/15/42 (Call 10/15/41)<sup>(a)</sup> | $439 | $394094 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/40 (Call 10/15/39) | 415 | 391015 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/15/43 (Call 03/15/43)<sup>(a)</sup> | 30 | 27675 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 04/15/50 (Call 10/15/49) | 235 | 220509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/15/35<sup>(a)</sup> | 325 | 327557 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/15/53 (Call 10/15/52) | 990 | 990443 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 10/15/36 | 100 | 98871 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 515 | 510316 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/01/43 | 306 | 242955 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (Call 03/01/49) | 928 | 719479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/15/42 | 408 | 331395 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49)<sup>(a)</sup> | 454 | 387954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 03/01/47 (Call 09/01/46) | 715 | 635872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 09/01/48 (Call 03/01/48) | 616 | 546697 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/26/45 (Call 11/26/44) | 478 | 433084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/09/35 (Call 06/09/35) | 171 | 165701 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/15/40 | 324 | 307248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 1026 | 964379 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 09/09/52 (Call 03/09/52) | 145 | 143098 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 02/01/39 | 361 | 375362 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/15/37 | 543 | 602753 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 03/01/38 | 497 | 547514 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/12/50 (Call 09/12/49) | 301 | 218602 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/50 (Call 05/15/50)<sup>(a)</sup> | 821 | 615209 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 375 | 293776 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 242 | 209643 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 08/15/49 (Call 02/15/49) | 568 | 497874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/48 (Call 05/15/48) | 635 | 560046 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 610 | 430899 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/15/46 | 302 | 241724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/47 (Call 05/15/47) | 308 | 257436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/42 | 470 | 413825 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/15/37 | 455 | 513301 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 01/15/38 | 555 | 656349 |
| Tiffany & Co., 4.90%, 10/01/44 (Call 04/01/44) | 258 | 231763 |
| TJX Companies Inc. (The), 4.50%, 04/15/50 (Call 10/15/49) | 364 | 333275 |
| Walgreen Co., 4.40%, 09/15/42 | 50 | 39126 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 1000 | 751329 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/01/46 (Call 12/01/45)<sup>(a)</sup> | 100 | 80700 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/22/41 (Call 03/22/41) | 915 | 683228 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/22/51 (Call 03/22/51)<sup>(a)</sup> | 1785 | 1260069 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/24/49 (Call 03/24/49) | 335 | 250523 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/47 (Call 06/15/47) | 80 | 67795 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/28/38 (Call 12/28/37) | 580 | 538907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/11/43 (Call 10/11/42)<sup>(a)</sup> | 200 | 180409 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 06/29/48 (Call 12/29/47) | 890 | 805339 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 04/22/44 (Call 10/22/43)<sup>(a)</sup> | 245 | 228061 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/09/52 (Call 03/09/52) | 145 | 141066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 07/08/40 | 200 | 199074 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/25/40 | 300 | 306620 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 09/01/35 | 1165 | 1242111 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/01/40<sup>(a)</sup> | 365 | 396981 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/15/41 | 40 | 43780 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 04/15/38 | 390 | 450706 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 08/15/37 | $185 | $222206 |
|  |  | 42399665 |
| **Semiconductors — 2.4%** |  |  |
| Advanced Micro Devices Inc., 4.39%, 06/01/52 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/01/51)<sup>(a)</sup> | 315 | 279307 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/01/41 (Call 04/01/41)<sup>(a)</sup> | 510 | 383866 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/01/51 (Call 04/01/51) | 693 | 493532 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/15/45 (Call 06/15/45)<sup>(a)</sup> | 275 | 278309 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/50 (Call 12/01/49) | 271 | 190601 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (Call 10/01/46)<sup>(a)</sup> | 607 | 558830 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 10/01/35 (Call 04/01/35) | 294 | 301579 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 06/15/41 | 438 | 482446 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/15/33 (Call 11/15/32)<sup>(b)</sup> | 1127 | 851573 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (Call 08/15/35)<sup>(b)</sup> | 1983 | 1469560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.19%, 11/15/36 (Call 08/15/36)<sup>(b)</sup> | 1800 | 1310961 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 04/15/33 (Call 01/15/33)<sup>(b)</sup> | 1480 | 1202545 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 04/15/34 (Call 01/15/34)<sup>(b)</sup> | 1917 | 1521927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/41 (Call 08/15/40)<sup>(b)</sup> | 1599 | 1156617 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/51 (Call 08/15/50)<sup>(a)(b)</sup> | 1033 | 728997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (Call 02/15/37)<sup>(a)(b)</sup> | 1465 | 1285527 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 08/12/41 (Call 02/12/41) | 510 | 362062 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 740 | 502921 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (Call 08/15/59) | 758 | 486237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 08/12/61 (Call 02/12/61) | 210 | 136886 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/49 (Call 05/15/49) | 1131 | 793567 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47) | 1265 | 971710 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/32<sup>(a)</sup> | 109 | 101797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/19/46 (Call 11/19/45) | 745 | 617652 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/11/47 (Call 11/11/46) | 589 | 483982 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/42 | 385 | 331712 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 369 | 340982 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/25/50 (Call 09/25/49) | 1358 | 1221572 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 10/01/41<sup>(a)</sup> | 473 | 442671 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/29/45 (Call 01/29/45)<sup>(a)</sup> | 466 | 437460 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 08/05/52 (Call 02/05/52) | 980 | 894427 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/25/60 (Call 09/25/59)<sup>(a)</sup> | 643 | 582954 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 08/05/62 (Call 02/05/62) | 485 | 440642 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (Call 08/28/49) | 414 | 310126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/15/52 (Call 01/15/52) | 775 | 746567 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/49 (Call 09/15/48) | 161 | 154254 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/15/62 (Call 01/15/62) | 495 | 498653 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/01/34 (Call 07/01/34) | 154 | 156501 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/50 (Call 12/15/49) | 448 | 313686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/15/60 (Call 12/15/59) | 253 | 170734 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/15/49 (Call 09/15/48)<sup>(a)</sup> | 499 | 484434 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 11/01/41 (Call 05/01/41) | 210 | 146276 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (Call 05/01/51) | 335 | 222156 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/40 (Call 10/01/39) | 635 | 528735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (Call 10/01/49) | 1211 | 938623 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/01/60 (Call 10/01/59) | 363 | 274945 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 02/15/42 (Call 08/15/41) | 455 | 313605 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/11/41 (Call 11/11/40) | $652 | $466519 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (Call 05/30/51) | 375 | 239747 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/33 (Call 10/15/32) | 275 | 261452 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49)<sup>(a)</sup> | 312 | 232094 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (Call 11/20/46)<sup>(a)</sup> | 853 | 748415 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 620 | 550248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 05/20/35 (Call 11/20/34)<sup>(a)</sup> | 291 | 283005 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44)<sup>(a)</sup> | 944 | 904971 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/20/53 (Call 11/20/52) | 745 | 810767 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51)<sup>(a)</sup> | 310 | 216472 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (Call 09/15/38) | 469 | 419138 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 08/16/52 (Call 02/16/52)<sup>(a)</sup> | 415 | 370610 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47)<sup>(a)</sup> | 856 | 759320 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 10/25/41 (Call 04/25/41)<sup>(a)</sup> | 215 | 164619 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/25/51 (Call 04/25/51)<sup>(a)</sup> | 730 | 529048 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/22/52 (Call 10/22/51)<sup>(a)</sup> | 695 | 640226 |
|  |  | 34501357 |
| **Software — 2.7%** |  |  |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/15/50 (Call 03/15/50) | 666 | 421707 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/47 (Call 12/15/46) | 234 | 209944 |
| Electronic Arts Inc., 2.95%, 02/15/51 (Call 08/15/50) | 163 | 110895 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/41 (Call 09/01/40) | 233 | 163609 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/46 (Call 02/15/46) | 140 | 111054 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/15/52 (Call 01/15/52)<sup>(a)</sup> | 375 | 350846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 30Y, 4.75%, 05/15/48 (Call 11/15/47) | 272 | 221332 |
| Fiserv Inc., 4.40%, 07/01/49 (Call 01/01/49) | 1203 | 991523 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | 3682 | 2535750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (Call 12/01/59) | 2306 | 1558454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (Call 09/17/51) | 3628 | 2691451 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.04%, 03/17/62 (Call 09/17/61) | 1391 | 1011501 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (Call 02/08/36) | 970 | 883111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (Call 08/12/34)<sup>(a)</sup> | 907 | 843166 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/42 | 412 | 355810 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/08/46 (Call 02/08/46) | 1154 | 1023023 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/12/45 (Call 08/12/44)<sup>(a)</sup> | 357 | 314685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/08/56 (Call 02/08/56) | 191 | 167247 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/12/55 (Call 08/12/54) | 50 | 45019 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 02/06/37 (Call 08/06/36) | 466 | 451166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/03/35 (Call 05/03/35) | 420 | 415276 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/06/47 (Call 08/06/46)<sup>(a)</sup> | 799 | 767918 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 11/03/45 (Call 05/03/45) | 85 | 84235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/40 | 525 | 522967 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/06/57 (Call 08/06/56) | 460 | 442793 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/03/55 (Call 05/03/55)<sup>(a)</sup> | 100 | 100069 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 06/01/39 | 80 | 86447 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 02/08/41 | 410 | 444754 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/01/40 (Call 10/01/39) | 1661 | 1247383 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/01/50 (Call 10/01/49) | 2587 | 1799740 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/25/41 (Call 09/25/40) | 1434 | 1065613 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (Call 05/15/37) | 999 | 791144 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 07/15/36 (Call 01/15/36) | 608 | 496504 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/01/60 (Call 10/01/59) | 2013 | 1357553 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/35 (Call 11/15/34) | 553 | 462264 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (Call 09/25/50) | $1810 | $1324505 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/46 (Call 01/15/46) | 1953 | 1443170 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (Call 05/15/47) | 1408 | 1041350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (Call 09/25/60) | 979 | 696368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/15/45 (Call 11/15/44) | 1276 | 974287 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/08/34 (Call 01/08/34) | 928 | 822083 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/15/55 (Call 11/15/54) | 744 | 565677 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/08/44 (Call 01/08/44) | 503 | 410083 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 07/15/40 | 1505 | 1390544 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 07/08/39 | 852 | 850353 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 04/15/38 | 871 | 904575 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 11/09/52 | 1200 | 1329089 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 07/15/41 (Call 01/15/41) | 739 | 545501 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51)<sup>(a)</sup> | 1504 | 1044564 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 07/15/61 (Call 01/15/61) | 785 | 526368 |
|  |  | 38414470 |
| **Telecommunications — 6.1%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/16/42 | 442 | 376823 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/22/49 (Call 10/22/48)<sup>(a)</sup> | 759 | 646067 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/15/37 | 226 | 235387 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 03/30/40 | 1201 | 1243876 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 03/01/35 | 801 | 865953 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 12/01/33 (Call 09/01/33) | 2181 | 1713418 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 02/01/43 (Call 08/01/42)<sup>(a)</sup> | 150 | 107138 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/01/52 (Call 08/01/51)<sup>(a)</sup> | 575 | 398986 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (Call 12/01/40) | 1492 | 1140009 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/53 (Call 03/15/53) | 4678 | 3303225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/61 (Call 08/01/60)<sup>(a)</sup> | 280 | 191117 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 09/15/55 (Call 03/15/55) | 4521 | 3171069 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/01/51 (Call 12/01/50) | 1900 | 1391518 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59) | 3930 | 2729749 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/01/57 (Call 06/01/57) | 3546 | 2574282 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/01/60 (Call 12/01/59) | 973 | 709841 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/15/42 (Call 06/15/42) | 728 | 608855 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/15/45 (Call 12/15/44)<sup>(a)</sup> | 760 | 628588 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (Call 11/15/34) | 1424 | 1304913 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/09/48 (Call 09/09/47) | 1185 | 987767 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/09/49 (Call 09/09/48) | 759 | 639143 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/01/44 (Call 12/01/43) | 310 | 269016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/46 (Call 11/15/45)<sup>(a)</sup> | 1379 | 1199334 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 06/15/44 (Call 12/15/43) | 195 | 171680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (Call 09/01/38) | 601 | 550702 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/15/45 (Call 01/15/45)<sup>(a)</sup> | 133 | 116010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 08/15/37 (Call 02/14/37) | 414 | 386047 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 03/15/42 | 319 | 295102 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 11/15/46 (Call 05/15/46) | 545 | 503171 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 02/15/50 (Call 08/14/49) | 447 | 411097 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/37 (Call 09/01/36)<sup>(a)</sup> | 456 | 445080 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 09/01/40 | 458 | 436304 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 03/01/47 (Call 09/01/46) | 265 | 255895 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 08/15/41<sup>(a)</sup> | 47 | 46245 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 02/15/47 (Call 08/15/46)<sup>(a)</sup> | 330 | 328604 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 03/01/57 (Call 09/01/56) | 295 | 292556 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 08/15/40 (Call 05/15/40)<sup>(a)</sup> | 305 | 310419 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 09/15/34 | 65 | 66832 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 01/15/38 | 65 | 68823 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 03/01/41 | 185 | 198430 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 02/15/39 | $360 | $388077 |
| Bell Canada, Series US-6, 3.20%, 02/15/52 (Call 08/15/51)<sup>(a)</sup> | 436 | 296314 |
| Bell Telephone Co. of Canada or Bell Canada (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/15/52 (Call 02/15/52) | 410 | 302828 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/29/49 (Call 01/29/49) | 417 | 344762 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 04/01/48 (Call 10/01/47) | 715 | 614998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series US-4, 3.65%, 03/17/51 (Call 09/17/50) | 394 | 289756 |
| British Telecommunications PLC, 4.25%, 11/08/49 (Call 05/08/49)<sup>(b)</sup> | 251 | 185653 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 1349 | 1417389 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 02/15/39 | 1261 | 1378196 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/49 (Call 05/15/49) | 216 | 159913 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (Call 05/15/57) | 438 | 345463 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/15/37 | 275 | 252323 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/42<sup>(a)</sup> | 376 | 341182 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/15/48 (Call 05/15/48)<sup>(a)</sup> | 342 | 319244 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 11/15/79 (Call 05/19/79) | 674 | 598901 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/15/40 | 315 | 319497 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/15/68 (Call 05/15/68) | 119 | 109949 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 08/15/36 (Call 08/15/26) | 260 | 274700 |
| Deutsche Telekom AG, 3.63%, 01/21/50 (Call 07/21/49)<sup>(b)</sup> | 586 | 426863 |
| Deutsche Telekom International Finance BV 4.75%, 06/21/38 (Call 12/21/37)<sup>(b)</sup> | 329 | 301415 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/06/42<sup>(b)</sup> | 602 | 544400 |
| Juniper Networks Inc., 5.95%, 03/15/41 | 356 | 324830 |
| Motorola Solutions Inc., 5.50%, 09/01/44 | 207 | 186949 |
| Ooredoo International Finance Ltd., 4.50%, 01/31/43<sup>(b)</sup> | 368 | 345685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 01/13/42 | 750 | 737450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/06/44 (Call 08/06/43) | 434 | 431154 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/49 (Call 05/15/49)<sup>(a)</sup> | 521 | 368662 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/15/48 (Call 08/15/47) | 501 | 389319 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 05/01/49 (Call 11/01/48)<sup>(a)</sup> | 891 | 694435 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/42 (Call 09/15/41)<sup>(b)</sup> | 380 | 319929 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/43 (Call 09/15/42) | 324 | 266273 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/15/52 (Call 09/15/51)<sup>(b)</sup> | 1050 | 854641 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (Call 09/15/43)<sup>(a)</sup> | 638 | 555903 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 10/01/43 (Call 04/01/43)<sup>(a)</sup> | 426 | 395439 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 08/15/38 | 410 | 465804 |
| SES Global Americas Holdings Inc., 5.30%, 03/25/44<sup>(a)(b)</sup> | 259 | 202214 |
| SES SA, 5.30%, 04/04/43<sup>(b)</sup> | 155 | 120476 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.67%, 03/06/38 | 234 | 190533 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/06/48 | 880 | 687265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 03/08/47 | 1239 | 1012376 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 03/01/49 (Call 09/01/48) | 635 | 543066 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 06/20/36 | 1658 | 1738749 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/49 (Call 12/15/48) | 180 | 148731 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 11/16/48 (Call 05/16/48) | 553 | 474675 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/15/41 (Call 08/15/40)<sup>(a)</sup> | 1771 | 1288093 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/15/51 (Call 08/15/50) | 1800 | 1249790 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 10/15/52 (Call 04/15/52)<sup>(a)</sup> | 1720 | 1201640 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 860 | 596079 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/15/40 (Call 10/15/39) | 1307 | 1136828 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | $1847 | $1560128 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 01/15/53 (Call 07/15/52) | 705 | 706976 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 09/15/62 (Call 03/15/62) | 575 | 573347 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 11/20/40 (Call 05/20/40) | 1856 | 1284803 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 09/03/41 (Call 03/03/41) | 720 | 511977 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/20/50 (Call 05/20/50) | 1664 | 1071187 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 10/30/56 (Call 04/30/56) | 2169 | 1368190 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/20/60 (Call 05/20/60). | 1188 | 732737 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/22/41 (Call 09/22/40) | 2144 | 1645682 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (Call 09/22/50)<sup>(a)</sup> | 2671 | 1976455 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/22/61 (Call 09/22/60)<sup>(a)</sup> | 2053 | 1474225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 11/01/42 (Call 05/01/42) | 522 | 421693 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/01/52 (Call 09/01/51) | 680 | 527880 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/22/50 (Call 09/22/49) | 792 | 637264 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/15/46 | 660 | 539133 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 01/15/36 | 1027 | 916208 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 11/01/34 (Call 05/01/34) | 952 | 878906 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/10/33 | 1172 | 1110679 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.52%, 09/15/48 | 757 | 656383 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.67%, 03/15/55 | 427 | 376993 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/01/41<sup>(a)</sup> | 390 | 356044 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 03/15/39<sup>(a)</sup> | 725 | 672503 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.86%, 08/21/46 | 1473 | 1344750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 04/15/49 | 415 | 386541 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 08/21/54 | 120 | 111393 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/16/37 | 617 | 613586 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/16/47 | 300 | 297203 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 09/15/35<sup>(a)</sup> | 440 | 448645 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 09/15/33 | 60 | 64958 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 09/15/43 | 272 | 304076 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/17/50<sup>(a)</sup> | 900 | 710293 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/19/43 | 830 | 682470 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/19/49 | 1081 | 921722 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 05/30/38 | 607 | 562104 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/19/59 | 242 | 209958 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/30/48<sup>(a)</sup> | 1918 | 1722489 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 1151 | 1169757 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/30/32<sup>(a)</sup> | 275 | 289595 |
| Xiaomi Best Time International Ltd., 4.10%, 07/14/51 (Call 01/14/51)<sup>(b)</sup> | 210 | 115282 |
|  |  | 87412097 |
| **Toys, Games & Hobbies — 0.0%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 05/15/44 (Call 11/15/43) | 197 | 167960 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 03/15/40 | 402 | 392973 |
|  |  | 560933 |
| **Transportation — 3.4%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/52 (Call 12/15/51) | 390 | 270689 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 02/15/51 (Call 08/15/50) | 347 | 247499 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/15/51 (Call 03/15/51) | 486 | 363251 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 02/15/50 (Call 08/15/49) | 485 | 383412 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 08/01/46 (Call 02/01/46) | 502 | 418784 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 06/15/48 (Call 12/15/47) | 418 | 359410 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/47 (Call 12/15/46) | 450 | 391916 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/01/45 (Call 10/01/44) | 448 | 392172 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (Call 06/15/48) | 427 | 371285 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/01/42 (Call 03/01/42) | 375 | 342266 |

---

---

| | | |
|:---|:---|:---|
| Security | Par<br> (000) | Value |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/42 (Call 09/15/41) | $338 | $308636 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 03/15/43 (Call 09/15/42) | 458 | 420437 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 01/15/53 (Call 07/15/52) | 510 | 466792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (Call 03/01/44) | 463 | 426942 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45) | 390 | 366366 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 04/01/44 (Call 10/01/43) | 645 | 624305 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/41 (Call 03/15/41) | 193 | 187088 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/01/41 (Call 09/01/40) | 333 | 329257 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 09/01/43 (Call 03/01/43) | 426 | 427397 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 06/01/41 (Call 12/01/40) | 477 | 489219 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/01/40 (Call 11/01/39) | 549 | 585540 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 600 | 664624 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 08/15/36 | 220 | 242186 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 05/01/50 (Call 11/01/49) | 255 | 162152 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 08/02/46 (Call 02/02/46) | 347 | 255797 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/42 (Call 05/15/42) | 185 | 140704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/03/48 (Call 08/03/47) | 403 | 326729 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 08/05/52 (Call 02/05/52) | 640 | 578825 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 01/20/49 (Call 07/20/48) | 361 | 325215 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/07/43 (Call 05/07/43) | 100 | 86498 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 06/01/36 | 325 | 354869 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 08/01/34 | 350 | 385774 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 11/15/37 | 226 | 249606 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.71%, 07/15/36 | 167 | 185654 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/02/41 (Call 06/02/41) | 506 | 380877 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 12/02/51 (Call 06/02/51) | 1080 | 759305 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 09/15/35 (Call 03/15/35) | 136 | 129408 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 08/01/45 (Call 02/01/45) | 421 | 387275 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/15/33 | 210 | 213334 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 01/15/42 | 395 | 396661 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 526 | 547540 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 09/15/2115 (Call 03/15/2115) | 384 | 388255 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/15/51 (Call 11/15/50) | 288 | 179791 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/15/49 (Call 03/15/49) | 370 | 272758 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/01/46 (Call 05/01/46) | 478 | 383095 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/15/50 (Call 10/15/49) | 362 | 284479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/01/50 (Call 11/01/49) | 357 | 291306 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/15/44 (Call 09/15/43) | 457 | 391389 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/01/66 (Call 05/01/66) | 318 | 252233 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/01/48 (Call 09/01/47) | 477 | 415230 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/01/43 (Call 09/01/42) | 77 | 67615 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 358 | 316724 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/52 (Call 05/15/52) | 530 | 473481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/01/54 (Call 02/01/54) | 186 | 161017 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 03/01/68 (Call 09/01/67) | 410 | 353817 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/30/42 (Call 11/30/41) | 571 | 529670 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/48 (Call 05/15/48) | 349 | 319325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 04/15/41 (Call 10/15/40) | 297 | 303083 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%,10/01/36 | 334 | 354338 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%,05/01/37 | 411 | 444689 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.22%, 04/30/40<sup>(a)</sup> | 404 | 445191 |
| Empresa de los Ferrocarriles del Estado |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 08/18/50 (Call 02/18/50)<sup>(b)</sup> | 295 | 179803 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.83%, 09/14/61 (Call 03/14/61)<sup>(a)(b)</sup> | 320 | 210282 |
| Empresa de Transporte de Pasajeros Metro SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.69%, 09/13/61 (Call 03/13/61)<sup>(b)</sup> | 315 | 198828 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/07/50 (Call 11/07/49)<sup>(b)</sup> | 558 | 439811 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/25/47 (Call 07/25/46)<sup>(b)</sup> | $282 | $226118 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/15/41 (Call 11/15/40) | 422 | 305962 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/01/42 | 337 | 264025 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 02/01/35 | 99 | 84973 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 02/15/48 (Call 08/15/47) | 574 | 439661 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/15/43 | 342 | 269880 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 02/01/45 | 396 | 309977 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 01/15/47 (Call 07/15/46) | 430 | 345772 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/01/65<sup>(a)</sup> | 224 | 168286 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/01/46 (Call 10/01/45) | 713 | 585028 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/45 (Call 05/15/45) | 697 | 603516 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/15/34 | 50 | 47728 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/17/48 (Call 04/17/48) | 516 | 451191 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 01/15/44 | 405 | 365229 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 662 | 610771 |
| Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/01/50 (Call 11/01/49) | 530 | 385276 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/15/69 (Call 05/15/69) | 286 | 216192 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/15/43 (Call 11/15/42) | 251 | 211241 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/01/48 (Call 11/01/47) | 312 | 275711 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 08/15/45 (Call 02/15/45) | 262 | 239680 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 08/25/51 (Call 02/25/51) | 371 | 246590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 05/15/50 (Call 11/15/49)<sup>(a)</sup> | 508 | 349228 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.16%, 05/15/55 (Call 11/15/54) | 535 | 363801 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/01/49 (Call 05/01/49) | 217 | 160590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/15/53 (Call 09/15/52) | 445 | 339246 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 11/01/47 (Call 05/01/47) | 496 | 406472 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/01/42 (Call 04/01/42) | 385 | 322646 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 08/15/52 (Call 02/15/52) | 479 | 395808 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/15/49 (Call 11/15/48). | 304 | 250541 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/15/2121 (Call 11/15/2120) | 275 | 195633 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 02/28/48 (Call 08/28/47) | 455 | 380869 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 06/15/45 (Call 12/15/44) | 445 | 389991 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 06/01/53 (Call 12/01/52) | 540 | 479499 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 01/15/46 (Call 07/15/45) | 361 | 324850 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 08/15/43 (Call 02/15/43) | 25 | 22231 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.84%, 10/01/41 | 395 | 370102 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 08/01/2118 (Call 02/01/2118) | 5 | 4180 |
| Pelabuhan Indonesia Persero PT, 5.38%, 05/05/45<sup>(b)</sup> | 315 | 284852 |
| Polar Tankers Inc., 5.95%, 05/10/37<sup>(a)(b)</sup> | 504 | 518261 |
| TTX Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 02/01/45 (Call 08/01/44)<sup>(b)</sup> | 240 | 192182 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 07/01/46 (Call 01/01/46)<sup>(b)</sup> | 280 | 235797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/01/49 (Call 08/01/48)<sup>(b)</sup> | 255 | 226416 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 04/06/36 (Call 01/06/36)<sup>(a)</sup> | 260 | 209774 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/10/52 (Call 09/10/51) | 255 | 177948 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 09/16/62 (Call 03/16/62) | 670 | 441997 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/20/41 (Call 11/20/40)<sup>(a)</sup> | 580 | 459627 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/05/50 (Call 08/05/49) | 1127 | 840521 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 08/15/46 (Call 02/15/46) | 234 | 173583 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/01/35 (Call 08/01/34) | 346 | 296582 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/14/42 (Call 08/14/41) | 365 | 295551 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/14/53 (Call 08/14/52) | 730 | 568301 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 08/15/39 (Call 02/15/39) | 327 | 275150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (Call 11/20/60) | 380 | 282001 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (Call 03/15/37)<sup>(a)</sup> | 332 | 287132 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/05/70 (Call 08/05/69) | 460 | 342183 |

---

---

| | | |
|:---|:---|:---|
| Security | Par <br> (000) | Value |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/01/51 (Call 04/01/51)<sup>(a)</sup> | $693 | $567336 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (Call 10/06/70) | 571 | 431191 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 03/20/60 (Call 09/20/59) | 998 | 787550 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 02/14/72 (Call 08/14/71) | 355 | 268092 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/01/55 (Call 08/01/54) | 230 | 186553 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/15/59 (Call 02/15/59) | 295 | 236086 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/47 (Call 10/15/46) | 390 | 324508 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 11/15/45 (Call 05/15/45) | 331 | 278857 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/01/46 (Call 09/01/45) | 345 | 288864 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (Call 03/15/67) | 154 | 125016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/01/49 (Call 09/01/48) | 403 | 350862 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/10/48 (Call 03/10/48) | 310 | 278779 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/09/52 (Call 03/09/52) | 35 | 34303 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 01/20/63 (Call 07/20/62)<sup>(a)</sup> | 365 | 357109 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/15/46 (Call 05/15/46). | 305 | 236684 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/49 (Call 03/01/49)<sup>(a)</sup> | 337 | 266843 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/01/42 | 260 | 218432 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/15/47 (Call 05/15/47) | 609 | 511836 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/15/49 (Call 09/15/48) | 448 | 403609 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/40 (Call 05/15/40) | 560 | 550831 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 04/01/40 (Call 10/01/39) | 201 | 204803 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/01/50 (Call 10/01/49)<sup>(a)</sup> | 612 | 649280 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 1151 | 1300429 |
|  |  | 48976111 |
| **Trucking & Leasing — 0.0%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 06/01/51 (Call 12/01/50) | 294 | 180797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/30/45 (Call 09/30/44) | 140 | 111355 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 09/15/43) | 174 | 153224 |
|  |  | 445376 |
| **Water — 0.2%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/51 (Call 12/01/50) | 250 | 181913 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/01/50 (Call 11/01/49) | 405 | 301268 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/01/47 (Call 03/01/47) | 424 | 334305 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/01/46 (Call 06/01/46) | 195 | 156702 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/01/49 (Call 12/01/48)<sup>(a)</sup> | 350 | 293046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 474 | 400447 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/01/42 (Call 06/01/42) | 261 | 228821 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 09/01/45 (Call 03/01/45)<sup>(a)</sup> | 116 | 99221 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.59%, 10/15/37 | 487 | 539598 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 371 | 256020 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 05/01/49 (Call 11/01/48) | 220 | 177358 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 05/01/52 (Call 11/01/51)<sup>(a)</sup> | 335 | 317165 |
|  |  | 3285864 |
| **Total Corporate Bonds & Notes — 98.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,839,712,454)** |  | 1397157381 |

---

**Foreign Government Obligations<sup>(e)</sup>**

---

| | | |
|:---|:---|:---|
| **South Korea — 0.0%** | | |
| Korea Electric Power Corp., 5.13%, 04/23/34<sup>(a)(b)</sup> | 400 | 396699 |
| **Total Foreign Government Obligations — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $410,814)** |  | 396699 |
| **Total Long-Term Investments — 98.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,840,123,268)** |  | 1397554080 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| Security | Shares<br> (000) | Value |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 8.3%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(f)(g)(h)</sup> | 106763 | $106773297 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(f)(g)</sup> | 11080 | 11080000 |
| **Total Short-Term Securities — 8.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $117,810,045)** |  | 117853297 |
| **Total Investments — 106.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,957,933,313)** |  | 1515407377 |
| **Liabilities in Excess of Other Assets — (6.4)%** |  | (90771110) |
| **Net Assets — 100.0%** |  | $1424636267 |

---

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

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

<sup>(d)</sup> 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>(e)</sup> U.S. dollar denominated security issued by foreign domiciled entity.

