# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012267
**Filing Date:** 2023-1
**Character Count:** 2572414
**Document Hash:** 940872813a0e89c6f9b3dfef5926e81d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012267.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012267

**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:** 23551433

**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 Intermediate Government/Credit Bond ETF (Series ID: S000013700)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000037542 | iShares Intermediate Government/Credit Bond ETF | GVI             |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.1%** |  |  |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/01/31 (Call 12/01/30) | $95 | $75169 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/28 (Call 07/01/28) | 170 | 162765 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/30/30 (Call 12/30/29) | 140 | 132450 |
| Omnicom Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 04/30/30 (Call 01/30/30) | 80 | 66641 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/01/31 (Call 05/01/31) | 185 | 153516 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/01/30 (Call 03/01/30) | 95 | 89002 |
| Omnicom Group Inc./Omnicom Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/26 (Call 01/15/26) | 343 | 330309 |
| &nbsp;&nbsp;&nbsp;3.65%, 11/01/24 (Call 08/01/24) | 165 | 161081 |
| WPP Finance 2010, 3.75%, 09/19/24 | 145 | 140122 |
|  |  | 1311055 |
| **Aerospace & Defense — 0.5%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.43%, 02/04/24 (Call 12/12/22) | 515 | 491372 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/04/26 (Call 02/04/23) | 1055 | 957898 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/15/26 (Call 03/15/26) | 85 | 76771 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/30/25 (Call 07/30/25) | 70 | 65185 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/01/27 (Call 12/01/26) | 260 | 235160 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/26 (Call 01/01/26) | 110 | 102105 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/24 (Call 02/01/24) | 20 | 19398 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/27 (Call 12/01/26) | 125 | 113523 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/30/24 (Call 07/30/24) | 123 | 118130 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/01/30 (Call 11/01/29) | 195 | 165723 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/26 (Call 03/01/26) | 125 | 117046 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/01/29 (Call 12/01/28) | 248 | 218823 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/28 (Call 12/01/27) | 115 | 102696 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/01/28 (Call 08/01/28) | 95 | 85320 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/01/31 (Call 11/01/30) | 205 | 180789 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/25 (Call 04/01/25) | 689 | 682579 |
| &nbsp;&nbsp;&nbsp;5.04%, 05/01/27 (Call 03/01/27) | 380 | 376519 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/30 (Call 02/01/30) | 818 | 798049 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/01/26 (Call 05/01/26) | 165 | 147324 |
| &nbsp;&nbsp;&nbsp;2.13%, 08/15/26 (Call 05/15/26) | 160 | 147310 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/31 (Call 03/01/31) | 45 | 38269 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/24 (Call 09/15/24) | 60 | 57394 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/15/27 (Call 08/15/27) | 211 | 193189 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/25 (Call 03/01/25) | 231 | 224507 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/25 (Call 03/15/25) | 220 | 215362 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 02/01/27) | 235 | 226119 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/30 (Call 01/01/30) | 212 | 200414 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/28 (Call 02/15/28) | 195 | 187364 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 01/15/31 (Call 10/15/30) | 125 | 97429 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/29 (Call 09/15/29) | 70 | 60280 |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 230 | 224986 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/26 (Call 09/15/26) | 220 | 211594 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/28/24 (Call 02/28/24) | 145 | 142623 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/15/28 (Call 03/15/28) | 305 | 295880 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 06/15/30 (Call 03/15/30) | 35 | 28946 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/26 (Call 10/15/25) | 264 | 258071 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/32 (Call 03/15/32) | 180 | 171470 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/25 | 70 | 70860 |
| &nbsp;&nbsp;&nbsp;5.10%, 11/15/27 | 90 | 92584 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/33 | 110 | 114660 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |
| Northrop Grumman Corp. |  |  |