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended November 30, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at 02/28/22* | *Purchases at Cost* | *Proceeds from Sale* | *Net Realized Gain (Loss)* | *Change in Unrealized Appreciation (Depreciation)* | *Value at 11/30/22* | *Shares Held at 11/30/22 (000)* | *Income* | *Capital Gain Distributions from Underlying Funds* |
|  BlackRock Cash Funds: Institutional, SL Agency Shares | $150923935 | $— | $(44132441)<sup>(a)</sup> | $(31944) | $13747 | $106773297 | 106763 | $250771 <sup>(b)</sup> | $— |
|  BlackRock Cash Funds: Treasury, SL Agency Shares | 1507000 | 9573000 <sup>(a)</sup> |  |  |  | 11080000 | 11080 | 87137 |  |
|  |  |  |  | $(31944) | $13747 | $117853297 |  | $337908 | $— |

---

<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:

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

● 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

● 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.

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 10+ Year Investment Grade Corporate Bond ETF** |
| November 30, 2022 |  |

---

**Fair Value Hierarchy as of Period End (continued)**

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* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes. | $— | $1397157381 | $— | $1397157381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 396699 |  | 396699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 117853297 |  |  | 117853297 |
|  | $117853297 | $1397554080 | $— | $1515407377 |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| JSC | Joint Stock Company |
| LIBOR | London Interbank Offered Rate |
| PJSC | Public Joint Stock Company |
| SOFR | Secured Overnight Financing Rate |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares 10+ Year Investment Grade Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000026651

- **c. LEI of Series:** 5493002XJCHL78PKW767

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

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1641821137.57

**Total Liabilities:** $217198884.78

**Net Assets:** $1424622252.79

**Delayed Delivery Securities:** $729268.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.24000000 | **1-Year:** 134.75000000 | **5-Year:** 1200.19000000 | **10-Year:** 348475.03000000 | **30-Year:** 1522375.16000000

**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 C000080009 | -8.72%               | -2.39%               | 8.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4077903.15             | $-125295427.59                             |
| Month 2  | $-9394540.44             | $-27818829.35                              |
| Month 3  | $-1086641.60             | $108467490.76                              |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nucor Corp                                     | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $259700.09    | 0.02%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    322000 | PA      | $292919.84    | 0.02%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                       | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 29246QAB1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    282000 | PA      | $226117.98    | 0.02%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112911.82    | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                             | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    195000 | PA      | $135258.90    | 0.01%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| SAUDI ELECTRICITY GLOBAL                       | Saudi Electricity Global Sukuk Co 2                                             | CUSIP: 804133AB2<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $471019.56    | 0.03%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    366000 | PA      | $269589.67    | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181913.06    | 0.01%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    306000 | PA      | $242954.64    | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BP8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $270384.33    | 0.02%             | 2041-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    219000 | PA      | $138639.81    | 0.01%             | 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        |    195000 | PA      | $157011.57    | 0.01%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| Tampa Electric Co                              | Tampa Electric Co                                                               | CUSIP: 875127AV4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375889.98    | 0.03%             | 2036-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    371000 | PA      | $337477.32    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    510000 | PA      | $383866.10    | 0.03%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC SERVICE                       | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $175580.54    | 0.01%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAG4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    316000 | PA      | $245989.89    | 0.02%             | 2042-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $282603.71    | 0.02%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Liberty Mutual Group Inc                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAZ7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233481.79    | 0.02%             | 2042-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                              | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    540000 | PA      | $469175.09    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                         | Cox Communications Inc                                                          | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    276000 | PA      | $227555.76    | 0.02%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $245297.16    | 0.02%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    503000 | PA      | $410083.43    | 0.03%             | 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        |    391000 | PA      | $328651.52    | 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        |    944000 | PA      | $904783.55    | 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        |    825000 | PA      | $762294.61    | 0.05%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRISTATE GEN&TRANS ASSN                        | Tri-State Generation and Transmission Association Inc                           | CUSIP: 89566EAH1<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $153030.47    | 0.01%             | 2044-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217275.04    | 0.02%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    519000 | PA      | $481661.59    | 0.03%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1075018.82   | 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        |    486000 | PA      | $363251.01    | 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        |    335000 | PA      | $278565.90    | 0.02%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELM RD GENERATING STAT                         | Elm Road Generating Station Supercritical LLC                                   | CUSIP: 28932MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50733.78     | 0.00%             | 2040-02-11      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECC3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    275000 | PA      | $224871.63    | 0.02%             | 2044-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    547000 | PA      | $375237.85    | 0.03%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                           | Lowe's Cos Inc                                                                  | CUSIP: 548661CL9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98871.39     | 0.01%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRISTATE GEN&TRANS ASSN                        | Tri-State Generation and Transmission Association Inc                           | CUSIP: 89566EAD0<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |    404000 | PA      | $364979.05    | 0.03%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1310960.72   | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Cleco Power LLC                                | Cleco Power LLC                                                                 | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    183000 | PA      | $174334.67    | 0.01%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $399821.83    | 0.03%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                       | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    189000 | PA      | $117536.31    | 0.01%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392EC8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77387.77     | 0.01%             | 2033-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151545.85    | 0.01%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                         | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $147167.12    | 0.01%             | 2045-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    365000 | PA      | $295550.87    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    165000 | PA      | $120830.83    | 0.01%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    232000 | PA      | $156945.06    | 0.01%             | 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        |    427000 | PA      | $275052.93    | 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        |    272000 | PA      | $304076.34    | 0.02%             | 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        |    267000 | PA      | $233086.65    | 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        |    299000 | PA      | $213462.21    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264289.17    | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    630000 | PA      | $500508.17    | 0.04%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    284000 | PA      | $255579.15    | 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        |    413000 | PA      | $300887.56    | 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        |    310000 | PA      | $284928.38    | 0.02%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    541000 | PA      | $508316.98    | 0.04%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    298000 | PA      | $313737.53    | 0.02%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250335.33    | 0.02%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                       | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AB6<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    342000 | PA      | $246240.00    | 0.02%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    910000 | PA      | $721853.43    | 0.05%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    181000 | PA      | $160079.70    | 0.01%             | 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        |    325000 | PA      | $222048.83    | 0.02%             | 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        |    969000 | PA      | $747991.15    | 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        |    410000 | PA      | $265220.76    | 0.02%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                           | New England Power Co                                                            | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103078.66    | 0.01%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    490000 | PA      | $449225.22    | 0.03%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4259.57      | 0.00%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $353747.68    | 0.02%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                              | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94383.04     | 0.01%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    458000 | PA      | $456239.67    | 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        |    322000 | PA      | $250307.86    | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    414000 | PA      | $334034.75    | 0.02%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                          | ITR Concession Co LLC                                                           | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96777.51     | 0.01%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    925000 | PA      | $745814.39    | 0.05%             | 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        |    360000 | PA      | $254971.48    | 0.02%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216299.73    | 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        |    565000 | PA      | $556598.73    | 0.04%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                          | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    185000 | PA      | $140744.92    | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2015                       | Sinopec Group Overseas Development 2015 Ltd                                     | CUSIP: 82938BAE0<br>LEI: 5299002Z28NLP3WPFH36 | Long             | DBT              | CORP              | VG        |    550000 | PA      | $449769.93    | 0.03%             | 2045-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    495000 | PA      | $496489.58    | 0.03%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    414000 | PA      | $386047.16    | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                | Cameron LNG LLC                                                                 | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251889.45    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    340000 | PA      | $263277.63    | 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        |    134000 | PA      | $94699.09     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295190.34    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    348000 | PA      | $231310.42    | 0.02%             | 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        |    607000 | PA      | $562103.56    | 0.04%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166910.06    | 0.01%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    703000 | PA      | $492156.69    | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    378000 | PA      | $342579.79    | 0.02%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1110679.04   | 0.08%             | 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        |    287000 | PA      | $212072.53    | 0.01%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                       | Texas Eastern Transmission LP                                                   | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    134000 | PA      | $108343.83    | 0.01%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1655252.18   | 0.12%             | 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        |    271000 | PA      | $219811.49    | 0.02%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    157000 | PA      | $141277.17    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2012                       | Sinopec Group Overseas Development 2012 Ltd                                     | CUSIP: 82937JAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    620000 | PA      | $575683.59    | 0.04%             | 2042-05-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    621000 | PA      | $642987.32    | 0.05%             | 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        |    425000 | PA      | $378647.86    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Mylan Inc                                      | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280891.43    | 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        |    479000 | PA      | $350054.98    | 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        |    499000 | PA      | $429744.55    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                   | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    380000 | PA      | $306443.40    | 0.02%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    251000 | PA      | $215180.58    | 0.02%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $953567.36    | 0.07%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    315000 | PA      | $199497.65    | 0.01%             | 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        |    155000 | PA      | $133326.55    | 0.01%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328579.18    | 0.02%             | 2035-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114240.36    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235057.30    | 0.02%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $214239.37    | 0.02%             | 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        |    125000 | PA      | $118988.45    | 0.01%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                           | E.ON International Finance BV                                                   | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    654000 | PA      | $660151.14    | 0.05%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    544000 | PA      | $439659.45    | 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        |    236000 | PA      | $200010.96    | 0.01%             | 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        |    280000 | PA      | $232489.84    | 0.02%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FINANC                       | Great-West Lifeco Finance Delaware LP                                           | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |    493000 | PA      | $390644.76    | 0.03%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $134910.33    | 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        |    820000 | PA      | $744604.49    | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    193000 | PA      | $169516.22    | 0.01%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                           | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    208000 | PA      | $180804.09    | 0.01%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1046262.96   | 0.07%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                       | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $171773.99    | 0.01%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CL4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156887.53    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1876668.40   | 0.13%             | 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        |    606000 | PA      | $508578.25    | 0.04%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 78387GAQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66831.67     | 0.00%             | 2034-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    288000 | PA      | $242148.07    | 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        |    406000 | PA      | $346672.07    | 0.02%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    662000 | PA      | $462063.04    | 0.03%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                   | HSBC USA Inc                                                                    | CUSIP: 760719BH6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187777.34    | 0.01%             | 2097-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBD7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    224000 | PA      | $168286.13    | 0.01%             | 2065-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3117000 | PA      | $2680244.74   | 0.19%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RUWAIS POWER CO PJSC                           | Ruwais Power Co PJSC                                                            | CUSIP: 78348BAA0<br>LEI: 635400CH1S8AGGXHLZ09 | Long             | DBT              | CORP              | AE        |    475000 | PA      | $484266.05    | 0.03%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CLEVELAND ELECTRIC ILLUM                       | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $198732.92    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142056.78    | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CENCOSUD SA                                    | Cencosud SA                                                                     | CUSIP: 15132HAG6<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    220000 | PA      | $211090.00    | 0.01%             | 2045-02-12      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAT0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    825000 | PA      | $729232.77    | 0.05%             | 2047-03-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                       | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198361.31    | 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        |    320000 | PA      | $228715.47    | 0.02%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    935000 | PA      | $738756.22    | 0.05%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    262000 | PA      | $175285.71    | 0.01%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    301000 | PA      | $254349.79    | 0.02%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    309000 | PA      | $312002.25    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    233000 | PA      | $231610.29    | 0.02%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                            | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    308000 | PA      | $223059.06    | 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        |    874000 | PA      | $773258.02    | 0.05%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                               | Pacific LifeCorp                                                                | CUSIP: 694476AA0<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $586719.39    | 0.04%             | 2033-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    675000 | PA      | $609316.24    | 0.04%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC                         | Brookfield Finance LLC                                                          | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    356000 | PA      | $231834.17    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $181876.82    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $894986.66    | 0.06%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $139157.66    | 0.01%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: —       |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |   1216000 | PA      | $1088320.00   | 0.08%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163824.83    | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3546000 | PA      | $2574282.49   | 0.18%             | 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        |    375000 | PA      | $350845.97    | 0.02%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $479499.05    | 0.03%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                          | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    557000 | PA      | $528401.68    | 0.04%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    271000 | PA      | $175514.16    | 0.01%             | 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        |    427000 | PA      | $371285.38    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                            | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $177177.84    | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    512000 | PA      | $393790.00    | 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        |    305000 | PA      | $268002.73    | 0.02%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158754.52    | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    560000 | PA      | $472343.87    | 0.03%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269015.59    | 0.02%             | 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        |    183000 | PA      | $133155.83    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                            | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    725000 | PA      | $678733.09    | 0.05%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    199000 | PA      | $143924.70    | 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        |    550000 | PA      | $475808.13    | 0.03%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    685000 | PA      | $454342.80    | 0.03%             | 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        |    460000 | PA      | $396254.58    | 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        |   1645000 | PA      | $1469312.34   | 0.10%             | 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        |    465000 | PA      | $418018.39    | 0.03%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1420363.54   | 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        |    205000 | PA      | $178576.22    | 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        |    540000 | PA      | $507033.66    | 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        |    630000 | PA      | $468684.63    | 0.03%             | 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        |   2052000 | PA      | $1553679.99   | 0.11%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    432000 | PA      | $342575.86    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                         | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $302135.54    | 0.02%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    160000 | PA      | $112697.37    | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1300429.35   | 0.09%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    283000 | PA      | $164239.23    | 0.01%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCG7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232500.24    | 0.02%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252322.88    | 0.02%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92325.79     | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAH2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    370000 | PA      | $343044.33    | 0.02%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    209000 | PA      | $229420.81    | 0.02%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    713000 | PA      | $671521.05    | 0.05%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                            | Consumers Energy Co                                                             | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    173000 | PA      | $136759.26    | 0.01%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $342266.22    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                         | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202328.99    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1490805.65   | 0.10%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                      | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    448000 | PA      | $486181.34    | 0.03%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                               | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    281000 | PA      | $241319.21    | 0.02%             | 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        |    385000 | PA      | $448865.77    | 0.03%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    599000 | PA      | $509708.78    | 0.04%             | 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        |    298000 | PA      | $207068.28    | 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        |    627000 | PA      | $608911.86    | 0.04%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    215000 | PA      | $164619.26    | 0.01%             | 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        |    915000 | PA      | $935673.37    | 0.07%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                              | Trustees of Dartmouth College                                                   | CUSIP: 89837RAD4<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201037.81    | 0.01%             | 2046-06-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    599000 | PA      | $628409.21    | 0.04%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Danaher Corp                                   | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $259860.94    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    812000 | PA      | $836933.51    | 0.06%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: —       |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $238970.55    | 0.02%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                           | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    236000 | PA      | $196788.14    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                        | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    246000 | PA      | $169700.84    | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    614000 | PA      | $575452.35    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                      | Airbus SE                                                                       | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $170937.81    | 0.01%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1826005.40   | 0.13%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1128205.98   | 0.08%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    393000 | PA      | $341251.32    | 0.02%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                       | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    214000 | PA      | $165771.79    | 0.01%             | 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        |    259000 | PA      | $221173.77    | 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        |    415000 | PA      | $364606.79    | 0.03%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96505.54     | 0.01%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    409000 | PA      | $364001.73    | 0.03%             | 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        |    415000 | PA      | $418752.28    | 0.03%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                       | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115414.97    | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    247000 | PA      | $212182.18    | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    620000 | PA      | $550248.31    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                       | Dell Inc                                                                        | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236368.80    | 0.02%             | 2040-09-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    555000 | PA      | $514929.47    | 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        |    350000 | PA      | $378269.93    | 0.03%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1298742.86   | 0.09%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258245.41    | 0.02%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    554000 | PA      | $410571.84    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    555000 | PA      | $387166.56    | 0.03%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    895000 | PA      | $745210.03    | 0.05%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284700.47    | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BC8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205897.53    | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141500.00    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                | Nevada Power Co                                                                 | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123119.48    | 0.01%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    514000 | PA      | $406430.26    | 0.03%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307440.59    | 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        |    409000 | PA      | $419922.32    | 0.03%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                            | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    592831 | PA      | $434604.42    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    270000 | PA      | $198128.35    | 0.01%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    333000 | PA      | $305995.03    | 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        |    421000 | PA      | $323872.85    | 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        |    411000 | PA      | $429608.19    | 0.03%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Nakilat Inc                                    | Nakilat Inc                                                                     | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    322029 | PA      | $330079.58    | 0.02%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: —       |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                                           | CUSIP: 491674BJ5<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $167757.56    | 0.01%             | 2043-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1304912.63   | 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        |    251000 | PA      | $195673.13    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    311000 | PA      | $239046.11    | 0.02%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    302000 | PA      | $229234.48    | 0.02%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    432000 | PA      | $426998.05    | 0.03%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50135.29     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1324504.64   | 0.09%             | 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        |    333000 | PA      | $329256.93    | 0.02%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                       | WEA Finance LLC / Westfield UK & Europe Finance PLC                             | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |    287000 | PA      | $200396.44    | 0.01%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    715000 | PA      | $460871.19    | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                        | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154118.32    | 0.01%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    448000 | PA      | $299663.50    | 0.02%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    242000 | PA      | $195929.58    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    207000 | PA      | $194135.11    | 0.01%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    275000 | PA      | $261451.71    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    317000 | PA      | $263772.07    | 0.02%             | 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        |    220000 | PA      | $150944.32    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BL8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    351000 | PA      | $234785.83    | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $992856.88    | 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        |   4065000 | PA      | $3149810.05   | 0.22%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    555000 | PA      | $451867.31    | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    732000 | PA      | $617830.44    | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                         | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $162393.73    | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    455000 | PA      | $513300.62    | 0.04%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                       | Industrias Penoles SAB de CV                                                    | CUSIP: 456472AC3<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $189527.21    | 0.01%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Toledo Hospital/The                            | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229720.27    | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143098.16    | 0.01%             | 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        |    390000 | PA      | $270689.09    | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                       | Farmers Exchange Capital III                                                    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $153687.23    | 0.01%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                        | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $86668.68     | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                    | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    247000 | PA      | $179624.75    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    171000 | PA      | $127970.98    | 0.01%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    331000 | PA      | $233131.92    | 0.02%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281155.67    | 0.02%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $198771.72    | 0.01%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    361000 | PA      | $324849.54    | 0.02%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    861000 | PA      | $760508.63    | 0.05%             | 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        |     50000 | PA      | $34495.32     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $2015948.49   | 0.14%             | 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        |    331000 | PA      | $278856.68    | 0.02%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                       | Baylor Scott & White Holdings                                                   | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200621.47    | 0.01%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    187000 | PA      | $170048.46    | 0.01%             | 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        |    413000 | PA      | $346866.62    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    609000 | PA      | $511836.03    | 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        |    445000 | PA      | $401273.37    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                                                | CUSIP: 17252MAG5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101854.91    | 0.01%             | 2036-08-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| AHS Hospital Corp                              | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185992.39    | 0.01%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356677.95    | 0.03%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                       | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAK7<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    377000 | PA      | $290694.14    | 0.02%             | 2051-04-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1023693.87   | 0.07%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    266000 | PA      | $220782.93    | 0.02%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                    | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    103000 | PA      | $80959.68     | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    562000 | PA      | $495505.48    | 0.03%             | 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        |    638000 | PA      | $478033.67    | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297203.42    | 0.02%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    462000 | PA      | $403222.56    | 0.03%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    858000 | PA      | $844220.04    | 0.06%             | 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        |    320000 | PA      | $260964.54    | 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        |   1349000 | PA      | $1417388.97   | 0.10%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319497.41    | 0.02%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49050.80     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    189000 | PA      | $179784.27    | 0.01%             | 2043-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    660000 | PA      | $663071.73    | 0.05%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    250000 | PA      | $166826.88    | 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        |    400000 | PA      | $255001.51    | 0.02%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    272000 | PA      | $258807.70    | 0.02%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    234000 | PA      | $209944.10    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                       | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    967000 | PA      | $902102.79    | 0.06%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NOV INC                                        | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    707000 | PA      | $506678.79    | 0.04%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $212335.68    | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    241000 | PA      | $245956.41    | 0.02%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    425000 | PA      | $459254.00    | 0.03%             | 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        |    405000 | PA      | $301267.70    | 0.02%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    185000 | PA      | $112764.02    | 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        |    307000 | PA      | $233702.28    | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $236356.55    | 0.02%             | 2041-01-26      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    948000 | PA      | $884696.46    | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63703.95     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | 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        |    695000 | PA      | $556859.33    | 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        |    508000 | PA      | $349228.26    | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $719143.94    | 0.05%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    319000 | PA      | $276672.33    | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    560000 | PA      | $460890.42    | 0.03%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    329000 | PA      | $301415.36    | 0.02%             | 2038-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    213000 | PA      | $188118.24    | 0.01%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    320000 | PA      | $230740.71    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $561917.28    | 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        |   1402000 | PA      | $1021959.29   | 0.07%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    342000 | PA      | $269879.73    | 0.02%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                             | AmFam Holdings Inc                                                              | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $212407.01    | 0.01%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    361000 | PA      | $375361.54    | 0.03%             | 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        |    242000 | PA      | $160724.40    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC                       | Baptist Health South Florida Inc                                                | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71937.49     | 0.01%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| SABAL TRAIL TRANS                              | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    174000 | PA      | $150913.99    | 0.01%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    809000 | PA      | $619878.45    | 0.04%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    849000 | PA      | $673144.00    | 0.05%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254695.18    | 0.02%             | 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        |    359000 | PA      | $375533.41    | 0.03%             | 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        |    640000 | PA      | $578825.29    | 0.04%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $168662.56    | 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        |    302000 | PA      | $207449.82    | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $993666.60    | 0.07%             | 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        |    868000 | PA      | $697830.64    | 0.05%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $267650.31    | 0.02%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125072.40    | 0.01%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MAN INC                       | Brookfield Asset Management Inc                                                 | CUSIP: 10549PAG6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $202158.54    | 0.01%             | 2033-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    356000 | PA      | $263227.42    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CITY OF HOPE/THE                               | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174044.06    | 0.01%             | 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        |    301000 | PA      | $306019.41    | 0.02%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PELABUHAN INDO PERSERO                         | Pelabuhan Indonesia Persero PT                                                  | CUSIP: 69370NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    315000 | PA      | $284852.44    | 0.02%             | 2045-05-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                          | KeySpan Gas East Corp                                                           | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326390.12    | 0.02%             | 2041-04-01      | Fixed         | 5.82%                 | 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        |    485000 | PA      | $356263.04    | 0.03%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    425000 | PA      | $298209.98    | 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        |    423000 | PA      | $335393.91    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1031143.27   | 0.07%             | 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        |    411000 | PA      | $296739.67    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $296694.80    | 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        |    222000 | PA      | $127208.02    | 0.01%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1469559.99   | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $156923.52    | 0.01%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    315000 | PA      | $205546.94    | 0.01%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBM7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131391.11    | 0.01%             | 2045-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                               | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    295000 | PA      | $212641.75    | 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        |    680000 | PA      | $466208.67    | 0.03%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                           | Sinopec Group Overseas Development 2018 Ltd                                     | CUSIP: 82939GAJ7<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    273000 | PA      | $203076.36    | 0.01%             | 2049-08-08      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    212000 | PA      | $177803.91    | 0.01%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    428000 | PA      | $274556.94    | 0.02%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    410000 | PA      | $320151.10    | 0.02%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    792000 | PA      | $637264.00    | 0.04%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                     | CUSIP: 632525AW1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    323000 | PA      | $198102.76    | 0.01%             | 2041-01-14      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    562000 | PA      | $614450.20    | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    979000 | PA      | $696367.53    | 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        |    344000 | PA      | $330725.14    | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1044563.87   | 0.07%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    789000 | PA      | $623452.19    | 0.04%             | 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        |    302000 | PA      | $244910.36    | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                          | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $470528.54    | 0.03%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PTT TREASURY CENTRE                            | PTT Treasury Center Co Ltd                                                      | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    545000 | PA      | $338390.76    | 0.02%             | 2070-07-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84234.87     | 0.01%             | 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        |    375000 | PA      | $332697.15    | 0.02%             | 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        |    186000 | PA      | $130427.94    | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228061.27    | 0.02%             | 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        |    811000 | PA      | $846505.69    | 0.06%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO VIII                        | KKR Group Finance Co VIII LLC                                                   | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $376266.10    | 0.03%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    274000 | PA      | $216224.06    | 0.02%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                        | Emirates Semb Corp Water & Power Co PJSC                                        | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    215000 | PA      | $197705.40    | 0.01%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| MARKEL CORP                                    | Markel Corp                                                                     | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    335000 | PA      | $228097.55    | 0.02%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    974000 | PA      | $662902.28    | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                 | Stora Enso Oyj                                                                  | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $213661.80    | 0.01%             | 2036-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1739527.04   | 0.12%             | 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        |    340000 | PA      | $362689.97    | 0.03%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    605000 | PA      | $521100.27    | 0.04%             | 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        |    227000 | PA      | $195398.90    | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    474000 | PA      | $400446.76    | 0.03%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    159000 | PA      | $135155.93    | 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        |    507000 | PA      | $362684.91    | 0.03%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    970000 | PA      | $996799.70    | 0.07%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424039.67    | 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        |   1379000 | PA      | $1199333.91   | 0.08%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3682000 | PA      | $2535750.50   | 0.18%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA INC                        | Duke Energy Indiana LLC                                                         | CUSIP: 263901AD2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    199000 | PA      | $163008.71    | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $527978.56    | 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        |    563000 | PA      | $533203.55    | 0.04%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                       | KKR Group Finance Co VII LLC                                                    | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $269721.07    | 0.02%             | 2050-02-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $239528.09    | 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        |    105000 | PA      | $114399.87    | 0.01%             | 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        |    562000 | PA      | $552037.17    | 0.04%             | 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        |    613000 | PA      | $398043.55    | 0.03%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| TRUSTEES OF BOSTON COLL                        | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    317000 | PA      | $226493.25    | 0.02%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    653000 | PA      | $490188.68    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $491641.65    | 0.03%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                           | Ooredoo International Finance Ltd                                               | CUSIP: 74735K2C5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    367750 | PA      | $345685.00    | 0.02%             | 2043-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                            | First Republic Bank/CA                                                          | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $244347.83    | 0.02%             | 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        |    220000 | PA      | $233424.78    | 0.02%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    458000 | PA      | $391248.53    | 0.03%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    205000 | PA      | $226202.09    | 0.02%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    333000 | PA      | $274258.41    | 0.02%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                  | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102572.31    | 0.01%             | 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        |   1127000 | PA      | $840520.92    | 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        |    380000 | PA      | $326050.60    | 0.02%             | 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        |    251000 | PA      | $180769.04    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    512000 | PA      | $568568.23    | 0.04%             | 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        |    276000 | PA      | $194085.77    | 0.01%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331232.52    | 0.02%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $242242.72    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    730000 | PA      | $529048.13    | 0.04%             | 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        |    410000 | PA      | $434749.10    | 0.03%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    574000 | PA      | $439660.67    | 0.03%             | 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        |    387000 | PA      | $297567.89    | 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        |   1916000 | PA      | $1397410.50   | 0.10%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    548000 | PA      | $553506.86    | 0.04%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    370000 | PA      | $405649.69    | 0.03%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $990952.99    | 0.07%             | 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        |    382000 | PA      | $374967.88    | 0.03%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203757.07    | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| KLA Corp                                       | KLA Corp                                                                        | CUSIP: 482480AF7<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156500.84    | 0.01%             | 2034-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    246000 | PA      | $205934.37    | 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        |    150000 | PA      | $113430.05    | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    891000 | PA      | $573751.12    | 0.04%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $955592.65    | 0.07%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4540.17      | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    583000 | PA      | $593726.55    | 0.04%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    680000 | PA      | $454047.73    | 0.03%             | 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        |    236000 | PA      | $165603.80    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    558000 | PA      | $448950.37    | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    267000 | PA      | $224874.35    | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1156616.55   | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $302003.83    | 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        |    211000 | PA      | $199981.26    | 0.01%             | 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        |    418000 | PA      | $359410.23    | 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        |    335000 | PA      | $256404.56    | 0.02%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                | CUSIP: 200447AE0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    430000 | PA      | $344537.50    | 0.02%             | 2045-06-16      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                        | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    245000 | PA      | $142687.32    | 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        |    337000 | PA      | $264025.11    | 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        |    483000 | PA      | $459413.93    | 0.03%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255077.27    | 0.02%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAB5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    702000 | PA      | $616096.26    | 0.04%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    229000 | PA      | $248211.63    | 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        |    465000 | PA      | $498999.21    | 0.04%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                             | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    170000 | PA      | $119311.38    | 0.01%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    592000 | PA      | $550464.01    | 0.04%             | 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        |    512000 | PA      | $477921.28    | 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        |    364000 | PA      | $333275.31    | 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        |    589000 | PA      | $507550.99    | 0.04%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    173000 | PA      | $138630.92    | 0.01%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    629000 | PA      | $427584.32    | 0.03%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                           | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $174000.00    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                          | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    281000 | PA      | $288777.24    | 0.02%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| NATURE CONSERVANCY (THE)                       | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57069.71     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    341000 | PA      | $285599.94    | 0.02%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1049383.37   | 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        |    337000 | PA      | $266843.06    | 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        |   1747000 | PA      | $1398565.90   | 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: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $614998.13    | 0.04%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    372000 | PA      | $258944.90    | 0.02%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130938.37    | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300983.40    | 0.02%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    298000 | PA      | $210304.28    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH                            | RWJ Barnabas Health Inc                                                         | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    134000 | PA      | $99249.08     | 0.01%             | 2049-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $916207.68    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1011501.23   | 0.07%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                              | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    415000 | PA      | $506662.32    | 0.04%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    883000 | PA      | $658915.31    | 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        |    325000 | PA      | $284942.18    | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522966.59    | 0.04%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1381598.84   | 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        |    356000 | PA      | $289514.97    | 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        |    970000 | PA      | $883111.52    | 0.06%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    501000 | PA      | $654469.64    | 0.05%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    402000 | PA      | $392973.37    | 0.03%             | 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        |    275000 | PA      | $225110.83    | 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        |    277000 | PA      | $167268.03    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                       | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $505250.00    | 0.04%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    331000 | PA      | $258527.55    | 0.02%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    481000 | PA      | $510056.35    | 0.04%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $316702.88    | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $263677.67    | 0.02%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    179000 | PA      | $211834.60    | 0.01%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    542000 | PA      | $386581.36    | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182048.55    | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                            | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    401000 | PA      | $401032.09    | 0.03%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1242111.11   | 0.09%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BL7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186547.42    | 0.01%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    778000 | PA      | $689050.50    | 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        |    100000 | PA      | $80699.75     | 0.01%             | 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        |    301000 | PA      | $306221.93    | 0.02%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    119000 | PA      | $109949.30    | 0.01%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    234000 | PA      | $190533.05    | 0.01%             | 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        |     65000 | PA      | $68822.52     | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    617000 | PA      | $504947.42    | 0.04%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     68000 | PA      | $57365.78     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    419000 | PA      | $364623.63    | 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        |    369000 | PA      | $285628.84    | 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        |    171000 | PA      | $137553.87    | 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        |    490000 | PA      | $373313.10    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                       | Mars Inc                                                                        | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    427000 | PA      | $346602.40    | 0.02%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $884899.18    | 0.06%             | 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        |    305000 | PA      | $198120.11    | 0.01%             | 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        |    245000 | PA      | $235099.12    | 0.02%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    285000 | PA      | $211191.06    | 0.01%             | 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        |   2490000 | PA      | $1993365.07   | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1285526.88   | 0.09%             | 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        |    375000 | PA      | $391213.43    | 0.03%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                        | Empower Finance 2020 LP                                                         | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $243069.92    | 0.02%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    361000 | PA      | $325214.99    | 0.02%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246762.35    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251261.98    | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    262000 | PA      | $184211.12    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    589000 | PA      | $436220.79    | 0.03%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DA2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27674.66     | 0.00%             | 2043-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $924399.89    | 0.06%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                       | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $289639.41    | 0.02%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                       | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $198069.46    | 0.01%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    278000 | PA      | $221189.15    | 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        |    379000 | PA      | $316455.34    | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    606000 | PA      | $503047.81    | 0.04%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    713000 | PA      | $585027.57    | 0.04%             | 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        |    315000 | PA      | $279306.60    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    652000 | PA      | $466518.83    | 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        |    312000 | PA      | $264054.75    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    355000 | PA      | $377728.78    | 0.03%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    695000 | PA      | $492018.33    | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AF3<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131033.30    | 0.01%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                              | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197238.49    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    445000 | PA      | $491146.01    | 0.03%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266190.40    | 0.02%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    646000 | PA      | $485564.58    | 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        |    565000 | PA      | $450158.63    | 0.03%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    596000 | PA      | $649910.01    | 0.05%             | 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        |    723000 | PA      | $733098.64    | 0.05%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $189952.48    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1568721.74   | 0.11%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                         | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    347000 | PA      | $226348.67    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    757000 | PA      | $656383.00    | 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        |    455000 | PA      | $420132.64    | 0.03%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $364185.98    | 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        |    498000 | PA      | $379877.89    | 0.03%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| EAST OHIO GAS CO/THE                           | East Ohio Gas Co/The                                                            | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    422000 | PA      | $275898.97    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    312000 | PA      | $275711.31    | 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        |    340000 | PA      | $282920.96    | 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        |    424000 | PA      | $315307.83    | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BF0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64021.87     | 0.00%             | 2035-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449028.38    | 0.03%             | 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        |    415000 | PA      | $362253.12    | 0.03%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                       | Indianapolis Power & Light Co                                                   | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    123000 | PA      | $100223.13    | 0.01%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    780000 | PA      | $830914.40    | 0.06%             | 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        |    448000 | PA      | $295467.68    | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43780.04     | 0.00%             | 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        |    340000 | PA      | $280140.05    | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61272.02     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                           | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342497.71    | 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        |    335000 | PA      | $250522.82    | 0.02%             | 2049-09-24      | Fixed         | 2.95%                 | 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        |    105000 | PA      | $97455.19     | 0.01%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143303.58    | 0.01%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448645.45    | 0.03%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| MONTEFIORE OBLIGATED GRP                       | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $83531.00     | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                    | Cargill Inc                                                                     | CUSIP: 141781BJ2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    317000 | PA      | $257021.22    | 0.02%             | 2049-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    249000 | PA      | $199615.52    | 0.01%             | 2045-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    193000 | PA      | $147784.99    | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    558000 | PA      | $472389.18    | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                  | AIA Group Ltd                                                                   | CUSIP: 00131LAE5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    345000 | PA      | $291394.06    | 0.02%             | 2046-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    318000 | PA      | $278196.84    | 0.02%             | 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        |    239000 | PA      | $176647.55    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165424.82    | 0.01%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    608000 | PA      | $496503.65    | 0.03%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                                   | CUSIP: 461070AK0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    188000 | PA      | $156804.07    | 0.01%             | 2043-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    549000 | PA      | $471143.02    | 0.03%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1475533.51   | 0.10%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    210000 | PA      | $162334.02    | 0.01%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $906567.63    | 0.06%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                       | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $243750.00    | 0.02%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    185000 | PA      | $222205.71    | 0.02%             | 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        |    316000 | PA      | $270406.18    | 0.02%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    570000 | PA      | $484423.18    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200646.02    | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203433.77    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1323847.51   | 0.09%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85038.91     | 0.01%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    788000 | PA      | $702369.36    | 0.05%             | 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        |    226000 | PA      | $240129.34    | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    254000 | PA      | $246973.89    | 0.02%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $722709.82    | 0.05%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                            | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    335000 | PA      | $261625.55    | 0.02%             | 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        |    266000 | PA      | $223537.12    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    335000 | PA      | $301705.80    | 0.02%             | 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        |    250000 | PA      | $223331.29    | 0.02%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CMS Energy Corp                                | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    166000 | PA      | $149983.59    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $397117.56    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $851573.27    | 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        |   1714000 | PA      | $1400877.89   | 0.10%             | 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        |    860000 | PA      | $691546.23    | 0.05%             | 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        |   1106000 | PA      | $755998.91    | 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        |    887000 | PA      | $609612.86    | 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        |    390000 | PA      | $274987.01    | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                             | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    367000 | PA      | $262661.64    | 0.02%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    318000 | PA      | $252233.22    | 0.02%             | 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        |    382000 | PA      | $293955.24    | 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        |    589000 | PA      | $557251.90    | 0.04%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    101000 | PA      | $78044.63     | 0.01%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1202813.96   | 0.08%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $523927.40    | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1212995 | PA      | $967576.11    | 0.07%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    204000 | PA      | $144551.27    | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                             | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    154000 | PA      | $124308.89    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    405000 | PA      | $365228.83    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                       | Mars Inc                                                                        | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    439000 | PA      | $377363.83    | 0.03%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    188000 | PA      | $136381.64    | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    370000 | PA      | $355013.03    | 0.02%             | 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        |   1030000 | PA      | $978704.14    | 0.07%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAN4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $184753.92    | 0.01%             | 2048-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    398000 | PA      | $345310.67    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    255000 | PA      | $201256.16    | 0.01%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 250847EA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191966.33    | 0.01%             | 2037-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245269.02    | 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        |    171000 | PA      | $116391.92    | 0.01%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $112052.56    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    184939 | PA      | $156170.30    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111392.69    | 0.01%             | 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        |    545000 | PA      | $503171.02    | 0.04%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    470000 | PA      | $413825.03    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                        | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAC2<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    182000 | PA      | $117947.01    | 0.01%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    329000 | PA      | $204202.93    | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| OHIOHEALTH CORP                                | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $207448.40    | 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        |    195000 | PA      | $126769.21    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| PROSUS NV                                      | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    720000 | PA      | $431131.56    | 0.03%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    202000 | PA      | $153342.83    | 0.01%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $685016.87    | 0.05%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAN3<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174141.74    | 0.01%             | 2041-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $827304.67    | 0.06%             | 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        |    477000 | PA      | $491574.39    | 0.03%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                               | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    395000 | PA      | $272129.28    | 0.02%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $448551.36    | 0.03%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CZ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295306.49    | 0.02%             | 2045-07-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $277456.06    | 0.02%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CG5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226972.43    | 0.02%             | 2035-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                       | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130302.60    | 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        |    456000 | PA      | $381434.00    | 0.03%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    197000 | PA      | $167959.99    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    557000 | PA      | $364905.51    | 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        |    580000 | PA      | $538907.34    | 0.04%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                         | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $169570.89    | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    285000 | PA      | $181929.84    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                        | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    330000 | PA      | $211313.70    | 0.01%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| ASSURED GUARANTY US HLDG                       | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    345000 | PA      | $227102.16    | 0.02%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    294000 | PA      | $180796.73    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    405000 | PA      | $348697.44    | 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        |    248000 | PA      | $166666.50    | 0.01%             | 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        |    476000 | PA      | $415147.89    | 0.03%             | 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        |    405000 | PA      | $314831.47    | 0.02%             | 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        |   1185000 | PA      | $1123544.89   | 0.08%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $773694.27    | 0.05%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    265000 | PA      | $205394.40    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $463289.36    | 0.03%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                          | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     43000 | PA      | $26729.83     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196467.34    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $583397.31    | 0.04%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    183000 | PA      | $152354.79    | 0.01%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1935135.22   | 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        |    376000 | PA      | $341182.19    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $219424.80    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    449000 | PA      | $466104.29    | 0.03%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    534000 | PA      | $466597.68    | 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        |    244000 | PA      | $183283.91    | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    215000 | PA      | $139265.55    | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97169.10     | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    923000 | PA      | $889530.90    | 0.06%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    312000 | PA      | $332269.02    | 0.02%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    296000 | PA      | $251257.26    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180044.68    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174762.28    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    554000 | PA      | $465715.70    | 0.03%             | 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        |    210000 | PA      | $144070.95    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                             | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119121.29    | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    351000 | PA      | $292207.30    | 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        |    310000 | PA      | $186535.64    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                | Cleco Power LLC                                                                 | CUSIP: 185508AE8<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276997.08    | 0.02%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    182000 | PA      | $118831.29    | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                  | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    168000 | PA      | $135996.50    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81444.04     | 0.01%             | 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        |    188000 | PA      | $146281.99    | 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        |   3246000 | PA      | $3478857.36   | 0.24%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211613.11    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372172.25    | 0.03%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                       | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    558000 | PA      | $439811.02    | 0.03%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1548532.32   | 0.11%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                          | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    295000 | PA      | $308197.91    | 0.02%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                        | State Grid Overseas Investment 2014 Ltd                                         | CUSIP: 857004AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    500000 | PA      | $484832.21    | 0.03%             | 2044-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    304000 | PA      | $247944.86    | 0.02%             | 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        |    265000 | PA      | $183861.37    | 0.01%             | 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        |    160000 | PA      | $162401.22    | 0.01%             | 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        |    310000 | PA      | $216471.83    | 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        |    367000 | PA      | $334705.26    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1059652.52   | 0.07%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    416000 | PA      | $403988.66    | 0.03%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $117363.75    | 0.01%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Unum Group                                     | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $294457.42    | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 AU                          | CNOOC Finance 2015 Australia Pty Ltd                                            | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    365000 | PA      | $291211.60    | 0.02%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Newcrest Finance Pty Ltd                       | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAB0<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $456698.43    | 0.03%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $200095.62    | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OCHSNER CLINIC FOUNDATIO                       | Ochsner Clinic Foundation                                                       | CUSIP: 675553AA9<br>LEI: 549300SN4RK0THHUAC05 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266096.35    | 0.02%             | 2045-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Allina Health System                           | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    196000 | PA      | $160635.59    | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $132029.62    | 0.01%             | 2060-08-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    759000 | PA      | $636238.21    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    412000 | PA      | $355809.88    | 0.02%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    550000 | PA      | $499803.11    | 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        |   1307000 | PA      | $1136827.53   | 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        |    262000 | PA      | $239679.84    | 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        |    344000 | PA      | $281814.95    | 0.02%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1083000 | PA      | $981690.78    | 0.07%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121020.42    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1508001.35   | 0.11%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    373000 | PA      | $254907.49    | 0.02%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                         | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    220000 | PA      | $178879.80    | 0.01%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                        | FMR LLC                                                                         | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224814.67    | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    793000 | PA      | $577161.89    | 0.04%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    370000 | PA      | $212595.38    | 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        |    433000 | PA      | $381531.21    | 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        |    549000 | PA      | $585539.90    | 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        |    530000 | PA      | $385275.49    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                   | Centrica PLC                                                                    | CUSIP: 15639KAB8<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $261283.78    | 0.02%             | 2043-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    606000 | PA      | $424995.59    | 0.03%             | 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        |   1026000 | PA      | $964379.13    | 0.07%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68606.10     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    157000 | PA      | $129422.01    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    704000 | PA      | $609830.11    | 0.04%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    369000 | PA      | $340982.48    | 0.02%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $854640.72    | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    513000 | PA      | $452780.28    | 0.03%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                         | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    218000 | PA      | $190208.34    | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                         | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    335000 | PA      | $378129.47    | 0.03%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    646000 | PA      | $662497.87    | 0.05%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Barrick Gold Corp                              | Barrick Gold Corp                                                               | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $232771.53    | 0.02%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1452191.84   | 0.10%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    737000 | PA      | $517342.29    | 0.04%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    334000 | PA      | $215859.40    | 0.02%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    732000 | PA      | $629349.41    | 0.04%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2012 LTD                         | CNOOC Finance 2012 Ltd                                                          | CUSIP: 12623UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    250000 | PA      | $225045.48    | 0.02%             | 2042-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                      | Spire Inc                                                                       | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    220000 | PA      | $185127.14    | 0.01%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177358.43    | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                       | LBJ Infrastructure Group LLC                                                    | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |    405000 | PA      | $260393.13    | 0.02%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    801000 | PA      | $865953.09    | 0.06%             | 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        |    312000 | PA      | $276302.27    | 0.02%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    359000 | PA      | $257581.46    | 0.02%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Polar Tankers Inc                              | Polar Tankers Inc                                                               | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504132 | PA      | $518260.98    | 0.04%             | 2037-05-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $616850.68    | 0.04%             | 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        |    193000 | PA      | $187087.77    | 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        |     70000 | PA      | $40363.94     | 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        |    267000 | PA      | $183870.70    | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    455000 | PA      | $472383.55    | 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        |    315000 | PA      | $285574.03    | 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        |    672000 | PA      | $481807.99    | 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        |   1889000 | PA      | $1704787.70   | 0.12%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $965332.96    | 0.07%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    403000 | PA      | $365610.75    | 0.03%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $218050.01    | 0.02%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    863000 | PA      | $731265.20    | 0.05%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                          | Narragansett Electric Co/The                                                    | CUSIP: 631005BF1<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    192000 | PA      | $153936.04    | 0.01%             | 2042-12-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    265000 | PA      | $200008.34    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    852000 | PA      | $850353.31    | 0.06%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                          | Northwestern Memorial Healthcare Obligated Group                                | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $79717.12     | 0.01%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $346586.55    | 0.02%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AC0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124834.54    | 0.01%             | 2037-05-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    621000 | PA      | $428160.83    | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    412000 | PA      | $418614.69    | 0.03%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $264169.25    | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68275.98     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    731000 | PA      | $661225.21    | 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        |    150000 | PA      | $107607.67    | 0.01%             | 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        |    471000 | PA      | $421046.32    | 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        |    305000 | PA      | $229609.15    | 0.02%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    386000 | PA      | $316394.63    | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    473000 | PA      | $451290.62    | 0.03%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    120000 | PA      | $94705.24     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                          | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1210292.49   | 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        |    684000 | PA      | $745560.00    | 0.05%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    513000 | PA      | $465693.05    | 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        |   1625000 | PA      | $1369650.88   | 0.10%             | 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        |    370000 | PA      | $261687.35    | 0.02%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196552.68    | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                            | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    298000 | PA      | $194660.88    | 0.01%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                        | Public Service Co of Oklahoma                                                   | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145483.18    | 0.01%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    311000 | PA      | $238442.50    | 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        |    718000 | PA      | $725327.89    | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                       | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $186027.17    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185453.25    | 0.01%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47727.80     | 0.00%             | 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        |   1227000 | PA      | $937353.45    | 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        |    849000 | PA      | $737747.52    | 0.05%             | 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        |    258000 | PA      | $230877.63    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                       | Indonesia Asahan Aluminium Persero PT                                           | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $244821.47    | 0.02%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199073.74    | 0.01%             | 2040-07-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    478000 | PA      | $383094.73    | 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        |     80000 | PA      | $87040.79     | 0.01%             | 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        |    708000 | PA      | $625767.11    | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                           | Appalachian Power Co                                                            | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194120.56    | 0.01%             | 2035-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $714179.36    | 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        |    262000 | PA      | $230257.49    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    674000 | PA      | $598900.55    | 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        |    185000 | PA      | $162155.26    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    292000 | PA      | $260192.77    | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                       | Indianapolis Power & Light Co                                                   | CUSIP: 455434BS8<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    192000 | PA      | $168492.83    | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2046669.68   | 0.14%             | 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        |    361000 | PA      | $282341.43    | 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        |    300000 | PA      | $248143.86    | 0.02%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    195000 | PA      | $158491.80    | 0.01%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                              | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    448000 | PA      | $313686.17    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    372000 | PA      | $288596.90    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                       | Northwell Healthcare Inc                                                        | CUSIP: 662352AB9<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256536.50    | 0.02%             | 2043-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| KKR GROUP FINANCE CO III                       | KKR Group Finance Co III LLC                                                    | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $516056.11    | 0.04%             | 2044-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358725.28    | 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        |    219000 | PA      | $156567.87    | 0.01%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148801.66    | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    661000 | PA      | $538814.78    | 0.04%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                              | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $125509.51    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    179000 | PA      | $133023.38    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $150740.00    | 0.01%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $894426.96    | 0.06%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                        | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   3934000 | PA      | $3713116.25   | 0.26%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $213189.13    | 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        |    795000 | PA      | $550731.42    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    694000 | PA      | $562101.48    | 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        |    180000 | PA      | $148730.63    | 0.01%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1858000 | PA      | $2116791.96   | 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        |    556000 | PA      | $433237.83    | 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        |   1917000 | PA      | $1521927.52   | 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        |    220000 | PA      | $178045.91    | 0.01%             | 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        |   1365000 | PA      | $1216067.20   | 0.09%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    515000 | PA      | $559968.13    | 0.04%             | 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        |    225000 | PA      | $163816.89    | 0.01%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                         | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    456000 | PA      | $483013.69    | 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        |    595000 | PA      | $407035.22    | 0.03%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                         | Standard Chartered PLC                                                          | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1008000 | PA      | $898469.77    | 0.06%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    374000 | PA      | $332490.08    | 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        |    386000 | PA      | $327874.88    | 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        |    211000 | PA      | $184616.11    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                       | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    554000 | PA      | $442480.02    | 0.03%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    303000 | PA      | $263504.48    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                   | CUSIP: 902674XN5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    580000 | PA      | $493851.25    | 0.03%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    571000 | PA      | $529670.44    | 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        |    217000 | PA      | $194956.83    | 0.01%             | 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        |    390000 | PA      | $342723.70    | 0.02%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    176000 | PA      | $196194.10    | 0.01%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $445470.45    | 0.03%             | 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        |    250000 | PA      | $225446.60    | 0.02%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    176000 | PA      | $145323.57    | 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        |    384000 | PA      | $270734.50    | 0.02%             | 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        |    165000 | PA      | $138303.99    | 0.01%             | 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        |    676000 | PA      | $538590.28    | 0.04%             | 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        |    436000 | PA      | $296313.74    | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293160.29    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    385000 | PA      | $331712.00    | 0.02%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    448000 | PA      | $337880.16    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    385000 | PA      | $422945.78    | 0.03%             | 2037-09-01      | Fixed         | 6.25%                 | 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        |    583000 | PA      | $601298.78    | 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        |    776000 | PA      | $502450.45    | 0.04%             | 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        |    665000 | PA      | $525353.14    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $428677.31    | 0.03%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25440.95     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    383000 | PA      | $375566.31    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                    | CUSIP: 976826BF3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    170000 | PA      | $198493.78    | 0.01%             | 2038-10-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129855.73    | 0.01%             | 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        |    825000 | PA      | $695518.97    | 0.05%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    666000 | PA      | $421706.74    | 0.03%             | 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        |    250000 | PA      | $167621.34    | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                             | CUSIP: 291011BB9<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169962.65    | 0.01%             | 2039-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $502688.67    | 0.04%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TTX Co                                         | TTX Co                                                                          | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    255000 | PA      | $226416.31    | 0.02%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                         | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143232.94    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                     | Lafarge SA                                                                      | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $307601.23    | 0.02%             | 2036-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SECURIAN FINANCIAL GROUP                       | Securian Financial Group Inc                                                    | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170850.28    | 0.01%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    391000 | PA      | $281610.19    | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHSH SYSTEM OBL GRP                            | BHSH System Obligated Group                                                     | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $176180.32    | 0.01%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CM1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    440000 | PA      | $329272.23    | 0.02%             | 2046-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                         | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1565000 | PA      | $1061423.82   | 0.07%             | 2052-01-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    821000 | PA      | $615208.89    | 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        |    697000 | PA      | $609679.14    | 0.04%             | 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        |    170000 | PA      | $123887.41    | 0.01%             | 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        |    900000 | PA      | $858224.53    | 0.06%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $1799740.15   | 0.13%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178751.85    | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    421000 | PA      | $387274.49    | 0.03%             | 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        |   1456000 | PA      | $1252586.27   | 0.09%             | 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        |    187000 | PA      | $125795.20    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    695000 | PA      | $624328.56    | 0.04%             | 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      | $233330.05    | 0.02%             | 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        |   1315000 | PA      | $934204.88    | 0.07%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248973.49    | 0.02%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    391000 | PA      | $388947.18    | 0.03%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    533000 | PA      | $410406.30    | 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        |    355000 | PA      | $302333.38    | 0.02%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    378000 | PA      | $325321.92    | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    725000 | PA      | $582732.95    | 0.04%             | 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        |    150000 | PA      | $82809.21     | 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        |    356000 | PA      | $324829.63    | 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        |    285000 | PA      | $284900.30    | 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        |    707000 | PA      | $530280.40    | 0.04%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    295000 | PA      | $326002.62    | 0.02%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    285000 | PA      | $363889.23    | 0.03%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $169143.60    | 0.01%             | 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        |    632000 | PA      | $692799.99    | 0.05%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                         | CUSIP: 759470BC0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    420000 | PA      | $278000.42    | 0.02%             | 2062-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    454000 | PA      | $371040.40    | 0.03%             | 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        |    680000 | PA      | $527879.72    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    196000 | PA      | $152068.40    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $793566.85    | 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        |    105000 | PA      | $97725.23     | 0.01%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    813000 | PA      | $576979.64    | 0.04%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $109295.90    | 0.01%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265591.51    | 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        |    853000 | PA      | $748414.84    | 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        |    469000 | PA      | $419137.61    | 0.03%             | 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        |    394000 | PA      | $289755.63    | 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        |    695000 | PA      | $640225.71    | 0.04%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WK KELLOGG FOUNDATION TR                       | WK Kellogg Foundation Trust                                                     | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30234.90     | 0.00%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    401000 | PA      | $377698.50    | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                        | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $150714.89    | 0.01%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $582918.13    | 0.04%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THE MET                                        | Metropolitan Museum of Art/The                                                  | CUSIP: 592189AA2<br>LEI: 549300LS1O4XQ1SY7T11 | Long             | DBT              | CORP              | US        |    246000 | PA      | $193550.30    | 0.01%             | 2045-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                        | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $220371.75    | 0.02%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    774000 | PA      | $670546.62    | 0.05%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    159000 | PA      | $132399.34    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BQ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170577.05    | 0.01%             | 2042-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $350422.15    | 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        |    815000 | PA      | $823074.43    | 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        |    759000 | PA      | $639143.35    | 0.04%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550830.74    | 0.04%             | 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        |    522000 | PA      | $421692.75    | 0.03%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    354000 | PA      | $319887.61    | 0.02%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                               | HSBC Bank USA NA/New York NY                                                    | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67557.06     | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    506000 | PA      | $380877.17    | 0.03%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479555.59    | 0.03%             | 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        |    440000 | PA      | $486922.78    | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                        | New York State Electric & Gas Corp                                              | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121634.45    | 0.01%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    243000 | PA      | $258463.39    | 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        |    380000 | PA      | $319929.51    | 0.02%             | 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        |    900000 | PA      | $686249.62    | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                       | CUSIP: 36830BAC9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    360000 | PA      | $253605.75    | 0.02%             | 2051-03-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    964000 | PA      | $936875.56    | 0.07%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    359000 | PA      | $311392.06    | 0.02%             | 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        |    458000 | PA      | $477742.21    | 0.03%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    428000 | PA      | $366479.95    | 0.03%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    605000 | PA      | $650057.96    | 0.05%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                         | CEZ AS                                                                          | CUSIP: 157214AB3<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    223000 | PA      | $205155.15    | 0.01%             | 2042-04-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Cenovus Energy Inc                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    446000 | PA      | $411971.93    | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    390000 | PA      | $304770.02    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                | CMS Energy Corp                                                                 | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155301.59    | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                              | Claremont Mckenna College                                                       | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $97993.02     | 0.01%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                         | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    364000 | PA      | $448158.94    | 0.03%             | 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        |    312000 | PA      | $270885.47    | 0.02%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $719544.05    | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AEROPUERTO INTL TOCUMEN                        | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $233408.42    | 0.02%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                            | CUSIP: 69370PAE1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    431000 | PA      | $358292.84    | 0.03%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                   | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    205000 | PA      | $140131.76    | 0.01%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $206636.12    | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $568301.17    | 0.04%             | 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        |    468000 | PA      | $316150.06    | 0.02%             | 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        |    971000 | PA      | $601416.75    | 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        |    577000 | PA      | $430224.90    | 0.03%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                           | Sinopec Group Overseas Development 2018 Ltd                                     | CUSIP: 82939GAD0<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    323000 | PA      | $285882.51    | 0.02%             | 2048-09-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141395.47    | 0.01%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CP7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147040.08    | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                  | Ingredion Inc                                                                   | CUSIP: 219023AC2<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173884.94    | 0.01%             | 2037-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC SERVICE                       | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $205598.17    | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    745000 | PA      | $617651.58    | 0.04%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    717000 | PA      | $658869.89    | 0.05%             | 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        |    695000 | PA      | $569005.06    | 0.04%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323631.38    | 0.02%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    627000 | PA      | $556005.90    | 0.04%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    403000 | PA      | $326728.75    | 0.02%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    319000 | PA      | $295101.69    | 0.02%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                             | Boston Gas Co                                                                   | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    395000 | PA      | $328961.40    | 0.02%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    404000 | PA      | $422839.98    | 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        |    521000 | PA      | $368662.05    | 0.03%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    227000 | PA      | $236788.64    | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2546257.43   | 0.18%             | 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        |    215000 | PA      | $137474.95    | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    374000 | PA      | $298980.16    | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    605000 | PA      | $470349.97    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SINOPEC GRP OVERSEAS DEV                       | Sinopec Group Overseas Development 2017 Ltd                                     | CUSIP: 82938NAD6<br>LEI: 5493001IPW8ZGQ181Z16 | Long             | DBT              | CORP              | VG        |    450000 | PA      | $373566.47    | 0.03%             | 2047-04-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $488119.75    | 0.03%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    640000 | PA      | $583745.92    | 0.04%             | 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        |    285000 | PA      | $311756.90    | 0.02%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                    | Bacardi Ltd                                                                     | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    353000 | PA      | $313722.79    | 0.02%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                        | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $205960.95    | 0.01%             | 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        |    291000 | PA      | $242645.84    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    396000 | PA      | $309977.36    | 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        |    967000 | PA      | $943003.02    | 0.07%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68311.23     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $680815.62    | 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        |    510000 | PA      | $362062.11    | 0.03%             | 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        |    136000 | PA      | $129408.30    | 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        |    275000 | PA      | $195632.99    | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    316000 | PA      | $219954.13    | 0.02%             | 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        |    135000 | PA      | $120071.20    | 0.01%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    186000 | PA      | $170245.39    | 0.01%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $246866.30    | 0.02%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    504000 | PA      | $467334.84    | 0.03%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $217782.73    | 0.02%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318410.98    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    801000 | PA      | $485452.05    | 0.03%             | 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        |   1282000 | PA      | $940402.55    | 0.07%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362442.11    | 0.03%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     89000 | PA      | $77441.36     | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    334000 | PA      | $284798.73    | 0.02%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    433000 | PA      | $317493.38    | 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        |    165000 | PA      | $108536.80    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                       | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    152000 | PA      | $132164.13    | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Monongahela Power Co                           | Monongahela Power Co                                                            | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $209828.91    | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I                       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $284263.78    | 0.02%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    170000 | PA      | $146005.87    | 0.01%             | 2043-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    288000 | PA      | $280672.79    | 0.02%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    425000 | PA      | $296263.81    | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    357000 | PA      | $314685.51    | 0.02%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    414000 | PA      | $357741.54    | 0.03%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                  | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $189976.31    | 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        |   1129000 | PA      | $742300.16    | 0.05%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    647000 | PA      | $473622.02    | 0.03%             | 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        |    296000 | PA      | $225231.18    | 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        |    186000 | PA      | $105030.69    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    601000 | PA      | $550702.18    | 0.04%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    249000 | PA      | $227756.86    | 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        |    567000 | PA      | $453025.52    | 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        |    907000 | PA      | $843166.07    | 0.06%             | 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        |    180000 | PA      | $194310.00    | 0.01%             | 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        |    319000 | PA      | $273750.32    | 0.02%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    380000 | PA      | $309633.94    | 0.02%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Great River Energy                             | Great River Energy                                                              | CUSIP: 39121JAE0<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |    418585 | PA      | $428998.01    | 0.03%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $366366.32    | 0.03%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    166000 | PA      | $149989.00    | 0.01%             | 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        |    853000 | PA      | $767998.27    | 0.05%             | 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        |    547000 | PA      | $498240.08    | 0.03%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                          | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    202000 | PA      | $156224.34    | 0.01%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    866000 | PA      | $572588.36    | 0.04%             | 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        |    491000 | PA      | $412294.94    | 0.03%             | 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        |    228000 | PA      | $218482.40    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                       | Mars Inc                                                                        | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    328000 | PA      | $273183.14    | 0.02%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Heineken NV                                    | Heineken NV                                                                     | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $368057.69    | 0.03%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    418000 | PA      | $246842.14    | 0.02%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    194000 | PA      | $158389.55    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    474000 | PA      | $440264.72    | 0.03%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171493.51    | 0.01%             | 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        |    736000 | PA      | $894942.72    | 0.06%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    635000 | PA      | $560045.58    | 0.04%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $194524.13    | 0.01%             | 2040-05-11      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    140000 | PA      | $156729.17    | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    616000 | PA      | $661574.25    | 0.05%             | 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        |    164000 | PA      | $147842.14    | 0.01%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    395000 | PA      | $429869.62    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206310.63    | 0.01%             | 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        |    308000 | PA      | $242129.43    | 0.02%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                          | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    377000 | PA      | $286524.91    | 0.02%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    324000 | PA      | $272079.06    | 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        |    543000 | PA      | $478054.08    | 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        |    838000 | PA      | $869964.71    | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    168000 | PA      | $142546.16    | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    399000 | PA      | $338514.32    | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TUFTS UNIVERSITY                               | Trustees of Tufts College                                                       | CUSIP: 899043AC7<br>LEI: 549300P8P46IPM1SBD64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59083.45     | 0.00%             | 2051-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218413.83    | 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        |    595000 | PA      | $501590.21    | 0.04%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $152793.29    | 0.01%             | 2042-12-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72475.59     | 0.01%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    325000 | PA      | $377087.31    | 0.03%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                          | Georgia Power Co                                                                | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93903.91     | 0.01%             | 2040-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    275000 | PA      | $193719.66    | 0.01%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    909000 | PA      | $582699.17    | 0.04%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    740000 | PA      | $502920.97    | 0.04%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 107893259 | NS      | $107904048.67 | 7.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306619.99    | 0.02%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $465804.10    | 0.03%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                       | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    165000 | PA      | $102141.85    | 0.01%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $363801.33    | 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        |    295000 | PA      | $267930.04    | 0.02%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    662000 | PA      | $610770.89    | 0.04%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346098.27    | 0.02%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Appalachian Power Co                           | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    126000 | PA      | $105532.80    | 0.01%             | 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        |    259000 | PA      | $194443.80    | 0.01%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1378195.64   | 0.10%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY POWER & LT                         | Evergy Metro Inc                                                                | CUSIP: 485134BH2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171548.95    | 0.01%             | 2035-11-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAF7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    231000 | PA      | $184242.18    | 0.01%             | 2042-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    448000 | PA      | $293952.07    | 0.02%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAG7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $159663.83    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214353.40    | 0.02%             | 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        |    723000 | PA      | $475869.40    | 0.03%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Harley-Davidson Inc                            | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    199000 | PA      | $150705.09    | 0.01%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    531000 | PA      | $604076.00    | 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        |    417000 | PA      | $304080.52    | 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        |    750000 | PA      | $545220.00    | 0.04%             | 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        |    280000 | PA      | $194667.79    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                             | Alcon Finance Corp                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    205750 | PA      | $155180.30    | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    294000 | PA      | $281390.75    | 0.02%             | 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        |    472000 | PA      | $419777.70    | 0.03%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    514000 | PA      | $540782.23    | 0.04%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    574000 | PA      | $487220.80    | 0.03%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    274000 | PA      | $249213.93    | 0.02%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154264.32    | 0.01%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    305000 | PA      | $329976.36    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $254917.65    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                       | Precision Castparts Corp                                                        | CUSIP: 740189AN5<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    431000 | PA      | $401814.88    | 0.03%             | 2035-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    107000 | PA      | $90423.12     | 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        |    292000 | PA      | $301747.57    | 0.02%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                 | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    412000 | PA      | $444929.30    | 0.03%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    198000 | PA      | $170949.22    | 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        |    367000 | PA      | $228391.84    | 0.02%             | 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        |    758000 | PA      | $793881.94    | 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        |    317000 | PA      | $322325.78    | 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        |    474000 | PA      | $407743.17    | 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        |    880000 | PA      | $687265.32    | 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        |   3094000 | PA      | $2968676.54   | 0.21%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261603.32    | 0.02%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                    | Mayo Clinic                                                                     | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11971.79     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    424000 | PA      | $311862.03    | 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        |    488000 | PA      | $404059.32    | 0.03%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                              | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    215000 | PA      | $276146.73    | 0.02%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                           | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAD3<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    320000 | PA      | $255787.32    | 0.02%             | 2048-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                          | BG Energy Capital PLC                                                           | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $692574.90    | 0.05%             | 2041-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    843000 | PA      | $788612.39    | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                         | Cox Communications Inc                                                          | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    490000 | PA      | $300208.29    | 0.02%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    312000 | PA      | $265424.10    | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Pertamina Persero PT                           | Pertamina Persero PT                                                            | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    669000 | PA      | $646153.66    | 0.05%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    544000 | PA      | $495508.48    | 0.03%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    288000 | PA      | $193747.34    | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    324000 | PA      | $307247.64    | 0.02%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    808000 | PA      | $706075.18    | 0.05%             | 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        |    300000 | PA      | $303628.07    | 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        |    188000 | PA      | $159498.61    | 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        |   1596000 | PA      | $1470895.24   | 0.10%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1277098.37   | 0.09%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $476455.94    | 0.03%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     49000 | PA      | $52114.69     | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| NEWCREST FINANCE PTY LTD                       | Newcrest Finance Pty Ltd                                                        | CUSIP: 65120FAE4<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    123000 | PA      | $89762.14     | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    195000 | PA      | $211111.87    | 0.01%             | 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        |    275000 | PA      | $237641.46    | 0.02%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1631804.39   | 0.11%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1142000 | PA      | $874229.23    | 0.06%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1185813.16   | 0.08%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    365000 | PA      | $396980.71    | 0.03%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BAE SYSTEMS PLC                                | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    369000 | PA      | $247285.23    | 0.02%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289685.61    | 0.02%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BL6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $193120.38    | 0.01%             | 2043-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 II                        | CK Hutchison International 19 II Ltd                                            | CUSIP: 12563DAB1<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |    755000 | PA      | $539154.67    | 0.04%             | 2049-09-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                       | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120235.69    | 0.01%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WBD7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    555000 | PA      | $368913.27    | 0.03%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                            | Minejesa Capital BV                                                             | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $253948.37    | 0.02%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                        | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $352891.67    | 0.02%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                        | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    583000 | PA      | $447253.68    | 0.03%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1169707.32   | 0.08%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    390000 | PA      | $283159.21    | 0.02%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $997473.85    | 0.07%             | 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        |    669000 | PA      | $736554.41    | 0.05%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $258228.35    | 0.02%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    569000 | PA      | $512360.19    | 0.04%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $223211.49    | 0.02%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $332681.13    | 0.02%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    443000 | PA      | $328783.64    | 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        |    170000 | PA      | $154225.05    | 0.01%             | 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        |    355000 | PA      | $268091.68    | 0.02%             | 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        |    300000 | PA      | $195907.19    | 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        |    187000 | PA      | $158045.24    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $1358272.03   | 0.10%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    881000 | PA      | $746993.82    | 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        |    292000 | PA      | $286764.76    | 0.02%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                                  | CUSIP: 546676AV9<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    172000 | PA      | $148935.47    | 0.01%             | 2043-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                         | Cox Communications Inc                                                          | CUSIP: 224044CK1<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173464.53    | 0.01%             | 2047-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $256708.46    | 0.02%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    539000 | PA      | $548725.57    | 0.04%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $455006.37    | 0.03%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                           | Blue Owl Finance LLC                                                            | CUSIP: 09581JAC0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $144160.89    | 0.01%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    555000 | PA      | $656348.92    | 0.05%             | 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        |    345000 | PA      | $238754.53    | 0.02%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5235000 | PA      | $4897254.87   | 0.34%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61736.57     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    920000 | PA      | $765376.86    | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    549000 | PA      | $386267.73    | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    328000 | PA      | $272289.01    | 0.02%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    308000 | PA      | $229965.40    | 0.02%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    168000 | PA      | $142927.09    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    635000 | PA      | $528735.53    | 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        |    460000 | PA      | $442792.52    | 0.03%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WAH9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    555000 | PA      | $433661.91    | 0.03%             | 2038-01-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: —       |