| 2.93%, 01/15/25 (Call 11/15/24) | $277 | $266374 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/01/27 (Call 11/01/26) | 209 | 196907 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 350 | 325272 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/01/30 (Call 02/01/30) | 200 | 196048 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 09/01/31 (Call 06/01/31) | 145 | 115577 |
| &nbsp;&nbsp;&nbsp;2.25%, 07/01/30 (Call 04/01/30) | 310 | 260896 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/32 (Call 12/15/31) | 170 | 139429 |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 35 | 32474 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 229 | 214873 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/24 (Call 01/15/24) | 175 | 171647 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/27 (Call 12/15/26) | 370 | 353787 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/15/23 (Call 09/15/23) | 107 | 105979 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (Call 06/16/25) | 397 | 389921 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/16/28 (Call 08/16/28) | 535 | 518329 |
| &nbsp;&nbsp;&nbsp;7.20%, 08/15/27 | 5 | 5549 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/15/29 | 10 | 11457 |
|  |  | 11618240 |
| **Agriculture — 0.3%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 05/06/25 (Call 04/06/25) | 300 | 282192 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/04/32 (Call 11/04/31) | 390 | 296338 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/16/26 (Call 06/16/26)<sup>(a)</sup> | 198 | 182077 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/30 (Call 02/06/30) | 125 | 107785 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/31/24 | 85 | 84020 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/14/26 (Call 12/14/25)<sup>(a)</sup> | 135 | 132816 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/14/29 (Call 11/14/28) | 206 | 198125 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/11/26 (Call 05/11/26) | 318 | 296045 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31) | 60 | 52204 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/30 (Call 12/27/29) | 120 | 109528 |
| &nbsp;&nbsp;&nbsp;5.94%, 10/01/32 | 100 | 109209 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.26%, 03/25/28 (Call 01/25/28) | 325 | 272623 |
| &nbsp;&nbsp;&nbsp;2.73%, 03/25/31 (Call 12/25/30) | 310 | 244835 |
| &nbsp;&nbsp;&nbsp;2.79%, 09/06/24 (Call 08/06/24) | 245 | 234347 |
| &nbsp;&nbsp;&nbsp;3.22%, 08/15/24 (Call 06/15/24) | 608 | 586410 |
| &nbsp;&nbsp;&nbsp;3.22%, 09/06/26 (Call 07/06/26) | 166 | 154118 |
| &nbsp;&nbsp;&nbsp;3.46%, 09/06/29 (Call 06/06/29) | 160 | 137680 |
| &nbsp;&nbsp;&nbsp;3.56%, 08/15/27 (Call 05/15/27) | 634 | 578386 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/02/27 (Call 02/02/27) | 85 | 82113 |
| &nbsp;&nbsp;&nbsp;4.74%, 03/16/32 (Call 12/16/31) | 131 | 117962 |
| &nbsp;&nbsp;&nbsp;4.91%, 04/02/30 (Call 01/02/30) | 180 | 166997 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/19/32 (Call 07/19/32) | 145 | 159583 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.67%, 03/25/26 (Call 02/25/26) | 290 | 257137 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/16/28 (Call 02/16/28) | 150 | 139794 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 250 | 228610 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/14/31 (Call 02/14/31) | 205 | 170250 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26) | 95 | 89051 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (Call 06/25/27) | 157 | 147476 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 05/01/26 (Call 04/01/26) | 95 | 83648 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/25 (Call 04/01/25) | 256 | 236884 |
| &nbsp;&nbsp;&nbsp;1.75%, 11/01/30 (Call 08/01/30) | 150 | 117558 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/01/30 (Call 02/01/30) | 170 | 138001 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/25/26 (Call 11/25/25) | 180 | 169421 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/24 (Call 04/01/24) | 215 | 208838 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/17/27 (Call 05/17/27) | $105 | $97374 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/02/28 (Call 12/02/27)<sup>(a)</sup> | 155 | 140751 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 123 | 118870 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/11/25 (Call 05/11/25) | 185 | 177596 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/29 (Call 05/15/29) | 196 | 176327 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/25 | 150 | 149397 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/24 | 150 | 150088 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/27 | 150 | 150340 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/17/29 (Call 09/17/29) | 120 | 122011 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/17/32 | 280 | 288397 |
| Reynolds American Inc., 4.45%, 06/12/25 (Call 03/12/25) | 489 | 481054 |
|  |  | 8624266 |
| **Airlines — 0.1%** |  |  |
| American Airlines 2015-2 Class AA Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-2, Class AA, 3.60%, 03/22/29 | 41 | 37305 |
| American Airlines 2016-1 Class AA Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-1, Class AA, 3.58%, 07/15/29 | 43 | 38355 |
| American Airlines 2016-2 Class AA Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-2, Class AA, 3.20%, 12/15/29 | 156 | 135913 |
| American Airlines 2016-3 Class AA Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-3, Class AA, 3.00%, 04/15/30 | 50 | 43616 |
| American Airlines 2017-1 Class AA Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1, Class AA, 3.65%, 08/15/30 | 18 | 16337 |
| American Airlines 2017-2 Class AA Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-2, Class AA, 3.35%, 04/15/31 | 189 | 165110 |
| Continental Airlines Pass Through Trust, Series 2012-2, |  |  |
| &nbsp;&nbsp;&nbsp;Class A, 4.00%, 04/29/26 | 72 | 68204 |
| Delta Air Lines Pass Through Trust, Series 2019-1, |  |  |
| &nbsp;&nbsp;&nbsp;Class AA, 3.20%, 10/25/25 | 20 | 19221 |
| JetBlue Pass Through Trust, Series 1A, Class A, 4.00%, |  |  |
| &nbsp;&nbsp;&nbsp;05/15/34 | 174 | 154020 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 02/10/30 (Call 11/10/29) | 165 | 137704 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/15/26 (Call 08/15/26) | 110 | 101594 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/16/27 (Call 08/16/27) | 30 | 27779 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | 283 | 285454 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/04/25 (Call 04/04/25) | 105 | 105626 |
| United Airlines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-1, Class A, 4.30%, 02/15/27 | 154 | 142476 |
| &nbsp;&nbsp;&nbsp;Series 2014-1, Class A, 4.00%, 10/11/27 | 29 | 27102 |
| &nbsp;&nbsp;&nbsp;Series 2014-2, Class A, 3.75%, 03/03/28 | 207 | 188566 |
| &nbsp;&nbsp;&nbsp;Series 2016-1, Class AA, 3.10%, 01/07/30 | 63 | 55335 |
| &nbsp;&nbsp;&nbsp;Series 2016-2, Class AA, 2.88%, 04/07/30 | 22 | 18589 |
| &nbsp;&nbsp;&nbsp;Series 2018-1, Class AA, 3.50%, 09/01/31 | 28 | 23834 |
| &nbsp;&nbsp;&nbsp;Series 2019, Class AA, 4.15%, 02/25/33 | 35 | 31087 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 04/15/29 | 514 | 503644 |
|  |  | 2326871 |
| **Apparel — 0.1%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 11/01/26 (Call 08/01/26) | 310 | 288464 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/27/25 (Call 02/27/25) | 58 | 55600 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/27/27 (Call 01/27/27) | 223 | 209694 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/27/30 (Call 12/27/29) | 344 | 309910 |
| PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) | 185 | 179381 |
| Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/30 (Call 03/15/30) | 80 | 69941 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 07/15/25) | 105 | 102692 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/32 (Call 12/15/31) | 45 | 34840 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/15/27 (Call 04/15/27) | 92 | 85580 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/25 (Call 01/01/25) | 10 | 9788 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Apparel (continued)** |  |  |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | $105 | $98677 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27) | 135 | 123116 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/23/30 (Call 01/23/30) | 155 | 130220 |
|  |  | 1697903 |
| **Auto Manufacturers — 0.6%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 07/12/24 | 240 | 223990 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/09/24 | 30 | 28058 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/10/25 | 40 | 36228 |
| &nbsp;&nbsp;&nbsp;1.20%, 07/08/25 | 90 | 82360 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/09/26 | 170 | 150907 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/13/25 | 105 | 98466 |
| &nbsp;&nbsp;&nbsp;1.80%, 01/13/31 | 35 | 28091 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/24/28 | 115 | 99849 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 43 | 41063 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/12/29 | 125 | 108344 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/09/26 | 200 | 182998 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/27 | 210 | 191530 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/27/24 | 116 | 111669 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/16/24 | 157 | 153240 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 | 210 | 197389 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/12/24 | 210 | 207115 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/01/25 (Call 08/01/25) | 10 | 9031 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/01/30 (Call 06/01/30) | 180 | 144041 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/01/27 (Call 07/01/27)<sup>(a)</sup> | 125 | 119077 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/01/28 (Call 07/01/28) | 282 | 271397 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/15/29 (Call 08/15/29) | 165 | 159491 |
| &nbsp;&nbsp;&nbsp;5.60%, 10/15/32 (Call 07/15/32) | 225 | 216250 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/25 (Call 09/01/25) | 393 | 398423 |