| TUFTS UNIVERSITY                               | Trustees of Tufts College                                                       | CUSIP: 899043AA1<br>LEI: 549300P8P46IPM1SBD64 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160215.17    | 0.01%             | 2112-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    582000 | PA      | $410761.10    | 0.03%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $971709.84    | 0.07%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AL1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    212000 | PA      | $182075.45    | 0.01%             | 2044-04-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    111000 | PA      | $64374.70     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    302000 | PA      | $288852.66    | 0.02%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    207000 | PA      | $178181.60    | 0.01%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107137.88    | 0.01%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    305000 | PA      | $208571.44    | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                           | New England Power Co                                                            | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    434000 | PA      | $269174.55    | 0.02%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $682469.89    | 0.05%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                                          | CUSIP: 745332BU9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    226000 | PA      | $219500.40    | 0.02%             | 2035-06-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                          | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    340000 | PA      | $282486.74    | 0.02%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    209000 | PA      | $232443.29    | 0.02%             | 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        |    410000 | PA      | $396521.00    | 0.03%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                        | Saudi Electricity Global Sukuk Co 3                                             | CUSIP: 80413MAB0<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    622000 | PA      | $615569.76    | 0.04%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    268000 | PA      | $239578.21    | 0.02%             | 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        |    607000 | PA      | $558830.09    | 0.04%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    246000 | PA      | $193353.16    | 0.01%             | 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        |    441000 | PA      | $410417.19    | 0.03%             | 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        |    896000 | PA      | $827835.63    | 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        |    496000 | PA      | $406471.97    | 0.03%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FE2<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254385.52    | 0.02%             | 2041-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $225065.30    | 0.02%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                  | Fresnillo PLC                                                                   | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $330721.24    | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                | CUSIP: 200447AJ9<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    362000 | PA      | $233942.50    | 0.02%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248010.86    | 0.02%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    185000 | PA      | $195404.10    | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                               | Pacific LifeCorp                                                                | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173278.20    | 0.01%             | 2043-01-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    267000 | PA      | $225826.66    | 0.02%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    543000 | PA      | $602753.11    | 0.04%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    204000 | PA      | $187984.48    | 0.01%             | 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        |    910000 | PA      | $586606.45    | 0.04%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    304000 | PA      | $250541.31    | 0.02%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    952000 | PA      | $878906.30    | 0.06%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    482000 | PA      | $451389.51    | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $388796.87    | 0.03%             | 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        |    325000 | PA      | $238447.81    | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                  | Wachovia Corp                                                                   | CUSIP: 337358BA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $217694.11    | 0.02%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    392000 | PA      | $344075.70    | 0.02%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    296000 | PA      | $318344.92    | 0.02%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $234979.56    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    887000 | PA      | $661789.16    | 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        |    450000 | PA      | $416863.89    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EMPRESA DE TRANSPORTE ME                       | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 29246QAF2<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    315000 | PA      | $198828.00    | 0.01%             | 2061-09-13      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                            | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $227511.14    | 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        |    626000 | PA      | $464835.77    | 0.03%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     66000 | PA      | $77651.81     | 0.01%             | 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        |   1109000 | PA      | $906290.43    | 0.06%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    968000 | PA      | $848150.91    | 0.06%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    468000 | PA      | $380684.66    | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    589000 | PA      | $406462.64    | 0.03%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    360000 | PA      | $251117.41    | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    678000 | PA      | $706436.28    | 0.05%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                       | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    189000 | PA      | $169608.39    | 0.01%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     47000 | PA      | $36182.67     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAT5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    545000 | PA      | $529404.51    | 0.04%             | 2043-10-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CH5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182137.16    | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                   | CUSIP: 29278GAQ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $136803.96    | 0.01%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $711164.04    | 0.05%             | 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        |    405000 | PA      | $338416.93    | 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        |    225000 | PA      | $173080.00    | 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        |    570000 | PA      | $450443.71    | 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        |   1102000 | PA      | $1004291.08   | 0.07%             | 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        |   1408000 | PA      | $935193.50    | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $936759.90    | 0.07%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1627501.86   | 0.11%             | 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        |    200000 | PA      | $170778.07    | 0.01%             | 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        |      5000 | PA      | $5404.05      | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    526000 | PA      | $422737.47    | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                         | Massachusetts Electric Co                                                       | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335682.33    | 0.02%             | 2039-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    730000 | PA      | $591586.12    | 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        |    497000 | PA      | $573500.50    | 0.04%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    457000 | PA      | $391388.63    | 0.03%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    393000 | PA      | $411397.25    | 0.03%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: —       |
| Diageo Capital PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $231092.55    | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $244684.95    | 0.02%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    380000 | PA      | $282001.39    | 0.02%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VOTORANTIM CIMENTOS INTL                       | Votorantim Cimentos International SA                                            | CUSIP: 92911QAA5<br>LEI: 635400TDXGDD6FQOI583 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $222681.25    | 0.02%             | 2041-04-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                             | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $262355.01    | 0.02%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    443000 | PA      | $368368.66    | 0.03%             | 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        |   1729000 | PA      | $1558286.93   | 0.11%             | 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        |   2169000 | PA      | $1368190.15   | 0.10%             | 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        |    752000 | PA      | $640143.95    | 0.04%             | 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        |   1039000 | PA      | $780491.76    | 0.05%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $962263.55    | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    516000 | PA      | $426474.06    | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN LIFE                        | Western & Southern Life Insurance Co/The                                        | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    270000 | PA      | $184828.22    | 0.01%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILL CITY FUNDING TRUST                        | Hill City Funding Trust                                                         | CUSIP: 43137PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $139929.46    | 0.01%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                           | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    145000 | PA      | $99173.56     | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DAM2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172517.09    | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    355000 | PA      | $320634.23    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813BG3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64139.41     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400EZ2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220335.58    | 0.02%             | 2036-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161831.29    | 0.01%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                  | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    296000 | PA      | $205957.53    | 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        |    365000 | PA      | $283878.89    | 0.02%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: —       |
| Legg Mason Inc                                 | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302677.39    | 0.02%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39504.09     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Boston University                              | Trustees of Boston University                                                   | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    265000 | PA      | $219848.25    | 0.02%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $759304.59    | 0.05%             | 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        |    448000 | PA      | $403608.93    | 0.03%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    241000 | PA      | $230142.82    | 0.02%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $208583.90    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $209774.03    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180668.85    | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                            | Nestle Holdings Inc                                                             | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    610000 | PA      | $594032.61    | 0.04%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $207346.64    | 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        |    191000 | PA      | $173612.33    | 0.01%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northwestern University                        | Northwestern University                                                         | CUSIP: 668444AN2<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140048.73    | 0.01%             | 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        |    335000 | PA      | $246301.45    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    421000 | PA      | $282108.21    | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                       | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAK8<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    331000 | PA      | $231597.30    | 0.02%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    735000 | PA      | $594115.71    | 0.04%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162048.53    | 0.01%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| BAPTIST HEALTHCARE                             | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $282912.05    | 0.02%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    276000 | PA      | $278820.64    | 0.02%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    486000 | PA      | $512624.20    | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    736000 | PA      | $663103.74    | 0.05%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187710.60    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BN0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    155000 | PA      | $120806.01    | 0.01%             | 2043-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416935.71    | 0.03%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    874000 | PA      | $913729.70    | 0.06%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                    | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76081.72     | 0.01%             | 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        |    521000 | PA      | $472828.94    | 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        |    417000 | PA      | $384602.43    | 0.03%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278308.95    | 0.02%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| REGIONS BANK                                   | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364319.87    | 0.03%             | 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        |    225000 | PA      | $199606.65    | 0.01%             | 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        |    300000 | PA      | $198686.20    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $768115.79    | 0.05%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    345000 | PA      | $296050.77    | 0.02%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    388000 | PA      | $317754.18    | 0.02%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    105000 | PA      | $82885.26     | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    346000 | PA      | $274298.83    | 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        |    349000 | PA      | $272970.64    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    335000 | PA      | $242429.11    | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573347.48    | 0.04%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    297000 | PA      | $254028.72    | 0.02%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                     | Dover Corp                                                                      | CUSIP: 260003AG3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101919.06    | 0.01%             | 2038-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1918000 | PA      | $1722489.42   | 0.12%             | 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        |    393000 | PA      | $329660.91    | 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        |    507000 | PA      | $478956.78    | 0.03%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    426000 | PA      | $316199.65    | 0.02%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    276000 | PA      | $195265.84    | 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        |    868000 | PA      | $781564.31    | 0.05%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $751329.47    | 0.05%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569212.38    | 0.04%             | 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        |    400000 | PA      | $425901.80    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    653000 | PA      | $554192.42    | 0.04%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1015700.47   | 0.07%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                          | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $456340.90    | 0.03%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    365000 | PA      | $307508.11    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                       | Great-West Lifeco Finance 2018 LP                                               | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $356343.81    | 0.03%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    406000 | PA      | $349196.45    | 0.02%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                       | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    521000 | PA      | $420753.71    | 0.03%             | 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        |    201000 | PA      | $193611.48    | 0.01%             | 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        |    219000 | PA      | $175161.29    | 0.01%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    364000 | PA      | $269986.05    | 0.02%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    701000 | PA      | $675371.86    | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMISION FED DE ELECTRIC                       | Comision Federal de Electricidad                                                | CUSIP: 200447AC4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    261000 | PA      | $209126.25    | 0.01%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    242000 | PA      | $165477.32    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $358052.76    | 0.03%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| SABAL TRAIL TRANS                              | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230057.46    | 0.02%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    520000 | PA      | $362714.90    | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| QUEENS HEALTH SYSTEMS                          | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117050.98    | 0.01%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    259000 | PA      | $261500.20    | 0.02%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                  | Medtronic Inc                                                                   | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43785.04     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Wesleyan University                            | Wesleyan University                                                             | CUSIP: 95101VAA7<br>LEI: MR0KVN5WYB7MX4TE2T37 | Long             | DBT              | CORP              | US        |    156000 | PA      | $120962.52    | 0.01%             | 2116-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $383412.06    | 0.03%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    365000 | PA      | $262443.11    | 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        |    850000 | PA      | $657376.83    | 0.05%             | 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        |    309000 | PA      | $260801.32    | 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        |    371000 | PA      | $247764.54    | 0.02%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    169000 | PA      | $177464.52    | 0.01%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    840000 | PA      | $731611.35    | 0.05%             | 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        |    435000 | PA      | $324247.61    | 0.02%             | 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        |    195000 | PA      | $156702.51    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    751000 | PA      | $674719.89    | 0.05%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    161000 | PA      | $141763.99    | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19314.16     | 0.00%             | 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        |    208000 | PA      | $120753.18    | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                            | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    555000 | PA      | $436854.52    | 0.03%             | 2050-01-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    289000 | PA      | $214438.00    | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORIA                        | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216531.70    | 0.02%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYU HOSPITALS CENTER                           | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $90110.25     | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    582000 | PA      | $537601.55    | 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        |    568000 | PA      | $497873.69    | 0.03%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $186582.83    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1081131.63   | 0.08%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                           | Pine Street Trust II                                                            | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $300984.98    | 0.02%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $748626.34    | 0.05%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $391915.59    | 0.03%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PUB SVC ELEC & GAS                             | Public Service Electric and Gas Co                                              | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219124.43    | 0.02%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                                                            | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170269.62    | 0.01%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $888507.48    | 0.06%             | 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        |    448000 | PA      | $392172.47    | 0.03%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    205000 | PA      | $221107.20    | 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        |   1388000 | PA      | $1309563.13   | 0.09%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                       | American Transmission Systems Inc                                               | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $137057.67    | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283873.39    | 0.02%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CARLYLE HOLDINGS II FIN                        | Carlyle Holdings II Finance LLC                                                 | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $352771.31    | 0.02%             | 2043-03-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    230000 | PA      | $248143.16    | 0.02%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    164000 | PA      | $139046.07    | 0.01%             | 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        |    951000 | PA      | $712344.32    | 0.05%             | 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        |    237000 | PA      | $188176.63    | 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        |    744000 | PA      | $561393.03    | 0.04%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1928662.45   | 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        |    180000 | PA      | $171323.45    | 0.01%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $200168.56    | 0.01%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| ALLINA HEALTH SYSTEM                           | Allina Health System                                                            | CUSIP: 01959LAA0<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165193.62    | 0.01%             | 2045-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    415000 | PA      | $342945.41    | 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        |    741000 | PA      | $495823.46    | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                        | Trustees of Boston College                                                      | CUSIP: 89838LAF1<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41374.87     | 0.00%             | 2047-07-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2263674.36   | 0.16%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                       | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    196000 | PA      | $149293.43    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    532000 | PA      | $478440.40    | 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        |    290000 | PA      | $253599.16    | 0.02%             | 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        |    183000 | PA      | $144432.12    | 0.01%             | 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        |    174000 | PA      | $150331.66    | 0.01%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    630000 | PA      | $506314.18    | 0.04%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    434000 | PA      | $392876.81    | 0.03%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                            | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    163000 | PA      | $110895.25    | 0.01%             | 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        |    347000 | PA      | $255796.71    | 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        |    226000 | PA      | $208683.90    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| KOREA ELECTRIC POWER                           | Korea Electric Power Corp                                                       | CUSIP: 500631AS5<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $396699.60    | 0.03%             | 2034-04-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    706000 | PA      | $810083.80    | 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        |    617000 | PA      | $485514.99    | 0.03%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    416000 | PA      | $408230.56    | 0.03%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $808087.44    | 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        |    295000 | PA      | $217192.81    | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                       | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    116000 | PA      | $98360.14     | 0.01%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    334000 | PA      | $283773.19    | 0.02%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                             | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    131000 | PA      | $79638.55     | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152835.07    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $955471.69    | 0.07%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    459000 | PA      | $333678.43    | 0.02%             | 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        |    154000 | PA      | $141464.55    | 0.01%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $208359.58    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    213000 | PA      | $216059.62    | 0.02%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1029187.17   | 0.07%             | 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        |    540000 | PA      | $359386.93    | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $706614.79    | 0.05%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197713.64    | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    638000 | PA      | $501068.87    | 0.04%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123189.19    | 0.01%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    387000 | PA      | $393735.05    | 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        |    859000 | PA      | $628807.90    | 0.04%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    395000 | PA      | $434917.08    | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    562000 | PA      | $431396.55    | 0.03%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197008.08    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    582000 | PA      | $513445.56    | 0.04%             | 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        |   1317000 | PA      | $1346463.67   | 0.09%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RCM4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200581.76    | 0.01%             | 2110-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    432000 | PA      | $324700.35    | 0.02%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRUST F/1401                                   | Trust Fibra Uno                                                                 | CUSIP: 898324AB4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    445000 | PA      | $351609.08    | 0.02%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $420436.58    | 0.03%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                          | Franciscan Missionaries of Our Lady Health System Inc                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140099.81    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    315000 | PA      | $272121.30    | 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        |    221000 | PA      | $170442.40    | 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        |    190000 | PA      | $172202.86    | 0.01%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    559000 | PA      | $478237.51    | 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        |    755000 | PA      | $674137.50    | 0.05%             | 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        |    223000 | PA      | $181136.21    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $1840583.34   | 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        |    586000 | PA      | $387299.05    | 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        |    492000 | PA      | $451632.08    | 0.03%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                       | SC Johnson & Son Inc                                                            | CUSIP: 478165AH6<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    605000 | PA      | $550915.10    | 0.04%             | 2046-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $123169.97    | 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        |    395000 | PA      | $381180.38    | 0.03%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67615.03     | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                              | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    271000 | PA      | $183927.14    | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    246000 | PA      | $215530.03    | 0.02%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108771.11    | 0.01%             | 2054-08-15      | Fixed         | 4.85%                 | 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        |    383000 | PA      | $311643.05    | 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        |    922000 | PA      | $623252.47    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    705000 | PA      | $547268.84    | 0.04%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                        | Jersey Central Power & Light Co                                                 | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160796.92    | 0.01%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    891000 | PA      | $694434.70    | 0.05%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109416.83    | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| EASTERN GAS TRAN                               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    146000 | PA      | $120958.57    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86945.44     | 0.01%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475429.36    | 0.03%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    626000 | PA      | $664783.73    | 0.05%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22231.47     | 0.00%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    287000 | PA      | $211073.63    | 0.01%             | 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        |    216000 | PA      | $214572.16    | 0.02%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $994404.29    | 0.07%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    890000 | PA      | $805338.55    | 0.06%             | 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        |    381000 | PA      | $339846.33    | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    553000 | PA      | $474675.33    | 0.03%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                               | HSBC Bank USA NA/New York NY                                                    | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254126.07    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                        | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    360000 | PA      | $302645.73    | 0.02%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBF6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    410000 | PA      | $368771.50    | 0.03%             | 2050-03-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    416000 | PA      | $431476.39    | 0.03%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| STANFORD HEALTH CARE                           | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $161260.72    | 0.01%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1177000 | PA      | $757119.23    | 0.05%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    363000 | PA      | $280061.53    | 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        |   1339000 | PA      | $1165868.30   | 0.08%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232522.40    | 0.02%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAL2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    313000 | PA      | $328847.19    | 0.02%             | 2036-10-24      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94202.70     | 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        |    560000 | PA      | $408761.46    | 0.03%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS SOUTH INC                        | Evergy Kansas South Inc                                                         | CUSIP: 485260BM4<br>LEI: COSLT31YNZB2QZPP3422 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55575.04     | 0.00%             | 2044-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    540000 | PA      | $526385.67    | 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        |    156000 | PA      | $145483.27    | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    438000 | PA      | $345463.00    | 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        |    193000 | PA      | $156506.97    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    260000 | PA      | $180592.58    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1060471.65   | 0.07%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $303480.40    | 0.02%             | 2036-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NATIONAL RETAIL PROP INC                       | National Retail Properties Inc                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    186000 | PA      | $157211.15    | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                | Nevada Power Co                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    260000 | PA      | $286198.54    | 0.02%             | 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        |    474000 | PA      | $440448.50    | 0.03%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    871000 | PA      | $904574.96    | 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        |    312000 | PA      | $230636.71    | 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        |    340000 | PA      | $288098.30    | 0.02%             | 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        |    170000 | PA      | $121096.28    | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67377.67     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    266000 | PA      | $201536.28    | 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        |    679000 | PA      | $855586.37    | 0.06%             | 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        |    365000 | PA      | $256239.54    | 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        |    349000 | PA      | $323706.28    | 0.02%             | 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        |    715000 | PA      | $635871.53    | 0.04%             | 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        |    426000 | PA      | $427396.91    | 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        |    670000 | PA      | $441996.59    | 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        |    665000 | PA      | $469671.45    | 0.03%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    527000 | PA      | $484878.47    | 0.03%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $186552.85    | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    550000 | PA      | $600553.01    | 0.04%             | 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        |    305000 | PA      | $236683.54    | 0.02%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEAS DEV                       | Sinopec Group Overseas Development 2017 Ltd                                     | CUSIP: 82938NAJ3<br>LEI: 5493001IPW8ZGQ181Z16 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $318116.00    | 0.02%             | 2047-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    203000 | PA      | $138016.78    | 0.01%             | 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        |    860000 | PA      | $760775.44    | 0.05%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372954.74    | 0.03%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    751000 | PA      | $724110.19    | 0.05%             | 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        |    320000 | PA      | $218802.03    | 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        |    584000 | PA      | $589058.12    | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                         | APA Infrastructure Ltd                                                          | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    234000 | PA      | $212648.59    | 0.01%             | 2035-03-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                                  | CUSIP: 546676AU1<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69672.64     | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                               | Pacific LifeCorp                                                                | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $275466.38    | 0.02%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    618000 | PA      | $542203.83    | 0.04%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NIAGARA MOHAWK POWER                           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43665.79     | 0.00%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    643000 | PA      | $665102.16    | 0.05%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    357000 | PA      | $291306.23    | 0.02%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SES SA                                         | SES SA                                                                          | CUSIP: 78413HAB5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    155000 | PA      | $120475.80    | 0.01%             | 2043-04-04      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    312000 | PA      | $205414.85    | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    210000 | PA      | $231367.23    | 0.02%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1022000 | PA      | $934726.12    | 0.07%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                       | George Washington University/The                                                | CUSIP: 372546AV3<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171313.12    | 0.01%             | 2046-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    939000 | PA      | $795092.54    | 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        |    285000 | PA      | $253839.69    | 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        |   4641000 | PA      | $4309891.34   | 0.30%             | 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        |   1650000 | PA      | $1276753.02   | 0.09%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1593000 | PA      | $1434130.11   | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                           | Sinopec Group Overseas Development 2018 Ltd                                     | CUSIP: 82939GAM0<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $141835.91    | 0.01%             | 2049-11-12      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    183000 | PA      | $135297.69    | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903AY1<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $270064.57    | 0.02%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    261000 | PA      | $236739.02    | 0.02%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $143662.35    | 0.01%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    429000 | PA      | $334509.44    | 0.02%             | 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        |    125000 | PA      | $124782.57    | 0.01%             | 2035-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    634000 | PA      | $444527.89    | 0.03%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    284000 | PA      | $293434.69    | 0.02%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                            | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240823.64    | 0.02%             | 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        |    240000 | PA      | $173086.75    | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    822000 | PA      | $740529.53    | 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        |    479000 | PA      | $344968.58    | 0.02%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    389000 | PA      | $331883.90    | 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        |    431000 | PA      | $307848.89    | 0.02%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                              | Tampa Electric Co                                                               | CUSIP: 875127AW2<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169724.95    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    227000 | PA      | $236758.94    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    840000 | PA      | $856800.00    | 0.06%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1278000 | PA      | $904849.56    | 0.06%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    403000 | PA      | $350861.98    | 0.02%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    369000 | PA      | $369346.17    | 0.03%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    207000 | PA      | $221717.15    | 0.02%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    351000 | PA      | $319411.55    | 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        |    553000 | PA      | $384243.74    | 0.03%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    531000 | PA      | $379070.59    | 0.03%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $198983.74    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    161000 | PA      | $154254.16    | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    503000 | PA      | $416766.95    | 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        |    886000 | PA      | $639380.83    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                            | LSEGA Financing PLC                                                             | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    481000 | PA      | $356294.69    | 0.03%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290070.02    | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AX1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142874.08    | 0.01%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285053.24    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    477000 | PA      | $415230.05    | 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        |    578000 | PA      | $512721.22    | 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        |    215000 | PA      | $136018.08    | 0.01%             | 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        |    201000 | PA      | $204802.50    | 0.01%             | 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        |    321000 | PA      | $313600.44    | 0.02%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    797000 | PA      | $754740.30    | 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        |    305000 | PA      | $336038.31    | 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        |    340000 | PA      | $303814.15    | 0.02%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    503000 | PA      | $386884.57    | 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        |    296000 | PA      | $243442.66    | 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        |    392000 | PA      | $515343.27    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203159.82    | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $737450.25    | 0.05%             | 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        |    120000 | PA      | $78318.63     | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1776801.80   | 0.12%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $293562.34    | 0.02%             | 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        |   1126000 | PA      | $993810.42    | 0.07%             | 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        |    660000 | PA      | $539132.83    | 0.04%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                       | Nationwide Financial Services Inc                                               | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    259000 | PA      | $228387.02    | 0.02%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $365736.83    | 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        |    713000 | PA      | $707390.16    | 0.05%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SFL OBL GR                        | Baptist Health South Florida Obligated Group                                    | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $5908.04      | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1548645.02   | 0.11%             | 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        |    417000 | PA      | $344761.80    | 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        |    780000 | PA      | $638796.02    | 0.04%             | 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        |    693000 | PA      | $493531.54    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| XTO Energy Inc                                 | XTO Energy Inc                                                                  | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141526.89    | 0.01%             | 2037-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    231000 | PA      | $214250.49    | 0.02%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $309901.61    | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $1474224.73   | 0.10%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics Inc                           | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    188000 | PA      | $175059.70    | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                             | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $318538.10    | 0.02%             | 2033-11-09      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1249789.63   | 0.09%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    692000 | PA      | $567830.38    | 0.04%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $962905.44    | 0.07%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MEMORIAL HEALTH SERVICES                       | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    107000 | PA      | $79704.70     | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                   | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143806.36    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257487.07    | 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        |    450000 | PA      | $390654.00    | 0.03%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE MUTUAL INSURA                       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    185000 | PA      | $209668.78    | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    246000 | PA      | $205095.34    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $314191.91    | 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        |   1771000 | PA      | $1288092.68   | 0.09%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GLENCORE FINANCE CANADA                        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $590484.64    | 0.04%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    367000 | PA      | $341801.75    | 0.02%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184107.83    | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                       | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    142000 | PA      | $112865.77    | 0.01%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264225.20    | 0.02%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $809784.21    | 0.06%             | 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        |    347000 | PA      | $347547.67    | 0.02%             | 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        |   1081000 | PA      | $921722.17    | 0.06%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $728996.65    | 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        |    572000 | PA      | $587922.76    | 0.04%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                              | Entergy Texas Inc                                                               | CUSIP: 29365TAD6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73364.33     | 0.01%             | 2045-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    284000 | PA      | $199301.73    | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    345000 | PA      | $289539.57    | 0.02%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    362000 | PA      | $284479.25    | 0.02%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BP5<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    166000 | PA      | $138939.70    | 0.01%             | 2044-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    417000 | PA      | $297001.42    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    211000 | PA      | $152820.75    | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $142058.48    | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAY4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    738000 | PA      | $613476.67    | 0.04%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    588000 | PA      | $462265.47    | 0.03%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    221000 | PA      | $229834.89    | 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        |    265000 | PA      | $272846.63    | 0.02%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    343000 | PA      | $292411.14    | 0.02%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    679000 | PA      | $602384.32    | 0.04%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    437000 | PA      | $344935.99    | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                             | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    314000 | PA      | $252711.01    | 0.02%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245081.16    | 0.02%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161674.48    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    462000 | PA      | $286703.38    | 0.02%             | 2050-06-27      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185135.19    | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    352000 | PA      | $278660.99    | 0.02%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    548000 | PA      | $589388.07    | 0.04%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64958.04     | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    343000 | PA      | $324492.79    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    826000 | PA      | $582012.10    | 0.04%             | 2050-10-15      | Fixed         | 3.95%                 | 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        |    777000 | PA      | $615278.17    | 0.04%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262157.82    | 0.02%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    282000 | PA      | $250334.87    | 0.02%             | 2034-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                 | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $343992.08    | 0.02%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2013                       | Sinopec Group Overseas Development 2013 Ltd                                     | CUSIP: 82937VAC1<br>LEI: 529900F9XKMFEV9DNO17 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $245335.00    | 0.02%             | 2043-10-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                          | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $248149.34    | 0.02%             | 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        |     99000 | PA      | $82289.71     | 0.01%             | 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        |    992000 | PA      | $892419.57    | 0.06%             | 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        |    886000 | PA      | $717372.25    | 0.05%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1140009.27   | 0.08%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $275607.00    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    353000 | PA      | $281523.16    | 0.02%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                      | Alfa SAB de CV                                                                  | CUSIP: 015398AC4<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $57665.40     | 0.00%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                           | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    206000 | PA      | $170981.82    | 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        |    774000 | PA      | $551975.19    | 0.04%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165754.94    | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    117000 | PA      | $97214.26     | 0.01%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1340000 | PA      | $1071978.56   | 0.08%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    414000 | PA      | $350420.58    | 0.02%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                    | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    290000 | PA      | $228404.92    | 0.02%             | 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        |    125000 | PA      | $97485.94     | 0.01%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    466000 | PA      | $437459.73    | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    487000 | PA      | $539597.99    | 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        |    294000 | PA      | $279371.88    | 0.02%             | 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        |    260000 | PA      | $198277.32    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                              | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     78000 | PA      | $63373.82     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                               | Pacific LifeCorp                                                                | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310322.43    | 0.02%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    609000 | PA      | $474423.09    | 0.03%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                         | Standard Chartered PLC                                                          | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    362000 | PA      | $297990.42    | 0.02%             | 2043-01-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    261000 | PA      | $212201.05    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    928000 | PA      | $719478.63    | 0.05%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166953.54    | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1247382.83   | 0.09%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $530595.76    | 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        |    365000 | PA      | $358859.99    | 0.03%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1033648.11   | 0.07%             | 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        |    215000 | PA      | $142759.87    | 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        |    634000 | PA      | $542349.24    | 0.04%             | 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        |   1156000 | PA      | $796591.85    | 0.06%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    725000 | PA      | $672502.95    | 0.05%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WISC ELEC POWER                                | Wisconsin Electric Power Co                                                     | CUSIP: 976656CE6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $165545.84    | 0.01%             | 2042-12-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    181000 | PA      | $143705.56    | 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        |      1000 | PA      | $909.43       | 0.00%             | 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        |    571000 | PA      | $431190.92    | 0.03%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                            | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116868.74    | 0.01%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    361000 | PA      | $284933.44    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    728000 | PA      | $608854.96    | 0.04%             | 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        |    335000 | PA      | $294957.47    | 0.02%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                           | Pertamina Persero PT                                                            | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    843000 | PA      | $862995.34    | 0.06%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180409.48    | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    532000 | PA      | $425635.32    | 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        |    518000 | PA      | $518844.44    | 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        |    233000 | PA      | $163608.91    | 0.01%             | 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        |    150000 | PA      | $169469.78    | 0.01%             | 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        |    201000 | PA      | $153556.28    | 0.01%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    369000 | PA      | $386676.50    | 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        |    160000 | PA      | $161536.82    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93771.17     | 0.01%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34303.11     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    576000 | PA      | $444339.01    | 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        |    710000 | PA      | $592139.29    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278038.94    | 0.02%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    602000 | PA      | $544400.37    | 0.04%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    219000 | PA      | $176416.38    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    264000 | PA      | $180421.83    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $162152.01    | 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        |    518000 | PA      | $385028.47    | 0.03%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                           | Pertamina Persero PT                                                            | CUSIP: 69369EAF6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1005000 | PA      | $943921.67    | 0.07%             | 2043-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $966017.99    | 0.07%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227626.01    | 0.02%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1142836.70   | 0.08%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    514000 | PA      | $341757.07    | 0.02%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    297000 | PA      | $198390.00    | 0.01%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $205182.57    | 0.01%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    291000 | PA      | $384364.44    | 0.03%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     80000 | PA      | $63829.48     | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $291759.52    | 0.02%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                     | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $480795.67    | 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        |    708000 | PA      | $709905.50    | 0.05%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    607000 | PA      | $476776.71    | 0.03%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $2140981.48   | 0.15%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| McLaren Health Care Corp                       | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    286000 | PA      | $242291.44    | 0.02%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    580000 | PA      | $536961.58    | 0.04%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    265000 | PA      | $287503.49    | 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        |    395000 | PA      | $350993.16    | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    633000 | PA      | $405997.31    | 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        |    291000 | PA      | $244472.47    | 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        |    275000 | PA      | $202862.17    | 0.01%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329342.95    | 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        |    360000 | PA      | $390622.26    | 0.03%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1201640.18   | 0.08%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| SHARP HEALTHCARE                               | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53745.94     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                         | CNOOC Finance 2014 ULC                                                          | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $358108.77    | 0.03%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    375000 | PA      | $446480.09    | 0.03%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    575000 | PA      | $503114.67    | 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        |    534000 | PA      | $475770.61    | 0.03%             | 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        |    220000 | PA      | $182766.98    | 0.01%             | 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        |    952000 | PA      | $776931.56    | 0.05%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67794.51     | 0.00%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    965000 | PA      | $902904.90    | 0.06%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                                                | CUSIP: 084423AP7<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229241.27    | 0.02%             | 2037-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    304000 | PA      | $238112.60    | 0.02%             | 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        |    164000 | PA      | $117185.79    | 0.01%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8F2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    835000 | PA      | $682550.18    | 0.05%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565844.78    | 0.04%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                  | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107895.96    | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CA5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244889.50    | 0.02%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Motiva Enterprises LLC                         | Motiva Enterprises LLC                                                          | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |    423000 | PA      | $435214.28    | 0.03%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417079.21    | 0.03%             | 2037-08-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $806371.13    | 0.06%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                            | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306897.90    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                    | Bacardi Ltd                                                                     | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    257000 | PA      | $232571.06    | 0.02%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    626000 | PA      | $580943.51    | 0.04%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380991.13    | 0.03%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    274000 | PA      | $245265.66    | 0.02%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    255000 | PA      | $281225.50    | 0.02%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    826000 | PA      | $831009.35    | 0.06%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    932000 | PA      | $845608.34    | 0.06%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                         | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68436.19     | 0.00%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178981.65    | 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        |    350000 | PA      | $254826.60    | 0.02%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $288595.72    | 0.02%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    195000 | PA      | $137654.81    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                          | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272704.21    | 0.02%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    145000 | PA      | $94758.12     | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                              | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    563000 | PA      | $340551.57    | 0.02%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    233000 | PA      | $180003.51    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    285000 | PA      | $310415.00    | 0.02%             | 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        |    310000 | PA      | $327270.12    | 0.02%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    634000 | PA      | $451750.63    | 0.03%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BA1<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216081.06    | 0.02%             | 2040-03-30      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270764.38    | 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        |    200000 | PA      | $151026.75    | 0.01%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Northwestern University                        | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55490.92     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    538000 | PA      | $454618.12    | 0.03%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289740.92    | 0.02%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Southern Power Co                              | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    256000 | PA      | $221560.75    | 0.02%             | 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        |     88000 | PA      | $57776.05     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                    | Markel Corp                                                                     | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    265000 | PA      | $202485.03    | 0.01%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAK6<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    199000 | PA      | $168620.18    | 0.01%             | 2043-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| GUARDIAN LIFE INSURANCE                        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    189000 | PA      | $126391.45    | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    589000 | PA      | $483982.30    | 0.03%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    306000 | PA      | $324387.87    | 0.02%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    301000 | PA      | $275952.45    | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $405117.35    | 0.03%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    354000 | PA      | $367659.60    | 0.03%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AD5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164486.83    | 0.01%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    214000 | PA      | $199915.30    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    455000 | PA      | $313605.21    | 0.02%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    585000 | PA      | $545863.13    | 0.04%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    210000 | PA      | $141120.47    | 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        |    395000 | PA      | $402478.24    | 0.03%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| TEACHERS INSUR & ANNUITY                       | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $989940.19    | 0.07%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1383209.12   | 0.10%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $247499.22    | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    344000 | PA      | $259203.67    | 0.02%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $732737.15    | 0.05%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $791595.15    | 0.06%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                       | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    243000 | PA      | $203924.63    | 0.01%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                          | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    369000 | PA      | $277439.17    | 0.02%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                             | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $177748.86    | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1072934.15   | 0.08%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    905000 | PA      | $731262.63    | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    495000 | PA      | $498653.47    | 0.04%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JAB HOLDINGS BV                                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    444000 | PA      | $261800.49    | 0.02%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    607000 | PA      | $583404.94    | 0.04%             | 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        |    173000 | PA      | $121229.40    | 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        |   1005000 | PA      | $732467.41    | 0.05%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $870565.45    | 0.06%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BW1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $140703.84    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $205702.62    | 0.01%             | 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        |    700000 | PA      | $620427.13    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    616000 | PA      | $675230.82    | 0.05%             | 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        |    909000 | PA      | $791959.58    | 0.06%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EQ2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251600.94    | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136844.78    | 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        |    167000 | PA      | $152659.10    | 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        |    345000 | PA      | $398903.95    | 0.03%             | 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        |    904000 | PA      | $846774.31    | 0.06%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    744000 | PA      | $585090.88    | 0.04%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MERCK SHARP & DOHME CORP                       | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AQ0<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $202192.08    | 0.01%             | 2039-06-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $211241.09    | 0.01%             | 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        |    390000 | PA      | $290014.26    | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    886000 | PA      | $695665.22    | 0.05%             | 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        |    229000 | PA      | $222446.06    | 0.02%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269943.82    | 0.02%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $231447.65    | 0.02%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                              | Tampa Electric Co                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121780.45    | 0.01%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    703000 | PA      | $784265.90    | 0.06%             | 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        |    779000 | PA      | $548217.57    | 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        |    242000 | PA      | $209958.19    | 0.01%             | 2059-06-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    999000 | PA      | $791143.76    | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAE4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $213334.24    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                                  | Interchile SA                                                                   | CUSIP: 45846AAA8<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |    740000 | PA      | $577348.21    | 0.04%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $204371.03    | 0.01%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1129724.21   | 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        |    170000 | PA      | $102764.76    | 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        |    500000 | PA      | $410975.84    | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                            | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $402843.13    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                            | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $586848.47    | 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        |    404000 | PA      | $445190.93    | 0.03%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    697000 | PA      | $603515.66    | 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        |    484000 | PA      | $536188.37    | 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        |     90000 | PA      | $96382.32     | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    799000 | PA      | $767918.51    | 0.05%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    142000 | PA      | $131600.23    | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                           | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81785.48     | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $210906.83    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $1713417.74   | 0.12%             | 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        |     74000 | PA      | $57393.79     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    318000 | PA      | $234056.60    | 0.02%             | 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        |    495000 | PA      | $335666.94    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                         | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169165.13    | 0.01%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                            | CUSIP: 69370PAJ0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    460000 | PA      | $335037.80    | 0.02%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    580000 | PA      | $459627.01    | 0.03%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $218503.67    | 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        |    166000 | PA      | $155625.00    | 0.01%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    348000 | PA      | $248355.64    | 0.02%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                        | Basin Electric Power Cooperative                                                | CUSIP: 070101AH3<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    144000 | PA      | $112024.07    | 0.01%             | 2047-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                       | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $177917.50    | 0.01%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    808000 | PA      | $744071.62    | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                        | FMR LLC                                                                         | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    362000 | PA      | $380846.80    | 0.03%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    614000 | PA      | $473634.68    | 0.03%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                    | Equifax Inc                                                                     | CUSIP: 294429AG0<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287279.80    | 0.02%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    841000 | PA      | $572800.11    | 0.04%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    292000 | PA      | $295688.04    | 0.02%             | 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        |    332000 | PA      | $287131.62    | 0.02%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    154000 | PA      | $123707.73    | 0.01%             | 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        |    265000 | PA      | $189019.11    | 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        |    350000 | PA      | $293045.80    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $336013.71    | 0.02%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    281000 | PA      | $219489.13    | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $845129.58    | 0.06%             | 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        |    185000 | PA      | $151518.54    | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| YALE-NEW HAVEN HLTH SRVC                       | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $154468.96    | 0.01%             | 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        |    255000 | PA      | $155409.46    | 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        |    350000 | PA      | $385773.87    | 0.03%             | 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        |    210000 | PA      | $185261.78    | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    696000 | PA      | $728343.49    | 0.05%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    360000 | PA      | $395888.04    | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                       | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    188000 | PA      | $162188.90    | 0.01%             | 2045-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    282000 | PA      | $266206.77    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    714000 | PA      | $588483.61    | 0.04%             | 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        |    274000 | PA      | $223389.96    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    665000 | PA      | $642414.01    | 0.05%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564000 | PA      | $451007.48    | 0.03%             | 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        |    435000 | PA      | $464257.42    | 0.03%             | 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        |    237000 | PA      | $176511.49    | 0.01%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Medtronic Inc                                  | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1062992.21   | 0.07%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $249605.48    | 0.02%             | 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        |    181000 | PA      | $141837.81    | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                                        | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    286000 | PA      | $216192.06    | 0.02%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    471000 | PA      | $377166.02    | 0.03%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440745.94    | 0.03%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                                        | CUSIP: 740816AL7<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    277000 | PA      | $243068.76    | 0.02%             | 2037-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $278367.58    | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293632.03    | 0.02%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAX6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    962000 | PA      | $814624.60    | 0.06%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BL6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    173000 | PA      | $173877.65    | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $239333.33    | 0.02%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                  | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    251000 | PA      | $188551.81    | 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        |    735000 | PA      | $661077.13    | 0.05%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $978236.68    | 0.07%             | 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        |    705000 | PA      | $706975.68    | 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        |    585000 | PA      | $438862.45    | 0.03%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    451000 | PA      | $492501.24    | 0.03%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BZ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86498.36     | 0.01%             | 2043-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    584000 | PA      | $536393.47    | 0.04%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                           | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAL5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    385000 | PA      | $241758.92    | 0.02%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $869619.64    | 0.06%             | 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        |   2095000 | PA      | $1973631.12   | 0.14%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239416.30    | 0.02%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $316613.43    | 0.02%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    840000 | PA      | $637179.45    | 0.04%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    708000 | PA      | $678051.34    | 0.05%             | 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        |    445000 | PA      | $339245.85    | 0.02%             | 2053-03-15      | 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        |    595000 | PA      | $648650.31    | 0.05%             | 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        |    245000 | PA      | $175151.23    | 0.01%             | 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        |    438000 | PA      | $438735.94    | 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        |   1037000 | PA      | $826700.49    | 0.06%             | 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        |    184000 | PA      | $158839.54    | 0.01%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    410000 | PA      | $333628.09    | 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        |    365000 | PA      | $286956.34    | 0.02%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                       | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $192235.67    | 0.01%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283813.29    | 0.02%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    193000 | PA      | $151622.35    | 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        |    323000 | PA      | $277549.94    | 0.02%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    521000 | PA      | $463039.29    | 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        |    930000 | PA      | $847984.51    | 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        |    365000 | PA      | $271114.61    | 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        |    197000 | PA      | $130286.08    | 0.01%             | 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        |    255000 | PA      | $183036.29    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                        | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126067.33    | 0.01%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $775301.94    | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    656000 | PA      | $496695.37    | 0.03%             | 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        |    540000 | PA      | $400063.00    | 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        |    355000 | PA      | $258658.61    | 0.02%             | 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        |    387000 | PA      | $246364.45    | 0.02%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    261000 | PA      | $180346.68    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1301199.68   | 0.09%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    345000 | PA      | $362643.95    | 0.03%             | 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        |   1201000 | PA      | $1243875.70   | 0.09%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    640000 | PA      | $490560.66    | 0.03%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    299000 | PA      | $260927.00    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    471000 | PA      | $431669.67    | 0.03%             | 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        |    315000 | PA      | $261478.94    | 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        |    530000 | PA      | $585491.34    | 0.04%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1121000 | PA      | $838389.36    | 0.06%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154006.19    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72418.38     | 0.01%             | 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        |    285000 | PA      | $330041.40    | 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        |    610000 | PA      | $412371.75    | 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        |    719000 | PA      | $601575.78    | 0.04%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86446.71     | 0.01%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                 | Ohio Edison Co                                                                  | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $277070.14    | 0.02%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $725778.81    | 0.05%             | 2039-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| TECK RESOURCES LIMITED                         | Teck Resources Ltd                                                              | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $252241.09    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $860671.14    | 0.06%             | 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        |    435000 | PA      | $340959.95    | 0.02%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    879000 | PA      | $700148.74    | 0.05%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    382000 | PA      | $317477.83    | 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        |    384000 | PA      | $388254.72    | 0.03%             | 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        |    190000 | PA      | $176365.62    | 0.01%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $713583.28    | 0.05%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                        | Eni SpA                                                                         | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    275000 | PA      | $255904.29    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269029.74    | 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        |   1080000 | PA      | $1103546.87   | 0.08%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    994000 | PA      | $811442.06    | 0.06%             | 2047-07-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    485000 | PA      | $356267.94    | 0.03%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOMPO INTL HLDS LTD                            | Sompo International Holdings Ltd                                                | CUSIP: 29267HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    175000 | PA      | $184382.17    | 0.01%             | 2034-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $441678.62    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    142000 | PA      | $154549.24    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BL4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212128.06    | 0.01%             | 2040-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    739000 | PA      | $504410.16    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $599702.49    | 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        |    455000 | PA      | $392700.20    | 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        |    193000 | PA      | $166514.74    | 0.01%             | 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        |    455000 | PA      | $518447.20    | 0.04%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                        | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $183691.48    | 0.01%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $200985.75    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238639.65    | 0.02%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    504000 | PA      | $358113.27    | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    376000 | PA      | $410941.87    | 0.03%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    254000 | PA      | $212065.61    | 0.01%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1220995.09   | 0.09%             | 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        |    458000 | PA      | $290407.08    | 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        |    267000 | PA      | $232173.74    | 0.02%             | 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        |   2958000 | PA      | $2733756.68   | 0.19%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    435000 | PA      | $308523.32    | 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        |    487000 | PA      | $419505.69    | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAC8<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $153680.55    | 0.01%             | 2043-05-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    422000 | PA      | $305962.45    | 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        |    445000 | PA      | $301651.58    | 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        |    740000 | PA      | $709769.30    | 0.05%             | 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        |     85000 | PA      | $82368.60     | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499787.65    | 0.04%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    295000 | PA      | $227722.08    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SENTARA HEALTHCARE                             | Sentara Healthcare                                                              | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81041.08     | 0.01%             | 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        |    217000 | PA      | $160589.78    | 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        |    726000 | PA      | $502409.47    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    995000 | PA      | $927108.03    | 0.07%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    371000 | PA      | $256020.56    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $882942.33    | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    455000 | PA      | $410769.45    | 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        |    277000 | PA      | $306522.17    | 0.02%             | 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        |    600000 | PA      | $571145.50    | 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        |    750000 | PA      | $828144.68    | 0.06%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    252000 | PA      | $183477.47    | 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        |    235000 | PA      | $199803.30    | 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        |   1110000 | PA      | $953683.71    | 0.07%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203910.66    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    559000 | PA      | $510223.19    | 0.04%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                | Duke University                                                                 | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155237.32    | 0.01%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    346000 | PA      | $362367.74    | 0.03%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225433AF8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    941000 | PA      | $668623.69    | 0.05%             | 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        |    215000 | PA      | $199005.20    | 0.01%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    317000 | PA      | $250989.33    | 0.02%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $252609.34    | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    315000 | PA      | $210622.55    | 0.01%             | 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        |    829000 | PA      | $606902.15    | 0.04%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    873000 | PA      | $820106.37    | 0.06%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    643000 | PA      | $582954.13    | 0.04%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    409000 | PA      | $265556.08    | 0.02%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    238000 | PA      | $187639.65    | 0.01%             | 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        |    427000 | PA      | $491646.16    | 0.03%             | 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        |    370000 | PA      | $285802.15    | 0.02%             | 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        |    733000 | PA      | $609261.64    | 0.04%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BJ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    787000 | PA      | $585549.67    | 0.04%             | 2048-01-10      | Fixed         | 4.32%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    370000 | PA      | $333480.99    | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    442000 | PA      | $288353.01    | 0.02%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                         | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $138360.36    | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                              | Howard University                                                               | CUSIP: 442851BH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $186702.22    | 0.01%             | 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        |    385000 | PA      | $257867.46    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1202544.65   | 0.08%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                           | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    257000 | PA      | $212712.76    | 0.01%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                           | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    413000 | PA      | $335380.73    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250119.81    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE MUTUAL INSURA                       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    879000 | PA      | $672914.37    | 0.05%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                       | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    373000 | PA      | $320725.33    | 0.02%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    399000 | PA      | $342099.36    | 0.02%             | 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        |    460000 | PA      | $375807.81    | 0.03%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| INDONESIA ASAHAN ALUMINI                       | Indonesia Asahan Aluminium Persero PT                                           | CUSIP: 74445PAD4<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    244000 | PA      | $224846.00    | 0.02%             | 2048-11-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: —       |
| BAYCARE HEALTH SYSTEM                          | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    226000 | PA      | $181697.55    | 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        |    701000 | PA      | $500943.45    | 0.04%             | 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        |   1124000 | PA      | $1165375.13   | 0.08%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284648.73    | 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        |    737000 | PA      | $563662.35    | 0.04%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    415000 | PA      | $370609.61    | 0.03%             | 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        |   1145000 | PA      | $801629.03    | 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        |    438000 | PA      | $482445.62    | 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        |    292000 | PA      | $230332.85    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    199000 | PA      | $182219.89    | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    302000 | PA      | $241723.64    | 0.02%             | 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        |    196000 | PA      | $173082.67    | 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        |    515000 | PA      | $510316.12    | 0.04%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    309000 | PA      | $277400.58    | 0.02%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    957000 | PA      | $762024.36    | 0.05%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                       | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $412479.74    | 0.03%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    609000 | PA      | $508351.29    | 0.04%             | 2048-09-01      | Fixed         | 4.20%                 | 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        |    586000 | PA      | $491464.62    | 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        |    601000 | PA      | $487730.76    | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                       | Mars Inc                                                                        | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289043.29    | 0.02%             | 2054-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    949000 | PA      | $821663.07    | 0.06%             | 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        |    406000 | PA      | $266675.98    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    642000 | PA      | $548381.06    | 0.04%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                       | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    427000 | PA      | $356180.13    | 0.03%             | 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        |    132000 | PA      | $105383.52    | 0.01%             | 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        |    710000 | PA      | $769751.01    | 0.05%             | 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        |    184000 | PA      | $157733.16    | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171680.02    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                            | First Republic Bank/CA                                                          | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $279355.36    | 0.02%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    445000 | PA      | $273250.31    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    367000 | PA      | $321455.31    | 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        |    468000 | PA      | $485300.57    | 0.03%             | 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        |    245000 | PA      | $167390.01    | 0.01%             | 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        |    260000 | PA      | $205002.30    | 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        |    432000 | PA      | $354476.49    | 0.02%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $257020.48    | 0.02%             | 2051-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    612000 | PA      | $649280.31    | 0.05%             | 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        |    613000 | PA      | $537939.71    | 0.04%             | 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        |    372000 | PA      | $316157.52    | 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        |    224000 | PA      | $173911.41    | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $192451.05    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                            | Leland Stanford Junior University/The                                           | CUSIP: 09659DAB2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128262.81    | 0.01%             | 2047-05-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BC5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67689.29     | 0.00%             | 2041-03-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    321000 | PA      | $348030.08    | 0.02%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    309000 | PA      | $286134.15    | 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        |    330000 | PA      | $340974.59    | 0.02%             | 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        |   1467000 | PA      | $1237140.74   | 0.09%             | 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        |    387000 | PA      | $231250.04    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                         | CK Hutchison International 21 Ltd                                               | CUSIP: 12565WAC5<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    185000 | PA      | $136431.82    | 0.01%             | 2041-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  11080000 | NS      | $11080000.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148543.95    | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    575000 | PA      | $398986.46    | 0.03%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    289000 | PA      | $250202.59    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $582389.67    | 0.04%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BE6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48337.27     | 0.00%             | 2040-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1391518.01   | 0.10%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                  | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    174000 | PA      | $122475.14    | 0.01%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                              | Novant Health Inc                                                               | CUSIP: 66988AAE4<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125368.18    | 0.01%             | 2043-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241529.66    | 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        |   1375000 | PA      | $1309511.61   | 0.09%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    144000 | PA      | $110251.44    | 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        |   1661000 | PA      | $1491469.20   | 0.10%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    123000 | PA      | $106668.71    | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    461000 | PA      | $476333.57    | 0.03%             | 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        |    315000 | PA      | $258887.76    | 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        |    342000 | PA      | $319244.39    | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| MT SINAI HOSPITAL                              | Mount Sinai Hospitals Group Inc                                                 | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142420.94    | 0.01%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AJ5<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125072.89    | 0.01%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    764000 | PA      | $503701.44    | 0.04%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1007424.61   | 0.07%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                           | ERAC USA Finance LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    349000 | PA      | $285422.22    | 0.02%             | 2045-02-15      | Fixed         | 4.50%                 | 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        |     80000 | PA      | $51708.45     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676AQ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    317000 | PA      | $197220.69    | 0.01%             | 2050-07-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $665915.35    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                       | Mars Inc                                                                        | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229458.44    | 0.02%             | 2034-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    369000 | PA      | $293304.12    | 0.02%             | 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        |    192000 | PA      | $149551.46    | 0.01%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN LIFE                        | Western & Southern Life Insurance Co/The                                        | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    285000 | PA      | $259773.41    | 0.02%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HOLCIM FINANCE US LLC                          | Holcim Finance US LLC                                                           | CUSIP: 50587KAB7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183453.92    | 0.01%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    197000 | PA      | $164973.27    | 0.01%             | 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        |    965000 | PA      | $853497.97    | 0.06%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WAQ9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    366000 | PA      | $282856.48    | 0.02%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344423.10    | 0.02%             | 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        |    427000 | PA      | $361645.86    | 0.03%             | 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        |    540000 | PA      | $556562.00    | 0.04%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310419.42    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                            | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    695000 | PA      | $588765.36    | 0.04%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    593000 | PA      | $495882.75    | 0.03%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBB6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131935.06    | 0.01%             | 2040-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                           | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    215000 | PA      | $160623.37    | 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        |    286000 | PA      | $248682.33    | 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        |    326000 | PA      | $265439.83    | 0.02%             | 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        |    441000 | PA      | $377524.63    | 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        |    195000 | PA      | $181346.63    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $289594.65    | 0.02%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237559.38    | 0.02%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    316000 | PA      | $344981.11    | 0.02%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $1003953.42   | 0.07%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                           | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $104825.60    | 0.01%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TTX CO                                         | TTX Co                                                                          | CUSIP: 87305QCM1<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    280000 | PA      | $235796.89    | 0.02%             | 2046-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                             | Alcon Finance Corp                                                              | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202323.53    | 0.01%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163874.36    | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1151000 | PA      | $1169756.55   | 0.08%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                      | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $340230.65    | 0.02%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    252000 | PA      | $167628.73    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CC8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273425.63    | 0.02%             | 2040-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328603.65    | 0.02%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Glencore Canada Corp                           | Glencore Canada Corp                                                            | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $273932.66    | 0.02%             | 2035-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $775761.62    | 0.05%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Wyeth LLC                                      | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1395770.42   | 0.10%             | 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        |    465000 | PA      | $427709.21    | 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        |    137000 | PA      | $117078.61    | 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        |    729000 | PA      | $648368.66    | 0.05%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    330000 | PA      | $279624.42    | 0.02%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $188825.15    | 0.01%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    358000 | PA      | $316723.74    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    672000 | PA      | $597338.06    | 0.04%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170003.70    | 0.01%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165292.72    | 0.01%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    160000 | PA      | $162671.86    | 0.01%             | 2035-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                           | Sinopec Group Overseas Development 2018 Ltd                                     | CUSIP: 82939GAQ1<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    290000 | PA      | $201401.98    | 0.01%             | 2050-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    701000 | PA      | $593137.87    | 0.04%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    125000 | PA      | $97764.90     | 0.01%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    290000 | PA      | $200654.39    | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                            | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561531.55    | 0.04%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                | OhioHealth Corp                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    145000 | PA      | $102291.19    | 0.01%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    910000 | PA      | $611913.89    | 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        |    702000 | PA      | $794137.50    | 0.06%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    550000 | PA      | $460551.61    | 0.03%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    120000 | PA      | $86318.43     | 0.01%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $312692.03    | 0.02%             | 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        |    240000 | PA      | $204954.70    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $210153.86    | 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        |    290000 | PA      | $309492.44    | 0.02%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AH8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170188.22    | 0.01%             | 2034-09-18      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    362000 | PA      | $264660.10    | 0.02%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195037.90    | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1041349.69   | 0.07%             | 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        |    376000 | PA      | $269345.84    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $889346.16    | 0.06%             | 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        |    310000 | PA      | $278779.07    | 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        |    398000 | PA      | $412778.70    | 0.03%             | 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        |    935000 | PA      | $812387.44    | 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        |    645000 | PA      | $624305.14    | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    895000 | PA      | $924890.32    | 0.06%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106751.77    | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    379000 | PA      | $241988.32    | 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        |    249000 | PA      | $205816.89    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    479000 | PA      | $395808.09    | 0.03%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    502000 | PA      | $485417.25    | 0.03%             | 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        |    112000 | PA      | $77435.87     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    553000 | PA      | $462264.05    | 0.03%             | 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        |    239000 | PA      | $181976.96    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                            | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    345000 | PA      | $289062.06    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    947000 | PA      | $1009966.02   | 0.07%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    575000 | PA      | $497046.27    | 0.03%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    337000 | PA      | $270407.08    | 0.02%             | 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        |    922000 | PA      | $676342.11    | 0.05%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $987767.08    | 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        |   1664000 | PA      | $1071187.00   | 0.08%             | 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        |    210000 | PA      | $172814.19    | 0.01%             | 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        |    502000 | PA      | $418783.95    | 0.03%             | 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        |    247000 | PA      | $176216.49    | 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        |    325000 | PA      | $291000.77    | 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        |    162000 | PA      | $116391.57    | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                              | Brown-Forman Corp                                                               | CUSIP: 115637AL4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129342.57    | 0.01%             | 2043-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    830000 | PA      | $563696.08    | 0.04%             | 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        |    160000 | PA      | $107902.29    | 0.01%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                         | Minera Mexico SA de CV                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    530000 | PA      | $410326.00    | 0.03%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                | WEA Finance LLC                                                                 | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    310000 | PA      | $214125.42    | 0.02%             | 2048-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    735000 | PA      | $623924.56    | 0.04%             | 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        |    388000 | PA      | $345403.36    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                | Nevada Power Co                                                                 | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242746.51    | 0.02%             | 2040-09-15      | Fixed         | 5.38%                 | 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        |    410000 | PA      | $302828.26    | 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        |    338000 | PA      | $233006.35    | 0.02%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120672.86    | 0.01%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $195204.81    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BC1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $223843.58    | 0.02%             | 2037-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    617000 | PA      | $613586.44    | 0.04%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                        | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49532.64     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                 | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37471.97     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DP WORLD PLC                                   | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    829000 | PA      | $749122.53    | 0.05%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    473000 | PA      | $433618.96    | 0.03%             | 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        |    370000 | PA      | $364864.02    | 0.03%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    401000 | PA      | $315227.67    | 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        |    411000 | PA      | $413022.99    | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1002677.46   | 0.07%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    216000 | PA      | $230968.78    | 0.02%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    385000 | PA      | $424427.16    | 0.03%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $974287.11    | 0.07%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    301000 | PA      | $249692.63    | 0.02%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    625000 | PA      | $533505.20    | 0.04%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306066.04    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    451000 | PA      | $317537.30    | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    390000 | PA      | $450706.29    | 0.03%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    212000 | PA      | $182615.41    | 0.01%             | 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        |   1262000 | PA      | $1027540.18   | 0.07%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    438000 | PA      | $426520.96    | 0.03%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    439000 | PA      | $394093.80    | 0.03%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    605000 | PA      | $453114.75    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    814000 | PA      | $710104.86    | 0.05%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $324508.06    | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $236086.21    | 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        |    398000 | PA      | $345527.70    | 0.02%             | 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        |    100000 | PA      | $109126.27    | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                 | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $202779.96    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    140000 | PA      | $121416.79    | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111366.10    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    359000 | PA      | $299163.94    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                            | Carlyle Finance LLC                                                             | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $185040.10    | 0.01%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387113.04    | 0.03%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                            | Nestle Holdings Inc                                                             | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    726000 | PA      | $647732.55    | 0.05%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    396000 | PA      | $339904.26    | 0.02%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                         | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    470000 | PA      | $309842.58    | 0.02%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $446520.35    | 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        |    575000 | PA      | $498017.87    | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191996.58    | 0.01%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BM5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100069.49    | 0.01%             | 2055-11-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                              | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    215000 | PA      | $153891.56    | 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        |    375000 | PA      | $286798.32    | 0.02%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4678000 | PA      | $3303225.06   | 0.23%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91584.24     | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    314000 | PA      | $180426.66    | 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        |    349000 | PA      | $370018.07    | 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        |    202000 | PA      | $166487.66    | 0.01%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395129.49    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    580000 | PA      | $657404.00    | 0.05%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1270000 | PA      | $908050.00    | 0.06%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                           | ERAC USA Finance LLC                                                            | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    402000 | PA      | $381308.79    | 0.03%             | 2042-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    333000 | PA      | $347643.13    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    301000 | PA      | $300991.85    | 0.02%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    268000 | PA      | $280963.88    | 0.02%             | 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        |    381000 | PA      | $502283.64    | 0.04%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    152000 | PA      | $135139.23    | 0.01%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1199761.12   | 0.08%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    650000 | PA      | $527400.17    | 0.04%             | 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        |    365000 | PA      | $311465.99    | 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        |    275000 | PA      | $265872.98    | 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        |    770000 | PA      | $511646.73    | 0.04%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL TRANSMISSI                       | International Transmission Co                                                   | CUSIP: 46051MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $168463.00    | 0.01%             | 2043-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $278425.53    | 0.02%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    289000 | PA      | $196666.61    | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207619.26    | 0.01%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251257.95    | 0.02%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    291000 | PA      | $240462.44    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    548000 | PA      | $476285.45    | 0.03%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    526000 | PA      | $547539.72    | 0.04%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                         | Teck Resources Ltd                                                              | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $162762.30    | 0.01%             | 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        |    330000 | PA      | $381003.97    | 0.03%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                       | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280196.44    | 0.02%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    503000 | PA      | $390386.24    | 0.03%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    194000 | PA      | $162620.53    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARKEL CORPORATION                             | Markel Corp                                                                     | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170874.60    | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | 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        |    120000 | PA      | $116247.60    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    297000 | PA      | $262327.75    | 0.02%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                              | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $442246.48    | 0.03%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC SERVICE                       | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151614.78    | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    456000 | PA      | $375507.77    | 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        |    250000 | PA      | $175618.77    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212233.89    | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26682.27     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    681000 | PA      | $635590.74    | 0.04%             | 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        |    389000 | PA      | $286552.82    | 0.02%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    522000 | PA      | $447080.23    | 0.03%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                            | CUSIP: 69369EAB5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $307818.31    | 0.02%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    371000 | PA      | $246590.24    | 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        |   1109000 | PA      | $1068541.57   | 0.08%             | 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        |    225000 | PA      | $207008.91    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                         | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $322600.54    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    944000 | PA      | $904971.23    | 0.06%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    474000 | PA      | $448096.71    | 0.03%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    740000 | PA      | $828724.00    | 0.06%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    186000 | PA      | $161017.37    | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    386000 | PA      | $417506.42    | 0.03%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    691000 | PA      | $718972.41    | 0.05%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    291000 | PA      | $229828.73    | 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        |   1210000 | PA      | $899691.17    | 0.06%             | 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        |    381000 | PA      | $313341.85    | 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        |    372000 | PA      | $273369.46    | 0.02%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    447000 | PA      | $378654.47    | 0.03%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    312000 | PA      | $232094.03    | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    870000 | PA      | $603229.75    | 0.04%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                           | ERAC USA Finance LLC                                                            | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $354298.05    | 0.02%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $330800.00    | 0.02%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    245000 | PA      | $202901.32    | 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        |    360000 | PA      | $376541.03    | 0.03%             | 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        |    647000 | PA      | $467090.36    | 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        |    604000 | PA      | $546944.27    | 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        |    535000 | PA      | $510312.65    | 0.04%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    284000 | PA      | $237541.74    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1454459.59   | 0.10%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE Systems PLC                                                                 | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $579301.12    | 0.04%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                       | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380040.73    | 0.03%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    165000 | PA      | $191191.38    | 0.01%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1633000 | PA      | $1834472.76   | 0.13%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    279000 | PA      | $242083.51    | 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        |    199000 | PA      | $176055.60    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $136886.06    | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    554000 | PA      | $380658.67    | 0.03%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554175.17    | 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        |    434000 | PA      | $431154.16    | 0.03%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $332832.80    | 0.02%             | 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        |    170000 | PA      | $158319.20    | 0.01%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    207000 | PA      | $186949.37    | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    370000 | PA      | $272313.40    | 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        |    355000 | PA      | $388237.35    | 0.03%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207789.50    | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    336000 | PA      | $255157.04    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                        | California Institute of Technology                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    303000 | PA      | $267042.28    | 0.02%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $378220.48    | 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        |    301000 | PA      | $218602.17    | 0.02%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338749.29    | 0.02%             | 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        |    244500 | PA      | $214267.40    | 0.02%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    252000 | PA      | $160971.79    | 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        |    295000 | PA      | $243136.73    | 0.02%             | 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        |    903000 | PA      | $615853.09    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    385000 | PA      | $259898.75    | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    879000 | PA      | $883369.47    | 0.06%             | 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        |    445000 | PA      | $389991.43    | 0.03%             | 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        |    210000 | PA      | $146203.26    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    633000 | PA      | $441796.34    | 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        |    411000 | PA      | $286215.94    | 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        |    177000 | PA      | $140554.14    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $1645682.22   | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                         | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    235000 | PA      | $148702.61    | 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        |    266000 | PA      | $184300.15    | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    335000 | PA      | $222156.35    | 0.02%             | 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        |    570000 | PA      | $472439.46    | 0.03%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                         | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $168826.98    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    272000 | PA      | $205084.21    | 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        |    530000 | PA      | $473480.89    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                              | Crane Holdings Co                                                               | CUSIP: 224399AT2<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $188002.90    | 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        |    347000 | PA      | $293834.07    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47220.60     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    412000 | PA      | $353072.80    | 0.02%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $773047.85    | 0.05%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    341000 | PA      | $307129.82    | 0.02%             | 2044-06-15      | Fixed         | 5.00%                 | 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        |    882000 | PA      | $683660.95    | 0.05%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $174141.87    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    247000 | PA      | $279472.40    | 0.02%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    990000 | PA      | $990442.99    | 0.07%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    338000 | PA      | $291173.54    | 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        |    316000 | PA      | $260567.64    | 0.02%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tiffany & Co                                   | Tiffany & Co                                                                    | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |    258000 | PA      | $231762.99    | 0.02%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    424000 | PA      | $342688.73    | 0.02%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $163155.96    | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1003290.32   | 0.07%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $413627.17    | 0.03%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAB8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    693000 | PA      | $686337.94    | 0.05%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    387000 | PA      | $396363.46    | 0.03%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    390000 | PA      | $362914.27    | 0.03%             | 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        |    397000 | PA      | $305907.55    | 0.02%             | 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        |    325000 | PA      | $327557.10    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Puget Sound Energy Inc                         | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269187.73    | 0.02%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    198000 | PA      | $160313.47    | 0.01%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $917627.21    | 0.06%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    329000 | PA      | $236120.53    | 0.02%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    616000 | PA      | $523068.63    | 0.04%             | 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        |    135000 | PA      | $110141.38    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    395000 | PA      | $265542.11    | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    295000 | PA      | $238960.95    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    382000 | PA      | $250552.88    | 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        |    165000 | PA      | $187012.23    | 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        |    331000 | PA      | $251126.38    | 0.02%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    473000 | PA      | $442670.95    | 0.03%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    880000 | PA      | $653365.14    | 0.05%             | 2041-03-11      | Fixed         | 2.88%                 | 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        |    375000 | PA      | $239746.86    | 0.02%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 20 LTD                       | CK Hutchison International 20 Ltd                                               | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $234791.64    | 0.02%             | 2050-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    744000 | PA      | $565677.37    | 0.04%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656CG1<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     82000 | PA      | $66415.15     | 0.00%             | 2044-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304615.37    | 0.02%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    594000 | PA      | $400619.36    | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1157243.81   | 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        |    424000 | PA      | $334304.70    | 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        |    478000 | PA      | $433083.88    | 0.03%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108403.03    | 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        |    180000 | PA      | $129317.07    | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                           | LLPL Capital Pte Ltd                                                            | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    202208 | PA      | $172864.61    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    496000 | PA      | $476631.03    | 0.03%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    234000 | PA      | $198865.39    | 0.01%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    477000 | PA      | $300363.61    | 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        |    295000 | PA      | $227836.98    | 0.02%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                       | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224980.40    | 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        |    511000 | PA      | $472493.72    | 0.03%             | 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        |    343000 | PA      | $281780.14    | 0.02%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ERAC USA Finance LLC                           | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $951788.70    | 0.07%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    930000 | PA      | $611088.94    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                 | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239369.46    | 0.02%             | 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        |    182000 | PA      | $156314.30    | 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        |   1070000 | PA      | $1091787.55   | 0.08%             | 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        |    552000 | PA      | $455377.48    | 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        |    345000 | PA      | $368336.26    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    361000 | PA      | $350058.09    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $163661.90    | 0.01%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAK4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $102193.23    | 0.01%             | 2035-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                   | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126171.44    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1658000 | PA      | $1738748.66   | 0.12%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1065612.63   | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    805000 | PA      | $565942.53    | 0.04%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214700.43    | 0.02%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230053.66    | 0.02%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CSL Finance PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $790607.98    | 0.06%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205321.73    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1560127.64   | 0.11%             | 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        |    972000 | PA      | $713261.41    | 0.05%             | 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        |    310000 | PA      | $260514.02    | 0.02%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    528000 | PA      | $482286.37    | 0.03%             | 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        |    540000 | PA      | $493868.12    | 0.03%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                    | Mayo Clinic                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85963.82     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    945000 | PA      | $885318.29    | 0.06%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    163000 | PA      | $125834.72    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    440000 | PA      | $372172.53    | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    321000 | PA      | $275673.62    | 0.02%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73376.54     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    480000 | PA      | $465712.12    | 0.03%             | 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        |    170000 | PA      | $123497.00    | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    208000 | PA      | $147697.16    | 0.01%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    372000 | PA      | $258234.41    | 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        |    270000 | PA      | $192284.71    | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $89364.53     | 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        |   1107000 | PA      | $1038875.90   | 0.07%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4521000 | PA      | $3171069.37   | 0.22%             | 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        |    274000 | PA      | $297922.08    | 0.02%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    399000 | PA      | $359480.26    | 0.03%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597DV4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210730.86    | 0.01%             | 2036-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    564000 | PA      | $430847.06    | 0.03%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                            | Nestle Holdings Inc                                                             | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    963000 | PA      | $830875.94    | 0.06%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    432000 | PA      | $320760.79    | 0.02%             | 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        |   1298000 | PA      | $1096243.51   | 0.08%             | 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        |    232000 | PA      | $163781.40    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                              | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    328000 | PA      | $286881.23    | 0.02%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                       | XLIT Ltd                                                                        | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    336000 | PA      | $319803.72    | 0.02%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                      | Tesco PLC                                                                       | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $265443.75    | 0.02%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149682.53    | 0.01%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    557000 | PA      | $455825.84    | 0.03%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                       | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287117.41    | 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        |    426000 | PA      | $373692.76    | 0.03%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    775000 | PA      | $746567.03    | 0.05%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                       | Apollo Management Holdings LP                                                   | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173520.78    | 0.01%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Georgia Power Co                               | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    859000 | PA      | $746161.73    | 0.05%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    759000 | PA      | $550045.78    | 0.04%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Appalachian Power Co                           | Appalachian Power Co                                                            | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181118.85    | 0.01%             | 2037-08-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $912831.75    | 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        |   1296000 | PA      | $1033696.03   | 0.07%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67721.65     | 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        |    636000 | PA      | $604389.66    | 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        |   1250000 | PA      | $1015209.74   | 0.07%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                       | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50680.60     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    547000 | PA      | $612225.90    | 0.04%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    539000 | PA      | $565604.94    | 0.04%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOLCIM CAPITAL CORP                            | Holcim Capital Corp Ltd                                                         | CUSIP: 43474TAB9<br>LEI: 529900ZOWF38Y0WTW989 | Long             | DBT              | CORP              | BM        |    185000 | PA      | $194634.05    | 0.01%             | 2039-09-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    621000 | PA      | $639252.31    | 0.04%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    340000 | PA      | $365531.59    | 0.03%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    311000 | PA      | $269303.08    | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    458000 | PA      | $436303.88    | 0.03%             | 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        |    301000 | PA      | $266339.84    | 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        |    255000 | PA      | $217694.19    | 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        |    395000 | PA      | $375942.14    | 0.03%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CRH America Inc                                | CRH America Inc                                                                 | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63471.72     | 0.00%             | 2045-05-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $2691450.96   | 0.19%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278237.94    | 0.02%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    185000 | PA      | $198429.59    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162AY6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55705.54     | 0.00%             | 2038-06-01      | Fixed         | 6.90%                 | 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        |    160000 | PA      | $122108.67    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    230000 | PA      | $138367.34    | 0.01%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBE2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    270000 | PA      | $210710.00    | 0.01%             | 2043-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                       | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    414000 | PA      | $310126.26    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                       | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    815000 | PA      | $909971.49    | 0.06%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                             | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    347000 | PA      | $276985.87    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $320214.76    | 0.02%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $254158.41    | 0.02%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    344000 | PA      | $297966.03    | 0.02%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111054.23    | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE CO                           | Colonial Pipeline Co                                                            | CUSIP: 195869AL6<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51523.29     | 0.00%             | 2037-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                        | CRH America Finance Inc                                                         | CUSIP: 12636YAB8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167166.08    | 0.01%             | 2047-05-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203196.03    | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    279000 | PA      | $183758.76    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391014.69    | 0.03%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    557000 | PA      | $433299.55    | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    410000 | PA      | $444753.71    | 0.03%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $489218.68    | 0.03%             | 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        |    440000 | PA      | $415679.84    | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    299000 | PA      | $238703.06    | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $341832.78    | 0.02%             | 2069-02-15      | Fixed         | 5.08%                 | 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        |    217000 | PA      | $158053.53    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CELEO REDES OPERACION CL                       | Celeo Redes Operacion Chile SA                                                  | CUSIP: 15103JAA0<br>LEI: 959800U0HC7MFYWVH407 | Long             | DBT              | CORP              | CL        |    191483 | PA      | $161802.75    | 0.01%             | 2047-06-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    758000 | PA      | $486237.08    | 0.03%             | 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        |    171000 | PA      | $165701.38    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                    | Markel Corp                                                                     | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254849.93    | 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        |    358000 | PA      | $333510.83    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                         | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $408788.54    | 0.03%             | 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        |    278000 | PA      | $304556.86    | 0.02%             | 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        |    400000 | PA      | $439536.47    | 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        |    214000 | PA      | $172189.60    | 0.01%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273210.46    | 0.02%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV FIN                       | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    537000 | PA      | $489869.23    | 0.03%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AE9<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53821.95     | 0.00%             | 2037-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    345000 | PA      | $288863.91    | 0.02%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    373000 | PA      | $353893.34    | 0.02%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70782.66     | 0.00%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1167610.96   | 0.08%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967AS0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116904.08    | 0.01%             | 2098-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    445000 | PA      | $344571.87    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    188000 | PA      | $179483.90    | 0.01%             | 2043-10-23      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Mississippi Power Co                           | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371571.56    | 0.03%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    739000 | PA      | $545500.86    | 0.04%             | 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        |    400000 | PA      | $341676.43    | 0.02%             | 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        |    190000 | PA      | $121246.93    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200117.11    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                       | OneAmerica Financial Partners Inc                                               | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77924.95     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237566.28    | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    940000 | PA      | $767280.27    | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                        | Delmarva Power & Light Co                                                       | CUSIP: 247109BR1<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160119.99    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    234000 | PA      | $173582.70    | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    295000 | PA      | $282484.29    | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153858.23    | 0.01%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Wyeth LLC                                      | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    635000 | PA      | $717400.78    | 0.05%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $196181.62    | 0.01%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    191000 | PA      | $167246.59    | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    773000 | PA      | $639928.00    | 0.04%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    408000 | PA      | $254405.16    | 0.02%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    232000 | PA      | $243772.75    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    974000 | PA      | $1049219.22   | 0.07%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    349000 | PA      | $319325.30    | 0.02%             | 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        |    370000 | PA      | $384788.44    | 0.03%             | 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        |    116000 | PA      | $99221.49     | 0.01%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415276.29    | 0.03%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1284802.84   | 0.09%             | 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        |    456000 | PA      | $445079.84    | 0.03%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON (S.C.) & SON INC                       | SC Johnson & Son Inc                                                            | CUSIP: 78408LAC1<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63306.71     | 0.00%             | 2044-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                        | State Grid Overseas Investment BVI Ltd                                          | CUSIP: 857006AK6<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    260000 | PA      | $220831.47    | 0.02%             | 2047-05-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BARRICK INTL BARBADOS                          | Barrick International Barbados Corp                                             | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |    360000 | PA      | $376574.11    | 0.03%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166675.42    | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                         | Cox Communications Inc                                                          | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $477617.86    | 0.03%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    137000 | PA      | $169017.41    | 0.01%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| JAB HOLDINGS BV                                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $100900.28    | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                       | Electricite de France SA                                                        | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    278000 | PA      | $237896.27    | 0.02%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    860000 | PA      | $596078.90    | 0.04%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    395000 | PA      | $275202.91    | 0.02%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                        | FMR LLC                                                                         | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261546.57    | 0.02%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                        | Sierra Pacific Power Co                                                         | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165439.41    | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345932.52    | 0.02%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    428000 | PA      | $346702.43    | 0.02%             | 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        |    176000 | PA      | $106357.63    | 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        |    296000 | PA      | $260080.03    | 0.02%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                       | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    375000 | PA      | $271166.25    | 0.02%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                              | Kimco Realty Corp                                                               | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    199000 | PA      | $139568.34    | 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        |    395000 | PA      | $358683.81    | 0.03%             | 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        |    444000 | PA      | $312868.10    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOU                       | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAD2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186433.72    | 0.01%             | 2037-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                         | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    239000 | PA      | $151229.67    | 0.01%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                            | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    371000 | PA      | $327659.48    | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    452000 | PA      | $404067.20    | 0.03%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1368925.41   | 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        |   1420000 | PA      | $1261208.66   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    421000 | PA      | $317667.70    | 0.02%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                    | Heineken NV                                                                     | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    486000 | PA      | $383482.87    | 0.03%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    175000 | PA      | $120298.40    | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139724.06    | 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        |    720000 | PA      | $487315.85    | 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        |    631000 | PA      | $416335.14    | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $342100.84    | 0.02%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BQ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54346.74     | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven Inc                                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    704000 | PA      | $439113.90    | 0.03%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips                                 | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    575000 | PA      | $659231.41    | 0.05%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    154000 | PA      | $125016.27    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    164000 | PA      | $142778.34    | 0.01%             | 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        |    260000 | PA      | $218431.67    | 0.02%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORM                       | Fidelity National Information Services Inc                                      | CUSIP: 31620MAZ9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    272000 | PA      | $221331.54    | 0.02%             | 2048-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3158000 | PA      | $2966324.81   | 0.21%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081ER4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $217592.90    | 0.02%             | 2033-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    116000 | PA      | $76240.41     | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    219000 | PA      | $173740.61    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    438000 | PA      | $349941.16    | 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        |    902000 | PA      | $805692.42    | 0.06%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    785000 | PA      | $526367.62    | 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        |    430000 | PA      | $345772.15    | 0.02%             | 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        |    127000 | PA      | $92754.69     | 0.01%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $266272.96    | 0.02%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    616000 | PA      | $546697.04    | 0.04%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                              | Iowa Health System                                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    179000 | PA      | $132667.11    | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                          | Xiaomi Best Time International Ltd                                              | CUSIP: 98422HAE6<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |    210000 | PA      | $115282.09    | 0.01%             | 2051-07-14      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    485000 | PA      | $440642.50    | 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        |    277000 | PA      | $214858.66    | 0.02%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    435000 | PA      | $485688.50    | 0.03%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    837000 | PA      | $621719.40    | 0.04%             | 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        |    320000 | PA      | $232943.88    | 0.02%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    449000 | PA      | $385456.01    | 0.03%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    179000 | PA      | $163540.70    | 0.01%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                       | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    204000 | PA      | $143473.60    | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $337507.53    | 0.02%             | 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        |    347000 | PA      | $245193.69    | 0.02%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    316000 | PA      | $323178.17    | 0.02%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    840000 | PA      | $733833.21    | 0.05%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    191000 | PA      | $156145.72    | 0.01%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    337000 | PA      | $253256.19    | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                      | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93902.85     | 0.01%             | 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        |    470000 | PA      | $425937.28    | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                            | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1664000 | PA      | $1516391.93   | 0.11%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    299000 | PA      | $251449.55    | 0.02%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $591486.91    | 0.04%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    798000 | PA      | $814365.45    | 0.06%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    177000 | PA      | $128416.10    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                                              | CUSIP: 02361DAN0<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    205000 | PA      | $168162.18    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                          | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    406000 | PA      | $364732.90    | 0.03%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    242000 | PA      | $209643.35    | 0.01%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    258000 | PA      | $184204.00    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO NATIONAL LIFE INS                         | Ohio National Life Insurance Co/The                                             | CUSIP: 677412AF5<br>LEI: 549300WW3O2Q3BIJEF68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192551.98    | 0.01%             | 2042-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                    | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228836.08    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    512000 | PA      | $448368.47    | 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        |    499000 | PA      | $484434.37    | 0.03%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $382842.30    | 0.03%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    335000 | PA      | $217412.22    | 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      | $388104.66    | 0.03%             | 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        |     70000 | PA      | $40555.69     | 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        |    222000 | PA      | $177339.48    | 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        |    418000 | PA      | $431796.80    | 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        |    379000 | PA      | $351802.59    | 0.02%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1390544.37   | 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        |   1866000 | PA      | $1276134.62   | 0.09%             | 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        |    696000 | PA      | $515102.58    | 0.04%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115673.36    | 0.01%             | 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        |    690000 | PA      | $774238.95    | 0.05%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                       | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    235000 | PA      | $206424.10    | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AEP Texas Inc                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    184000 | PA      | $144140.77    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    157000 | PA      | $122844.99    | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    188000 | PA      | $174143.45    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    193000 | PA      | $161538.54    | 0.01%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $165614.72    | 0.01%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    946000 | PA      | $792305.87    | 0.06%             | 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        |    345000 | PA      | $275918.69    | 0.02%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                       | Pacific Life Insurance Co                                                       | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    185000 | PA      | $243268.04    | 0.02%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    180000 | PA      | $132663.49    | 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        |    253000 | PA      | $170733.70    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1618000 | PA      | $1405233.00   | 0.10%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    417000 | PA      | $434602.53    | 0.03%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| QATAR ENERGY                                   | Qatar Energy                                                                    | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   2300000 | PA      | $1674170.00   | 0.12%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                           | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    295000 | PA      | $330053.54    | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    646000 | PA      | $438864.26    | 0.03%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    154000 | PA      | $110858.49    | 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        |    218000 | PA      | $182535.88    | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    285000 | PA      | $220352.22    | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    329000 | PA      | $215917.91    | 0.02%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                              | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    586000 | PA      | $508885.46    | 0.04%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168777.89    | 0.01%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $354869.04    | 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        |   2063000 | PA      | $1914757.32   | 0.13%             | 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        |    248000 | PA      | $181734.19    | 0.01%             | 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        |   1107000 | PA      | $1065267.72   | 0.07%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $199705.87    | 0.01%             | 2038-03-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $162859.43    | 0.01%             | 2042-10-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    921000 | PA      | $843242.52    | 0.06%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    253000 | PA      | $269327.30    | 0.02%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    665000 | PA      | $655976.40    | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN                         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245525.52    | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CSL Finance PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $176621.66    | 0.01%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    720000 | PA      | $511976.52    | 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        |    510000 | PA      | $543920.29    | 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        |    188000 | PA      | $191129.98    | 0.01%             | 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        |    885000 | PA      | $620748.74    | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HARTFORD FINL SVCS GRP                         | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296878.36    | 0.02%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306871.32    | 0.02%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $517710.00    | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    317000 | PA      | $283956.91    | 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        |    650000 | PA      | $468037.17    | 0.03%             | 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        |    363000 | PA      | $370502.55    | 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        |    666000 | PA      | $475999.96    | 0.03%             | 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        |    184000 | PA      | $137580.36    | 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        |    516000 | PA      | $451191.02    | 0.03%             | 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        |    385000 | PA      | $322645.95    | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329000 | PA      | $848894.92    | 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        |   1407000 | PA      | $1278278.64   | 0.09%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    287000 | PA      | $238428.37    | 0.02%             | 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        |   1019000 | PA      | $963641.52    | 0.07%             | 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        |    907000 | PA      | $828943.45    | 0.06%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    671000 | PA      | $664251.77    | 0.05%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                              | Tampa Electric Co                                                               | CUSIP: 875127BD3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    182000 | PA      | $144093.43    | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $478326.43    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    442000 | PA      | $474847.89    | 0.03%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    759000 | PA      | $646067.27    | 0.05%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| NARRAGANSETT ELECTRIC                          | Narragansett Electric Co/The                                                    | CUSIP: 631005BC8<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134085.14    | 0.01%             | 2040-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    574000 | PA      | $450966.73    | 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        |    185000 | PA      | $124292.91    | 0.01%             | 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        |    312000 | PA      | $244784.50    | 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        |    150000 | PA      | $111203.79    | 0.01%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    804000 | PA      | $763738.91    | 0.05%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    216000 | PA      | $159912.63    | 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        |    426000 | PA      | $395439.27    | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    396000 | PA      | $404917.43    | 0.03%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    288000 | PA      | $179790.48    | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    442000 | PA      | $376822.68    | 0.03%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COVIDIEN INTL FINANCE SA                       | Covidien International Finance SA                                               | CUSIP: 22303QAH3<br>LEI: 549300938QUWMPITJ642 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $334283.47    | 0.02%             | 2037-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    480000 | PA      | $321467.70    | 0.02%             | 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        |    405000 | PA      | $359065.05    | 0.03%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    920000 | PA      | $665391.36    | 0.05%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    665000 | PA      | $574312.84    | 0.04%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    553000 | PA      | $382551.46    | 0.03%             | 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        |    245000 | PA      | $182255.14    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    209000 | PA      | $130842.76    | 0.01%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $185653.23    | 0.01%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                       | Industrias Penoles SAB de CV                                                    | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    283000 | PA      | $227025.62    | 0.02%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $184916.53    | 0.01%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    454000 | PA      | $387953.64    | 0.03%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    571000 | PA      | $389849.25    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                           | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $204398.53    | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    112000 | PA      | $81069.83     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    494000 | PA      | $374600.40    | 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        |    600000 | PA      | $664623.82    | 0.05%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    359000 | PA      | $285604.38    | 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        |   1071000 | PA      | $940522.42    | 0.07%             | 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        |    125000 | PA      | $132866.40    | 0.01%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                             | FEL Energy VI Sarl                                                              | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    240182 | PA      | $197549.31    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                 | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $291193.09    | 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        |   1483000 | PA      | $1335931.93   | 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        |    685000 | PA      | $640355.60    | 0.04%             | 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        |    190000 | PA      | $121452.51    | 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        |    546000 | PA      | $496822.53    | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $388077.48    | 0.03%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                       | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185009.79    | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| America Movil SAB de CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    226000 | PA      | $235386.92    | 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        |    463000 | PA      | $426942.20    | 0.03%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    494000 | PA      | $614898.40    | 0.04%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| MDC Holdings Inc                               | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    261000 | PA      | $211881.63    | 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        |    297000 | PA      | $282075.27    | 0.02%             | 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        |    560000 | PA      | $372129.92    | 0.03%             | 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        |    663000 | PA      | $424338.92    | 0.03%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CH5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    294000 | PA      | $262947.06    | 0.02%             | 2038-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84666.07     | 0.01%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CF6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143452.40    | 0.01%             | 2033-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    205000 | PA      | $173048.09    | 0.01%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                           | New England Power Co                                                            | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105438.98    | 0.01%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $710292.76    | 0.05%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $150004.04    | 0.01%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF CHICAGO                          | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290894.89    | 0.02%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    271000 | PA      | $206509.79    | 0.01%             | 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        |    369000 | PA      | $272042.77    | 0.02%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                               | Pernod Ricard SA                                                                | CUSIP: 714264AK4<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    611000 | PA      | $616360.58    | 0.04%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    465000 | PA      | $307464.01    | 0.02%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    681000 | PA      | $632843.59    | 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        |    392000 | PA      | $403363.70    | 0.03%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                | CSL Finance PLC                                                                 | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $227507.95    | 0.02%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $210130.69    | 0.01%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $254567.77    | 0.02%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    442000 | PA      | $322448.13    | 0.02%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    217000 | PA      | $182010.09    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $376466.70    | 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        |    760000 | PA      | $628587.83    | 0.04%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PROSUS NV                                      | Prosus NV                                                                       | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    832000 | PA      | $507754.94    | 0.04%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $852010.38    | 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        |    281000 | PA      | $193628.47    | 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        |    875000 | PA      | $765189.11    | 0.05%             | 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        |    947000 | PA      | $763071.54    | 0.05%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $308635.89    | 0.02%             | 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        |    287000 | PA      | $268429.92    | 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        |    384000 | PA      | $363485.48    | 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        |    635000 | PA      | $543066.20    | 0.04%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $329000.32    | 0.02%             | 2043-01-21      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    609000 | PA      | $522639.77    | 0.04%             | 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        |    178000 | PA      | $173883.30    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AJ5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    145000 | PA      | $106914.85    | 0.01%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    935000 | PA      | $1121661.13   | 0.08%             | 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        |    410000 | PA      | $341446.62    | 0.02%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228061.01    | 0.02%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                         | Orbia Advance Corp SAB de CV                                                    | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    741000 | PA      | $631183.80    | 0.04%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                       | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $177821.57    | 0.01%             | 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        |    385000 | PA      | $331712.64    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338244.85    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                         | Solar Star Funding LLC                                                          | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81796 | PA      | $81346.19     | 0.01%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45018.87     | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $353395.12    | 0.02%             | 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        |    327000 | PA      | $275150.41    | 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        |    280000 | PA      | $281419.21    | 0.02%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $188115.41    | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75829.79     | 0.01%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    344000 | PA      | $242072.01    | 0.02%             | 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        |   1291000 | PA      | $1187451.99   | 0.08%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    402000 | PA      | $373004.79    | 0.03%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    578000 | PA      | $420229.83    | 0.03%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    972000 | PA      | $944078.07    | 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        |    245000 | PA      | $189162.01    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $403916.92    | 0.03%             | 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        |    314000 | PA      | $276121.35    | 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        |    500000 | PA      | $321005.23    | 0.02%             | 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        |    444000 | PA      | $390693.34    | 0.03%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                            | Wells Fargo Bank NA                                                             | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512698.50    | 0.04%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                 | Korea Gas Corp                                                                  | CUSIP: 50066AAD5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    410000 | PA      | $463445.16    | 0.03%             | 2042-01-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    346000 | PA      | $296581.96    | 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        |   1179000 | PA      | $1005679.28   | 0.07%             | 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        |    220000 | PA      | $197921.19    | 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        |   1953000 | PA      | $1443170.07   | 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        |    758000 | PA      | $750541.07    | 0.05%             | 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        |    165000 | PA      | $104192.64    | 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        |    607000 | PA      | $607173.78    | 0.04%             | 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        |    590000 | PA      | $527704.73    | 0.04%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    434000 | PA      | $377079.52    | 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        |    351000 | PA      | $290066.96    | 0.02%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    411000 | PA      | $444688.65    | 0.03%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    404000 | PA      | $342375.49    | 0.02%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    481000 | PA      | $420798.29    | 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        |    926000 | PA      | $680114.38    | 0.05%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185292.60    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    552000 | PA      | $395658.96    | 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        |    310000 | PA      | $294799.82    | 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        |    554000 | PA      | $496771.35    | 0.03%             | 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        |    675000 | PA      | $609621.92    | 0.04%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1555000 | PA      | $1072017.00   | 0.08%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $250646.98    | 0.02%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $389318.88    | 0.03%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $550561.39    | 0.04%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    188000 | PA      | $182305.66    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    