| &nbsp;&nbsp;&nbsp;6.80%, 10/01/27 (Call 08/01/27) | 115 | 120794 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 10/15/24 | 105 | 96997 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/08/26 (Call 12/08/25) | 130 | 114117 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/10/26 (Call 05/10/26) | 140 | 121534 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/26/27 (Call 01/26/27) | 100 | 88072 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/31 (Call 10/08/30) | 211 | 163341 |
| &nbsp;&nbsp;&nbsp;2.40%, 04/10/28 (Call 02/10/28) | 165 | 139697 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/15/28 (Call 08/15/28) | 190 | 158498 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/20/27 (Call 06/20/27) | 35 | 30842 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/10/31 (Call 03/10/31) | 160 | 125867 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/20/25 (Call 05/20/25) | 420 | 394972 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/26/25 (Call 01/26/25) | 388 | 366582 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/12/32 (Call 10/12/31) | 240 | 193056 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/07/24 (Call 09/07/24) | 345 | 333035 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/21/30 (Call 03/21/30) | 231 | 198219 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/07/25 | 15 | 14496 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/05/28 (Call 10/05/27) | 115 | 105193 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/24 (Call 02/13/24) | 287 | 282213 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/25 (Call 10/15/24) | 306 | 297496 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/06/26 (Call 07/06/26) | 205 | 192682 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/13/25 (Call 04/13/25) | 15 | 14554 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/06/29 (Call 02/06/29) | 255 | 232698 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/09/25 (Call 02/09/25) | 325 | 318458 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/17/27 (Call 10/17/26) | 327 | 313845 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/27 (Call 03/09/27) | 410 | 400939 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/17/24 (Call 12/17/23) | 379 | 377090 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/26 (Call 12/01/25) | 322 | 318764 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.65%, 01/17/29 (Call 10/17/28) | $50 | $49397 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/10/25 | 130 | 131286 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.27%, 03/10/25 (Call 02/10/25) | 20 | 18984 |
| &nbsp;&nbsp;&nbsp;2.97%, 03/10/32 (Call 12/10/31) | 215 | 187418 |
| Mercedes-Benz Finance North America LLC, 8.50%, |  |  |
| &nbsp;&nbsp;&nbsp;01/18/31 | 300 | 372459 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 11/08/24 | 10 | 9308 |
| &nbsp;&nbsp;&nbsp;1.10%, 05/11/26 | 65 | 58291 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/06/25 | 65 | 61361 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/04/27 | 250 | 226705 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/15/24 | 10 | 9555 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/07/25 | 65 | 62503 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/13/24 | 40 | 39131 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/11/25 | 60 | 58570 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/03/25 | 235 | 237143 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.68%, 03/25/24 (Call 02/25/24) | 245 | 232167 |
| &nbsp;&nbsp;&nbsp;1.34%, 03/25/26 (Call 02/25/26) | 315 | 284499 |
| &nbsp;&nbsp;&nbsp;2.36%, 07/02/24 | 200 | 192940 |
| &nbsp;&nbsp;&nbsp;2.36%, 03/25/31 (Call 12/25/30) | 225 | 190879 |
| &nbsp;&nbsp;&nbsp;2.76%, 07/02/29 | 70 | 62560 |
| &nbsp;&nbsp;&nbsp;3.67%, 07/20/28 | 50 | 47901 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 06/18/24 | 35 | 32775 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/13/24 | 350 | 325916 |
| &nbsp;&nbsp;&nbsp;0.80%, 10/16/25 | 55 | 49430 |
| &nbsp;&nbsp;&nbsp;0.80%, 01/09/26 | 10 | 8935 |
| &nbsp;&nbsp;&nbsp;1.13%, 06/18/26 | 300 | 266826 |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/27 | 10 | 8565 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/13/25 | 140 | 131403 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/10/31 | 100 | 79798 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 200 | 188478 |
| &nbsp;&nbsp;&nbsp;1.90%, 01/13/27 | 100 | 89833 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/06/28 | 200 | 175006 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/12/31 | 220 | 175815 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/07/24 | 147 | 139918 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/13/30 | 25 | 21279 |
| &nbsp;&nbsp;&nbsp;2.40%, 01/13/32 | 5 | 4155 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 215 | 209548 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | 352 | 339240 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/22/27 | 365 | 343261 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/11/28 | 175 | 163865 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 160 | 151453 |
| &nbsp;&nbsp;&nbsp;3.35%, 01/08/24 | 220 | 216698 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 | 310 | 284375 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/14/25 | 205 | 199350 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/25 | 140 | 136413 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/08/29 | 10 | 9469 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/25 | 135 | 132870 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/24 | 50 | 49734 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/29/29 | 150 | 148527 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 85 | 84465 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/10/25 | 110 | 111863 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 110 | 113154 |
|  |  | 15698532 |
| **Auto Parts & Equipment — 0.1%** |  |  |
| Aptiv PLC, 4.35%, 03/15/29 (Call 12/15/28) | 70 | 65209 |
| Aptiv PLC/Aptiv Corp., 3.25%, 03/01/32 (Call 12/01/31) | 150 | 126360 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Auto Parts & Equipment (continued)** |  |  |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 07/01/27 (Call 05/01/27) | $263 | $236947 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 235 | 226674 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 01/15/32 (Call 10/15/31) | 135 | 103777 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/30/30 (Call 02/28/30) | 55 | 46941 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/15/27 (Call 06/15/27) | 108 | 101373 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/29 (Call 02/15/29) | 70 | 63705 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 06/15/30 (Call 03/15/30) | 55 | 45836 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 93 | 91018 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 283 | 278234 |
|  |  | 1386074 |
| **Banks — 9.6%** |  |  |
| Australia & New Zealand Banking Group Ltd./New York NY, |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 11/16/25 | 60 | 58301 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 385 | 344617 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 09/14/26 (Call 09/14/25)<sup>(b)</sup> | 410 | 405851 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(b)</sup> | 225 | 191509 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/25/26 | 200 | 176604 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 440 | 422902 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/28/25 | 235 | 220775 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/03/30 | 300 | 225333 |
| &nbsp;&nbsp;&nbsp;2.96%, 03/25/31 | 220 | 173807 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 11/22/32 (Call 11/22/31)<sup>(b)</sup> | 200 | 147586 |
| &nbsp;&nbsp;&nbsp;3.31%, 06/27/29 | 200 | 174990 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/28/30 | 315 | 264594 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/23/28 | 215 | 195719 |
| &nbsp;&nbsp;&nbsp;3.89%, 05/24/24 | 210 | 205300 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 03/24/28 (Call 03/24/27)<sup>(b)</sup> | 220 | 203108 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 200 | 188548 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/12/28 | 250 | 230435 |
| &nbsp;&nbsp;&nbsp;5.18%, 11/19/25 | 400 | 391216 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.98%, 09/25/25 (Call 09/25/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.910%)<sup>(b)</sup> | 315 | 288880 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/24/26 (Call 10/24/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.010%)<sup>(b)</sup> | 568 | 504100 |
| &nbsp;&nbsp;&nbsp;1.32%, 06/19/26 (Call 06/19/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.150%)<sup>(b)</sup> | 260 | 234359 |
| &nbsp;&nbsp;&nbsp;1.53%, 12/06/25 (Call 12/06/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.650%)<sup>(b)</sup> | 430 | 394929 |
| &nbsp;&nbsp;&nbsp;1.73%, 07/22/27 (Call 07/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.960%)<sup>(b)</sup> | 1025 | 898187 |
| &nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.670%)<sup>(b)</sup> | 115 | 109776 |
| &nbsp;&nbsp;&nbsp;1.90%, 07/23/31 (Call 07/23/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.530%)<sup>(b)</sup> | 625 | 487262 |
| &nbsp;&nbsp;&nbsp;1.92%, 10/24/31 (Call 10/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.370%)<sup>(b)</sup> | 460 | 356528 |
| &nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.640%)<sup>(b)</sup> | 190 | 176071 |
| &nbsp;&nbsp;&nbsp;2.09%, 06/14/29 (Call 06/14/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.060%)<sup>(b)</sup> | 585 | 493143 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(b)</sup> | 600 | 470106 |
| &nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.870%)<sup>(b)</sup> | 428 | 402675 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 09/21/36 (Call 09/21/31)<sup>(b)</sup> | $490 | $367671 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/13/31 (Call 02/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.990%)<sup>(b)</sup> | 785 | 646597 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.050%)<sup>(b)</sup> | 305 | 272752 |
| &nbsp;&nbsp;&nbsp;2.57%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.210%)<sup>(b)</sup> | 420 | 334488 |
| &nbsp;&nbsp;&nbsp;2.59%, 04/29/31 (Call 04/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.150%)<sup>(b)</sup> | 610 | 504128 |
| &nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(b)</sup> | 765 | 620644 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/22/30 (Call 10/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.190%)<sup>(b)</sup> | 488 | 415674 |
| &nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (Call 02/04/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(b)</sup> | 705 | 577698 |
| &nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.090%)<sup>(b)</sup> | 321 | 306244 |
| &nbsp;&nbsp;&nbsp;3.19%, 07/23/30 (Call 07/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.180%)<sup>(b)</sup> | 625 | 545169 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26) | 596 | 550478 |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.810%)<sup>(b)</sup> | 350 | 334572 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/02/26 (Call 04/02/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(b)</sup> | 685 | 652093 |
| &nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.040%)<sup>(b)</sup> | 1093 | 996903 |
| &nbsp;&nbsp;&nbsp;3.46%, 03/15/25 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.970%)<sup>(b)</sup> | 414 | 403132 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 519 | 497851 |
| &nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.060%)<sup>(b)</sup> | 613 | 578562 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.370%)<sup>(b)</sup> | 475 | 440515 |
| &nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.512%)<sup>(b)</sup> | 485 | 451991 |
| &nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.575%)<sup>(b)</sup> | 415 | 390482 |
| &nbsp;&nbsp;&nbsp;3.84%, 04/25/25 (Call 04/25/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.110%)<sup>(b)</sup> | 320 | 312266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/08/37 (Call 03/08/32)<sup>(b)</sup> | 485 | 408840 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 370 | 364983 |
| &nbsp;&nbsp;&nbsp;3.97%, 03/05/29 (Call 03/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(b)</sup> | 471 | 437347 |
| &nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.210%)<sup>(b)</sup> | 727 | 668593 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 | 510 | 506114 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 511 | 501153 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/22/24 | 535 | 531308 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/26/24 | 671 | 661687 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 518 | 507593 |
| &nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(b)</sup> | 580 | 545896 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(b)</sup> | 425 | 407745 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 452 | 445446 |
| &nbsp;&nbsp;&nbsp;4.57%, 04/27/33 (Call 04/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.830%)<sup>(b)</sup> | 725 | 675729 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 07/22/26 (Call 07/22/25)<sup>(b)</sup> | 480 | 473626 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/28 (Call 07/22/27)<sup>(b)</sup> | 720 | 705960 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(b)</sup> | 720 | 695635 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/10/28 (Call 11/10/27)<sup>(b)</sup> | $115 | $118902 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 600 | 586698 |
| &nbsp;&nbsp;&nbsp;Series L, 4.18%, 11/25/27 (Call 11/25/26) | 417 | 398348 |
| &nbsp;&nbsp;&nbsp;Series N, 1.66%, 03/11/27 (Call 03/11/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.910%)<sup>(b)</sup> | 580 | 513926 |
| &nbsp;&nbsp;&nbsp;Series N, 2.65%, 03/11/32 (Call 03/11/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(b)</sup> | 455 | 369515 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 12/08/23 | 465 | 444889 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/09/24 | 205 | 191308 |
| &nbsp;&nbsp;&nbsp;0.95%, 01/22/27 (Call 01/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.603%)<sup>(b)</sup> | 255 | 225874 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | 340 | 298646 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/10/25 | 355 | 331176 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/25 | 420 | 392494 |
| &nbsp;&nbsp;&nbsp;2.15%, 03/08/24 | 160 | 154602 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 353 | 339787 |
| &nbsp;&nbsp;&nbsp;2.65%, 03/08/27 | 190 | 174167 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 01/10/37 (Call 01/10/32)<sup>(b)</sup> | 225 | 171209 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/25 | 240 | 233849 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/32 (Call 12/15/27)<sup>(b)</sup> | 165 | 145753 |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24 | 240 | 235718 |
| &nbsp;&nbsp;&nbsp;Series H, 4.25%, 09/14/24 | 70 | 69098 |
| &nbsp;&nbsp;&nbsp;Series H, 4.70%, 09/14/27 (Call 08/14/27) | 105 | 103842 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 04/26/24 (Call 03/26/24) | 45 | 42406 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/28/26 (Call 12/28/25) | 55 | 48965 |
| &nbsp;&nbsp;&nbsp;1.05%, 10/15/26 (Call 09/15/26) | 150 | 131088 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 164 | 152323 |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/28 (Call 05/14/28) | 180 | 152705 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/28/31 (Call 10/28/30) | 130 | 102181 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/28/31 (Call 04/28/31) | 145 | 113793 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 100 | 90212 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 340 | 324724 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 83 | 76929 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/26/32 (Call 10/26/31) | 130 | 106868 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 187 | 176607 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/28 (Call 07/30/28) | 135 | 122544 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 230 | 224048 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/16/27 (Call 02/16/27) | 135 | 128220 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/23/29 (Call 05/23/29) | 154 | 138859 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/25/25 (Call 03/25/25) | 235 | 228147 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 215 | 210988 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/29/28 (Call 10/29/27) | 201 | 188331 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 06/13/25 (Call 06/13/24)<sup>(b)</sup> | 160 | 156370 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.069%)<sup>(b)</sup> | 136 | 128007 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/28/28 | 120 | 115646 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/26/29 (Call 02/26/29) | 60 | 55939 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/18/25 (Call 10/18/25) | 102 | 100399 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 06/13/28 (Call 06/13/27)<sup>(b)</sup> | 220 | 211442 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 06/13/33 (Call 06/13/32)<sup>(b)</sup> | 70 | 65657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 07/24/26 (Call 07/24/25)<sup>(b)</sup> | 50 | 49282 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 07/26/30 (Call 07/26/29)<sup>(b)</sup> | 490 | 477897 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/25/28 | 210 | 217877 |
| &nbsp;&nbsp;&nbsp;5.83%, 10/25/33 | 180 | 189547 |
| &nbsp;&nbsp;&nbsp;Series 12, 3.65%, 02/04/24 (Call 01/05/24) | 249 | 245870 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 155 | 149752 |
| &nbsp;&nbsp;&nbsp;Series J, 0.85%, 10/25/24 (Call 09/25/24) | 225 | 208892 |
| &nbsp;&nbsp;&nbsp;Series J, 1.90%, 01/25/29 (Call 11/25/28) | 150 | 125102 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24. | $205 | $190662 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 260 | 245092 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 110 | 97496 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(a)</sup> | 160 | 146443 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 90 | 79129 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 150 | 133407 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 190 | 176911 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 130 | 116059 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/01/31 | 125 | 99585 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 245 | 231030 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 175 | 169374 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/02/32 | 160 | 129560 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 390 | 362992 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/11/27 | 160 | 147722 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 310 | 299978 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 494 | 487805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 05/04/37 (Call 02/04/32)<sup>(b)</sup> | 235 | 201943 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 (Call 12/28/22) | 40 | 39963 |
| Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 2.090%)<sup>(b)</sup> | 100 | 85448 |
| BankUnited Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 11/17/25 (Call 08/17/25) | 100 | 99299 |
| &nbsp;&nbsp;&nbsp;5.13%, 06/11/30 (Call 03/11/30) | 100 | 92842 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.01%, 12/10/24 (Call 12/10/23)<sup>(b)</sup> | 230 | 217504 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 11/24/27 (Call 11/24/26)<sup>(b)</sup> | 210 | 180844 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/24/31 (Call 06/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 year CMT + 1.900%)<sup>(b)</sup> | 275 | 214846 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 03/10/32 (Call 03/10/31)<sup>(b)</sup> | 200 | 153142 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/07/26 (Call 05/07/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.714%)<sup>(b)</sup> | 225 | 207430 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/24/32 (Call 11/24/31)<sup>(b)</sup> | 225 | 172312 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 09/23/35 (Call 09/23/30)<sup>(b)</sup> | 200 | 151312 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | 305 | 290921 |
| &nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(b)</sup> | 295 | 284578 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/10/28 (Call 01/10/27) | 325 | 301827 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 320 | 314077 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/12/26 | 565 | 543954 |
| &nbsp;&nbsp;&nbsp;4.84%, 05/09/28 (Call 05/07/27) | 310 | 286226 |
| &nbsp;&nbsp;&nbsp;4.97%, 05/16/29 (Call 05/16/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.902%)<sup>(b)</sup> | 355 | 333040 |
| &nbsp;&nbsp;&nbsp;5.09%, 06/20/30 (Call 06/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.054%)<sup>(b)</sup> | 355 | 320984 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 335 | 324836 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/09/28 (Call 08/09/27)<sup>(b)</sup> | 310 | 299962 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/09/33 (Call 08/09/32)<sup>(b)</sup> | 200 | 190910 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(b)</sup> | 300 | 308160 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/28 (Call 11/02/27)<sup>(b)</sup> | 400 | 413940 |
| &nbsp;&nbsp;&nbsp;7.44%, 11/02/33 | 400 | 423760 |
| BNP Paribas SA, 4.25%, 10/15/24 | 200 | 195280 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/02/26 | 250 | 234907 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 265 | 260458 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 12/14/23 | 370 | 354486 |
| &nbsp;&nbsp;&nbsp;0.95%, 10/23/25 | 15 | 13466 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/18/24 | 255 | 237168 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/22/26 (Call 05/22/26) | 235 | 206939 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | $405 | $382413 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/02/24 | 205 | 200012 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/07/25 | 250 | 241330 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/07/27 | 30 | 28275 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/07/32 (Call 03/07/32) | 250 | 222845 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 145 | 141158 |
| Capital One NA, 2.28%, 01/28/26 (Call 01/28/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.911%)<sup>(b)</sup> | 60 | 55877 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.98%, 05/01/25 (Call 05/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.669%)<sup>(b)</sup> | 330 | 307804 |
| &nbsp;&nbsp;&nbsp;1.12%, 01/28/27 (Call 01/28/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.765%)<sup>(b)</sup> | 490 | 427643 |
| &nbsp;&nbsp;&nbsp;1.28%, 11/03/25 (Call 11/03/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.528%)<sup>(b)</sup> | 50 | 45842 |
| &nbsp;&nbsp;&nbsp;1.46%, 06/09/27 (Call 06/09/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.770%)<sup>(b)</sup> | 595 | 517983 |
| &nbsp;&nbsp;&nbsp;2.01%, 01/25/26 (Call 01/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.694%)<sup>(b)</sup> | 325 | 301561 |
| &nbsp;&nbsp;&nbsp;2.52%, 11/03/32 (Call 11/03/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.177%)<sup>(b)</sup> | 335 | 264348 |
| &nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.167%)<sup>(b)</sup> | 490 | 392284 |
| &nbsp;&nbsp;&nbsp;2.57%, 06/03/31 (Call 06/03/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.107%)<sup>(b)</sup> | 721 | 591602 |
| &nbsp;&nbsp;&nbsp;2.67%, 01/29/31 (Call 01/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.146%)<sup>(b)</sup> | 845 | 702905 |
| &nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (Call 11/05/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.422%)<sup>(b)</sup> | 455 | 388716 |
| &nbsp;&nbsp;&nbsp;3.06%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.351%)<sup>(b)</sup> | 575 | 473024 |
| &nbsp;&nbsp;&nbsp;3.07%, 02/24/28 (Call 02/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.280%)<sup>(b)</sup> | 150 | 136461 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.842%)<sup>(b)</sup> | 783 | 742495 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | 555 | 518625 |
| &nbsp;&nbsp;&nbsp;3.29%, 03/17/26 (Call 03/17/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.528%)<sup>(b)</sup> | 150 | 142812 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/27/25 | 384 | 372180 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.897%)<sup>(b)</sup> | 631 | 610259 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 458 | 436570 |
| &nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.151%)<sup>(b)</sup> | 430 | 394731 |
| &nbsp;&nbsp;&nbsp;3.67%, 07/24/28 (Call 07/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.390%)<sup>(b)</sup> | 561 | 518790 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 463 | 444948 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/16/24 | 152 | 149845 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.939%)<sup>(b)</sup> | 540 | 471474 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 295 | 287944 |
| &nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.563%)<sup>(b)</sup> | 610 | 575425 |
| &nbsp;&nbsp;&nbsp;3.98%, 03/20/30 (Call 03/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.338%)<sup>(b)</sup> | 595 | 544943 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.192%)<sup>(b)</sup> | 341 | 318607 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/25