712000 | PA      | $531269.13    | 0.04%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    809000 | PA      | $580547.57    | 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        |    271000 | PA      | $190600.86    | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                       | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00386SAB8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    560000 | PA      | $636456.80    | 0.04%             | 2036-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221516.81    | 0.02%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                            | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    244000 | PA      | $206508.22    | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    160000 | PA      | $117884.26    | 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        |    205000 | PA      | $183663.96    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $1700052.81   | 0.12%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    420000 | PA      | $283606.00    | 0.02%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BG7<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    290000 | PA      | $241271.30    | 0.02%             | 2049-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $419461.56    | 0.03%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    445000 | PA      | $317357.29    | 0.02%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                              | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    833000 | PA      | $863987.69    | 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        |    532000 | PA      | $491134.99    | 0.03%             | 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        |    469000 | PA      | $303534.49    | 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        |    510000 | PA      | $466792.41    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $116009.81    | 0.01%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    446000 | PA      | $387183.50    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    333000 | PA      | $271323.34    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1404000 | PA      | $1014287.59   | 0.07%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    593000 | PA      | $458812.36    | 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        |    320000 | PA      | $257713.18    | 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        |    407000 | PA      | $392276.00    | 0.03%             | 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        |    233000 | PA      | $191487.98    | 0.01%             | 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        |   1046000 | PA      | $1010719.23   | 0.07%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DUKE UNIVERSITY                                | Duke University                                                                 | CUSIP: 26442TAD9<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110818.84    | 0.01%             | 2038-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Pennsylvania Electric Co                       | Pennsylvania Electric Co                                                        | CUSIP: 708696BV0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328498.05    | 0.02%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    590000 | PA      | $423961.08    | 0.03%             | 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        |    483000 | PA      | $378390.75    | 0.03%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111196.47    | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    548000 | PA      | $339952.81    | 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        |    210000 | PA      | $160061.27    | 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        |    770000 | PA      | $500635.26    | 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        |    551000 | PA      | $401390.25    | 0.03%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    390000 | PA      | $394481.33    | 0.03%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE CO                           | Colonial Pipeline Co                                                            | CUSIP: 195869AN2<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84906.36     | 0.01%             | 2043-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    403000 | PA      | $466463.09    | 0.03%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    705000 | PA      | $567949.86    | 0.04%             | 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        |    224000 | PA      | $173288.30    | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY                             | DIAMONDBACK ENERGY                                                              | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532754.48    | 0.04%             | 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        |    432000 | PA      | $398447.58    | 0.03%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $991522.62    | 0.07%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                            | Consumers Energy Co                                                             | CUSIP: 210518CX2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    159000 | PA      | $130412.66    | 0.01%             | 2064-08-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $293776.17    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317164.66    | 0.02%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1530000 | PA      | $1140854.93   | 0.08%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $999549.92    | 0.07%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $455114.98    | 0.03%             | 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        |    202000 | PA      | $140558.97    | 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        |    185000 | PA      | $167869.47    | 0.01%             | 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        |    278000 | PA      | $276136.98    | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    466000 | PA      | $451166.47    | 0.03%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                             | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    831000 | PA      | $868680.03    | 0.06%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                 | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77470.87     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                        | Northern Natural Gas Co                                                         | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    652000 | PA      | $523855.71    | 0.04%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    253000 | PA      | $184190.44    | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264241.65    | 0.02%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    418000 | PA      | $346816.73    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    415000 | PA      | $343107.45    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    362000 | PA      | $287448.19    | 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        |    245000 | PA      | $225228.43    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207001.73    | 0.01%             | 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        |    239000 | PA      | $248858.32    | 0.02%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ascension Health                               | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    464000 | PA      | $387211.79    | 0.03%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    460000 | PA      | $342183.06    | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227235.02    | 0.02%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    119000 | PA      | $101189.20    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    231000 | PA      | $175756.02    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                        | New York Life Insurance Co                                                      | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727682.38    | 0.05%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    329000 | PA      | $296156.21    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                        | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    285000 | PA      | $315942.84    | 0.02%             | 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        |    710000 | PA      | $735921.50    | 0.05%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    388000 | PA      | $254896.86    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                            | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $65905.72     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    693000 | PA      | $567335.66    | 0.04%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    268000 | PA      | $222578.94    | 0.02%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    623000 | PA      | $532680.23    | 0.04%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $311626.24    | 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        |    494000 | PA      | $344485.44    | 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        |    640000 | PA      | $469700.30    | 0.03%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                             | CUSIP: 83367TBT5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $166717.19    | 0.01%             | 2045-11-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813AX7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102788.17    | 0.01%             | 2037-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    665000 | PA      | $493640.08    | 0.03%             | 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        |    619000 | PA      | $554317.44    | 0.04%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PTTEP Treasury Center Co                       | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 69371MAD9<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    585000 | PA      | $398654.05    | 0.03%             | 2059-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    365000 | PA      | $284007.46    | 0.02%             | 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        |    206000 | PA      | $138249.00    | 0.01%             | 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        |    185000 | PA      | $140215.67    | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                        | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $148566.50    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    297000 | PA      | $303083.37    | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                              | Cometa Energia SA de CV                                                         | CUSIP: 20039FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    262242 | PA      | $237984.62    | 0.02%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Cox Communications Inc                         | Cox Communications Inc                                                          | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    221000 | PA      | $186229.19    | 0.01%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    193000 | PA      | $160764.39    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1750184.57   | 0.12%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    462000 | PA      | $399567.87    | 0.03%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1221572.51   | 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        |    325000 | PA      | $295384.98    | 0.02%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    386000 | PA      | $301711.72    | 0.02%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375BE1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    167000 | PA      | $185653.81    | 0.01%             | 2036-07-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $242185.68    | 0.02%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    423000 | PA      | $274107.33    | 0.02%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46244.82     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| TECK RESOURCES LIMITED                         | Teck Resources Ltd                                                              | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $236747.15    | 0.02%             | 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        |    220000 | PA      | $223112.38    | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERCONEXION ELECTRICA                        | Interconexion Electrica SA ESP                                                  | CUSIP: 45853NAA0<br>LEI: 5493007GMWK7ZHVQ5362 | Long             | DBT              | CORP              | CO        |    186000 | PA      | $146809.79    | 0.01%             | 2033-11-26      | Fixed         | 3.83%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    436000 | PA      | $406255.45    | 0.03%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                         | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250921.55    | 0.02%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1569990.95   | 0.11%             | 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        |    616000 | PA      | $393056.92    | 0.03%             | 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        |    366000 | PA      | $305174.23    | 0.02%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718CB3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206703.00    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    424000 | PA      | $272104.22    | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $321135.96    | 0.02%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    285000 | PA      | $233646.44    | 0.02%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CJ8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152082.05    | 0.01%             | 2043-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    514000 | PA      | $418999.96    | 0.03%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $157563.40    | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $370102.20    | 0.03%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    184000 | PA      | $165098.93    | 0.01%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    868000 | PA      | $803746.62    | 0.06%             | 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        |    526000 | PA      | $479628.38    | 0.03%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                       | Mars Inc                                                                        | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    590000 | PA      | $489462.68    | 0.03%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLNG LIQUEFACTION 2 LLC                        | FLNG Liquefaction 2 LLC                                                         | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |    265170 | PA      | $230428.49    | 0.02%             | 2038-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    262000 | PA      | $189788.07    | 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        |    640000 | PA      | $729235.24    | 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        |    420000 | PA      | $316310.40    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    160000 | PA      | $131282.68    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $107193.96    | 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        |    140000 | PA      | $89652.25     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    261000 | PA      | $228820.71    | 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        |    435000 | PA      | $302594.03    | 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        |    766000 | PA      | $498706.47    | 0.04%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    295000 | PA      | $309814.19    | 0.02%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    900000 | PA      | $619954.09    | 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        |    213000 | PA      | $149397.57    | 0.01%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    294000 | PA      | $301579.14    | 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        |    690000 | PA      | $602914.74    | 0.04%             | 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        |    269000 | PA      | $214547.12    | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    580000 | PA      | $414015.59    | 0.03%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                       | XLIT Ltd                                                                        | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $237244.13    | 0.02%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    535000 | PA      | $383007.90    | 0.03%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                            | Ford Foundation/The                                                             | CUSIP: 34531XAA2<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    260000 | PA      | $218992.22    | 0.02%             | 2047-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    427000 | PA      | $376992.83    | 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        |    389000 | PA      | $374076.25    | 0.03%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUTCHISON WHAM INT 03/33                       | Hutchison Whampoa International 03/33 Ltd                                       | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $493241.83    | 0.03%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $137964.51    | 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        |   1576000 | PA      | $1945384.27   | 0.14%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $139115.30    | 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        |    105000 | PA      | $73419.55     | 0.01%             | 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        |   2940000 | PA      | $2773755.05   | 0.19%             | 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        |    159000 | PA      | $139166.14    | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                     | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139320.72    | 0.01%             | 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        |    332000 | PA      | $338683.01    | 0.02%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    109000 | PA      | $101796.79    | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    366000 | PA      | $297515.99    | 0.02%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    237000 | PA      | $268702.12    | 0.02%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $278656.07    | 0.02%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                   | UBS Group AG                                                                    | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    530000 | PA      | $360181.17    | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $938623.43    | 0.07%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    430000 | PA      | $390748.38    | 0.03%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    213000 | PA      | $162569.03    | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $191116.94    | 0.01%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WALGREEN CO                                    | Walgreen Co                                                                     | CUSIP: 931422AK5<br>LEI: E1OI0SEUGJMPPTKRDD35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39126.21     | 0.00%             | 2042-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                   | Evergy Metro Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202193.41    | 0.01%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1473000 | PA      | $1460238.69   | 0.10%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                         | Ares Finance Co IV LLC                                                          | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $170330.02    | 0.01%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $879862.92    | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $225244.58    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    544000 | PA      | $350080.14    | 0.02%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                           | ERAC USA Finance LLC                                                            | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $184238.57    | 0.01%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    487000 | PA      | $377219.95    | 0.03%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123688.03    | 0.01%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| DP WORLD PLC                                   | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    780000 | PA      | $805896.00    | 0.06%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    638000 | PA      | $555902.66    | 0.04%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    228000 | PA      | $201970.03    | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    406000 | PA      | $345443.29    | 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        |    295000 | PA      | $245169.80    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| EMPRESA DE LOS FERROCARR                       | Empresa de los Ferrocarriles del Estado                                         | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    320000 | PA      | $210281.84    | 0.01%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    308000 | PA      | $266626.98    | 0.02%             | 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        |    230000 | PA      | $162242.83    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    101000 | PA      | $81113.95     | 0.01%             | 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        |    255000 | PA      | $177948.10    | 0.01%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    662000 | PA      | $426342.38    | 0.03%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AC8<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148536.97    | 0.01%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    874000 | PA      | $753717.91    | 0.05%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                       | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    335000 | PA      | $276928.65    | 0.02%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $344821.23    | 0.02%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    417000 | PA      | $341876.83    | 0.02%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309645.11    | 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        |    222000 | PA      | $160271.57    | 0.01%             | 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        |    425000 | PA      | $334141.32    | 0.02%             | 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        |    245000 | PA      | $222090.07    | 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        |    185000 | PA      | $206739.47    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                 | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    430000 | PA      | $324337.56    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180370.57    | 0.01%             | 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        |    633000 | PA      | $516045.01    | 0.04%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                 | Dignity Health                                                                  | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    201000 | PA      | $166745.83    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                        | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    243000 | PA      | $182172.75    | 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        |    157000 | PA      | $125534.39    | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                        | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    775000 | PA      | $577893.34    | 0.04%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    174000 | PA      | $153224.33    | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                          | KeySpan Gas East Corp                                                           | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169635.92    | 0.01%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173706.82    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357109.42    | 0.03%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CATHOLIC HEALTH SERVICES                       | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $146441.83    | 0.01%             | 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        |    263000 | PA      | $210171.38    | 0.01%             | 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        |    304000 | PA      | $267012.78    | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9119.97      | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    263000 | PA      | $255472.06    | 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        |   1334000 | PA      | $1025653.13   | 0.07%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    447000 | PA      | $411097.43    | 0.03%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                       | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127905.38    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | 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        |    101000 | PA      | $88547.00     | 0.01%             | 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        |    327000 | PA      | $257493.60    | 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        |    140000 | PA      | $113949.57    | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $947916.56    | 0.07%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111354.75    | 0.01%             | 2045-03-30      | Fixed         | 4.50%                 | 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        |   1040000 | PA      | $1003600.00   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    540000 | PA      | $423979.49    | 0.03%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBD9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    345000 | PA      | $233173.84    | 0.02%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    896000 | PA      | $670043.49    | 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        |    622000 | PA      | $420609.86    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                       | Empresa de los Ferrocarriles del Estado                                         | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    295000 | PA      | $179803.16    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    303000 | PA      | $286803.60    | 0.02%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                               | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    550000 | PA      | $451309.36    | 0.03%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168323.67    | 0.01%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    216000 | PA      | $201155.62    | 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        |   3930000 | PA      | $2729749.27   | 0.19%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    418000 | PA      | $369299.83    | 0.03%             | 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        |   3374000 | PA      | $2773704.70   | 0.19%             | 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        |    322000 | PA      | $212903.05    | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| BAYER US FINANCE II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200707.19    | 0.01%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TTX CO                                         | TTX Co                                                                          | CUSIP: 87305QCJ8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    240000 | PA      | $192181.94    | 0.01%             | 2045-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    173000 | PA      | $149655.44    | 0.01%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    293000 | PA      | $228925.53    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    293000 | PA      | $175653.61    | 0.01%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4180.44      | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    430000 | PA      | $357721.30    | 0.03%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1013554.14   | 0.07%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    390000 | PA      | $356044.10    | 0.02%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $710310.58    | 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        |    435000 | PA      | $391205.10    | 0.03%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CG2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189377.05    | 0.01%             | 2040-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    725000 | PA      | $644668.81    | 0.05%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    433000 | PA      | $422452.73    | 0.03%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                       | SC Johnson & Son Inc                                                            | CUSIP: 78408LAA5<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245602.00    | 0.02%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $813416.11    | 0.06%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    466000 | PA      | $417766.63    | 0.03%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                   | CUSIP: 00131L2B0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    282000 | PA      | $250159.89    | 0.02%             | 2044-03-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                         | Empresa de Transmision Electrica SA                                             | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    325000 | PA      | $250250.00    | 0.02%             | 2049-05-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    928000 | PA      | $822082.66    | 0.06%             | 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        |    998000 | PA      | $787550.40    | 0.06%             | 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        |    225000 | PA      | $206901.57    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214499.26    | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SOUTHERN BAPTIST HOSPITA                       | Southern Baptist Hospital of Florida Inc                                        | CUSIP: 842329AA2<br>LEI: 549300W09SX92QHCDU34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199234.82    | 0.01%             | 2045-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    426000 | PA      | $362905.86    | 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        |    321000 | PA      | $231633.00    | 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        |    504000 | PA      | $571067.23    | 0.04%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    340000 | PA      | $315263.28    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $347683.19    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                           | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $487396.00    | 0.03%             | 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        |   1057000 | PA      | $758299.20    | 0.05%             | 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        |    185000 | PA      | $135927.41    | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                   | Qatar Energy                                                                    | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1965000 | PA      | $1490393.55   | 0.10%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    154000 | PA      | $136879.51    | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    503000 | PA      | $521747.67    | 0.04%             | 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        |   1162000 | PA      | $992949.96    | 0.07%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1239000 | PA      | $1012376.18   | 0.07%             | 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        |    349000 | PA      | $289302.81    | 0.02%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    431000 | PA      | $408200.73    | 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        |   2013000 | PA      | $1357553.37   | 0.10%             | 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        |    415000 | PA      | $378997.61    | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northwestern University                        | Northwestern University                                                         | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $396836.04    | 0.03%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    343000 | PA      | $286025.03    | 0.02%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $353817.27    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $1976455.20   | 0.14%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF PENNSYLVAN                       | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $93713.49     | 0.01%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                       | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    399000 | PA      | $266025.14    | 0.02%             | 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        |    215000 | PA      | $170574.14    | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    973000 | PA      | $709840.76    | 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        |    713000 | PA      | $667852.69    | 0.05%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $230555.86    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    346000 | PA      | $316345.86    | 0.02%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $163207.84    | 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        |    474000 | PA      | $438479.75    | 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        |    320000 | PA      | $231734.26    | 0.02%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    567000 | PA      | $588019.88    | 0.04%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    418000 | PA      | $308458.62    | 0.02%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co                            | Consumers Energy Co                                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    215000 | PA      | $176941.64    | 0.01%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                       | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    190000 | PA      | $121635.89    | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    205000 | PA      | $140489.73    | 0.01%             | 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        |    513000 | PA      | $526812.26    | 0.04%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    562000 | PA      | $626379.44    | 0.04%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295523.72    | 0.02%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     93000 | PA      | $88290.79     | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                              | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    562000 | PA      | $348007.58    | 0.02%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    249000 | PA      | $229278.45    | 0.02%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                            | Air Liquide Finance SA                                                          | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $509173.07    | 0.04%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98619.88     | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                       | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    495000 | PA      | $388322.55    | 0.03%             | 2067-10-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    497000 | PA      | $547514.22    | 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        |    190000 | PA      | $155703.72    | 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        |    330000 | PA      | $287728.98    | 0.02%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                         | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    179000 | PA      | $138196.75    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    498000 | PA      | $417376.39    | 0.03%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    493000 | PA      | $316735.38    | 0.02%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| GEORGETOWN UNIVERSITY                          | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115369.99    | 0.01%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                         | Barrick North America Finance LLC                                               | CUSIP: 06849RAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $311101.41    | 0.02%             | 2038-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $453081.07    | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AX5<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    344000 | PA      | $231491.15    | 0.02%             | 2046-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $200460.73    | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    285000 | PA      | $203623.92    | 0.01%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    424000 | PA      | $449064.06    | 0.03%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    678000 | PA      | $598358.28    | 0.04%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    363000 | PA      | $274945.38    | 0.02%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    336000 | PA      | $351769.62    | 0.02%             | 2040-08-15      | Fixed         | 6.45%                 | 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        |   1642000 | PA      | $1231989.97   | 0.09%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                       | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $167219.73    | 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        |    390000 | PA      | $433011.32    | 0.03%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    431000 | PA      | $311121.08    | 0.02%             | 2041-05-13      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO II                            | KKR Group Finance Co II LLC                                                     | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $340721.29    | 0.02%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    321000 | PA      | $332661.26    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| EASTERN GAS TRAN                               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    183000 | PA      | $127174.42    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    308000 | PA      | $314953.94    | 0.02%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                       | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    670000 | PA      | $472409.53    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    220000 | PA      | $156682.86    | 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        |    548000 | PA      | $583634.74    | 0.04%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    827000 | PA      | $795174.12    | 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        |    294000 | PA      | $303712.69    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $995377.72    | 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        |    335000 | PA      | $272712.41    | 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        |    270000 | PA      | $233313.64    | 0.02%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    556000 | PA      | $481491.44    | 0.03%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| City of Hope                                   | City of Hope                                                                    | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    329000 | PA      | $274912.92    | 0.02%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1437672.58   | 0.10%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                         | Diageo Investment Corp                                                          | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $496064.61    | 0.03%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    211000 | PA      | $192712.91    | 0.01%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                              | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191159.62    | 0.01%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                        | Northern Natural Gas Co                                                         | CUSIP: 665501AK8<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $194495.63    | 0.01%             | 2042-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    358000 | PA      | $284237.13    | 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        |    832000 | PA      | $518336.55    | 0.04%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    692000 | PA      | $599696.82    | 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        |    224000 | PA      | $164557.32    | 0.01%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279934.11    | 0.02%             | 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        |    385000 | PA      | $384828.56    | 0.03%             | 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        |     50000 | PA      | $33560.76     | 0.00%             | 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        |    455000 | PA      | $380868.52    | 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        |    293000 | PA      | $256961.46    | 0.02%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $530163.50    | 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        |    417000 | PA      | $472298.96    | 0.03%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    660000 | PA      | $608513.40    | 0.04%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ascension Health                               | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    415000 | PA      | $394528.32    | 0.03%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                       | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    259000 | PA      | $202213.87    | 0.01%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    595000 | PA      | $395031.21    | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAQ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $396661.09    | 0.03%             | 2042-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    712000 | PA      | $456064.21    | 0.03%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    272000 | PA      | $206510.71    | 0.01%             | 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        |    429000 | PA      | $396063.72    | 0.03%             | 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        |    299000 | PA      | $331258.01    | 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        |    210000 | PA      | $146275.77    | 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        |   1361000 | PA      | $1507269.35   | 0.11%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182397.98    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    429000 | PA      | $304124.46    | 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        |    495000 | PA      | $310582.97    | 0.02%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    875000 | PA      | $658517.12    | 0.05%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    653000 | PA      | $395527.05    | 0.03%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1121302.66   | 0.08%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                              | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    216000 | PA      | $179085.69    | 0.01%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas & Electric Co.                                                     | CUSIP: 678858BM2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161096.22    | 0.01%             | 2041-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                 | Idaho Power Co                                                                  | CUSIP: 45138LBD4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    244000 | PA      | $183375.82    | 0.01%             | 2045-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEGA ADVANCE INVESTMENTS                       | Mega Advance Investments Ltd                                                    | CUSIP: 58516NAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $212802.00    | 0.01%             | 2041-05-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1344749.68   | 0.09%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $184507.70    | 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        |    180000 | PA      | $174572.65    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    489000 | PA      | $528364.50    | 0.04%             | 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        |    239000 | PA      | $244261.74    | 0.02%             | 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        |    505000 | PA      | $381303.10    | 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        |    334000 | PA      | $354337.85    | 0.02%             | 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        |    235000 | PA      | $220508.97    | 0.02%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219517.90    | 0.02%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371692.04    | 0.03%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                       | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    469000 | PA      | $356322.95    | 0.03%             | 2046-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    340000 | PA      | $375939.03    | 0.03%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137792.91    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1014450.42   | 0.07%             | 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        |    575000 | PA      | $404709.72    | 0.03%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292555.86    | 0.02%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255895.31    | 0.02%             | 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        |    466000 | PA      | $361797.95    | 0.03%             | 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        |    185000 | PA      | $159996.75    | 0.01%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOLCIM CAPITAL CORP                            | Holcim Capital Corp Ltd                                                         | CUSIP: 43475DAA5<br>LEI: 529900ZOWF38Y0WTW989 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $265516.66    | 0.02%             | 2043-09-12      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $894068.54    | 0.06%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    202000 | PA      | $179047.73    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                        | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $255418.82    | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                  | Lubrizol Corp/The                                                               | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    395000 | PA      | $454165.72    | 0.03%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    294000 | PA      | $241827.83    | 0.02%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SKY GROUP FINANCE PLC                          | Sky Group Finance Ltd                                                           | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $277966.73    | 0.02%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382932.17    | 0.03%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                  | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    285000 | PA      | $277785.87    | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                   | Assurant Inc                                                                    | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212016.93    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    187000 | PA      | $134681.47    | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                           | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAE1<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    346000 | PA      | $207623.91    | 0.01%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| THAIOIL TRSRY CENTER                           | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAB7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     10000 | PA      | $7763.40      | 0.00%             | 2043-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226024.06    | 0.02%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    307000 | PA      | $260323.92    | 0.02%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $213589.10    | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    434000 | PA      | $357280.57    | 0.03%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                    | Corning Inc                                                                     | CUSIP: 219350AR6<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274700.46    | 0.02%             | 2036-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1230549.69   | 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        |    360000 | PA      | $363453.26    | 0.03%             | 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        |    170000 | PA      | $109208.53    | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $847917.78    | 0.06%             | 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        |    341000 | PA      | $264559.33    | 0.02%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                      | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    379000 | PA      | $276987.15    | 0.02%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53829.92     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                       | National Life Insurance Co                                                      | CUSIP: 636792AB9<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89137.02     | 0.01%             | 2068-07-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| METHODIST HOSPITAL/THE                         | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $206638.79    | 0.01%             | 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        |    281000 | PA      | $240352.75    | 0.02%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    146000 | PA      | $115103.82    | 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        |    724000 | PA      | $590825.06    | 0.04%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    473000 | PA      | $395918.91    | 0.03%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                       | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    265000 | PA      | $227791.02    | 0.02%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211090.70    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| AEP Texas Inc                                  | AEP Texas Inc                                                                   | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    159000 | PA      | $166173.44    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187888.57    | 0.01%             | 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        |    327000 | PA      | $216759.71    | 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        |    295000 | PA      | $215513.24    | 0.02%             | 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        |    305000 | PA      | $289972.90    | 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        |    414000 | PA      | $361048.82    | 0.03%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178333.59    | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    321000 | PA      | $321457.26    | 0.02%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    279000 | PA      | $263146.60    | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBN5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    166000 | PA      | $137446.00    | 0.01%             | 2045-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1023023.23   | 0.07%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    267000 | PA      | $224921.73    | 0.02%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $430899.33    | 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        |    409000 | PA      | $342037.73    | 0.02%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $162538.35    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BJ2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189166.23    | 0.01%             | 2037-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    178000 | PA      | $146710.63    | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    456000 | PA      | $289147.41    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                        | State Grid Overseas Investment 2013 Ltd                                         | CUSIP: 856899AC3<br>LEI: 529900GBH9XYPD4XZZ70 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180580.00    | 0.01%             | 2043-05-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $159626.99    | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    207000 | PA      | $134497.77    | 0.01%             | 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        |    295000 | PA      | $200896.04    | 0.01%             | 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        |    609000 | PA      | $575988.17    | 0.04%             | 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        |    831000 | PA      | $731175.94    | 0.05%             | 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        |   1383000 | PA      | $1269997.46   | 0.09%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    639000 | PA      | $618812.23    | 0.04%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northwestern University                        | Northwestern University                                                         | CUSIP: 668444AM4<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236185.09    | 0.02%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141066.01    | 0.01%             | 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        |    345000 | PA      | $245561.55    | 0.02%             | 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        |    510000 | PA      | $369872.34    | 0.03%             | 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        |    138000 | PA      | $112870.79    | 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        |   1450000 | PA      | $1199566.11   | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                           | Pertamina Persero PT                                                            | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    414000 | PA      | $423149.25    | 0.03%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                           | Petronas Capital Ltd                                                            | CUSIP: 716743AL3<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    982000 | PA      | $897243.58    | 0.06%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | Deutsche Telekom AG                                                             | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    586000 | PA      | $426863.19    | 0.03%             | 2050-01-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    318000 | PA      | $288070.69    | 0.02%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| DUKE UNIVERSITY                                | Duke University                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    195000 | PA      | $131237.62    | 0.01%             | 2050-10-01      | Fixed         | 2.76%                 | 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        |    235000 | PA      | $205150.63    | 0.01%             | 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        |    408000 | PA      | $331395.44    | 0.02%             | 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        |    856000 | PA      | $759319.95    | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                 | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $1558454.27   | 0.11%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                            | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    425000 | PA      | $355956.76    | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1317010.86   | 0.09%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    210000 | PA      | $176581.30    | 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        |    473000 | PA      | $371421.45    | 0.03%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    199000 | PA      | $193179.48    | 0.01%             | 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        |    440000 | PA      | $462823.31    | 0.03%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    304000 | PA      | $279992.40    | 0.02%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    508000 | PA      | $418166.43    | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    291000 | PA      | $283004.67    | 0.02%             | 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        |    317000 | PA      | $263694.46    | 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        |    231000 | PA      | $190499.45    | 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        |    665000 | PA      | $458271.70    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corp                           | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $702356.25    | 0.05%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | PA      | $386541.36    | 0.03%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    364000 | PA      | $254391.68    | 0.02%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101656.64    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1260069.29   | 0.09%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AK4<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148209.83    | 0.01%             | 2065-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINOPEC CAPITAL 2013 LTD                       | Sinopec Capital 2013 Ltd                                                        | CUSIP: 82937TAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    325000 | PA      | $275368.56    | 0.02%             | 2043-04-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    418000 | PA      | $388372.55    | 0.03%             | 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        |    177000 | PA      | $147459.74    | 0.01%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                         | Massachusetts Electric Co                                                       | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    285000 | PA      | $212932.66    | 0.01%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    548000 | PA      | $459765.06    | 0.03%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204328.45    | 0.01%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                              | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $212784.67    | 0.01%             | 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        |    274000 | PA      | $268444.60    | 0.02%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                                                     | CUSIP: 976656CJ5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150624.91    | 0.01%             | 2045-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                       | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     89000 | PA      | $63803.51     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                       | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAE7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253118.36    | 0.02%             | 2042-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                       | SC Johnson & Son Inc                                                            | CUSIP: 478165AG8<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416219.54    | 0.03%             | 2040-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    163000 | PA      | $111564.39    | 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        |    560000 | PA      | $383439.06    | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    308000 | PA      | $257435.99    | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    296000 | PA      | $228515.02    | 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        |    620000 | PA      | $456288.80    | 0.03%             | 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        |    105000 | PA      | $110223.80    | 0.01%             | 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        |    901000 | PA      | $912302.90    | 0.06%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                         | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    586000 | PA      | $625699.79    | 0.04%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    883000 | PA      | $650466.52    | 0.05%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    870000 | PA      | $615109.31    | 0.04%             | 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        |    246000 | PA      | $170921.82    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    645000 | PA      | $580685.60    | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| TRANSMANTARO                                   | Consorcio Transmantaro SA                                                       | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    520000 | PA      | $466965.20    | 0.03%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                             | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300EIRQ0Z2B9C1W06 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $130584.21    | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    498000 | PA      | $295148.39    | 0.02%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CRH America Finance Inc                        | CRH America Finance Inc                                                         | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    599000 | PA      | $503171.43    | 0.04%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    259000 | PA      | $215945.08    | 0.02%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    405000 | PA      | $286035.74    | 0.02%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNPC HK OVERSEAS CAPITAL                       | CNPC HK Overseas Capital Ltd                                                    | CUSIP: 12622NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    345000 | PA      | $356540.25    | 0.03%             | 2041-04-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2034879.77   | 0.14%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: —       |
| Grupo Bimbo SAB de CV                          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    290000 | PA      | $254909.83    | 0.02%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $177354.18    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    621000 | PA      | $467210.96    | 0.03%             | 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        |    412000 | PA      | $303700.29    | 0.02%             | 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        |   1257000 | PA      | $1035956.42   | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84973.35     | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                       | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $272758.29    | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC ELEC & GAS                             | Public Service Electric and Gas Co                                              | CUSIP: 74456QAQ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214461.28    | 0.02%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    372000 | PA      | $358083.89    | 0.03%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                       | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    338000 | PA      | $287443.72    | 0.02%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151029.93    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    365000 | PA      | $217966.86    | 0.02%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    581000 | PA      | $546139.92    | 0.04%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $876473.14    | 0.06%             | 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        |    445000 | PA      | $313621.84    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co                           | Colonial Pipeline Co                                                            | CUSIP: 195869AQ5<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    385000 | PA      | $309239.20    | 0.02%             | 2048-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    367000 | PA      | $381532.10    | 0.03%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $434071.56    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FOUR                            | Goodman US Finance Four LLC                                                     | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    194000 | PA      | $160575.26    | 0.01%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    315000 | PA      | $284189.77    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BARRICK NA FINANCE LLC                         | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $575625.22    | 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        |    176000 | PA      | $153015.53    | 0.01%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                     | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    610000 | PA      | $429659.64    | 0.03%             | 2051-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                         | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $236529.73    | 0.02%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    531000 | PA      | $594189.17    | 0.04%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    460000 | PA      | $290336.30    | 0.02%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    743000 | PA      | $494568.96    | 0.03%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    324000 | PA      | $266457.89    | 0.02%             | 2042-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    221000 | PA      | $185555.77    | 0.01%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148269.82    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    915000 | PA      | $683228.31    | 0.05%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-29

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer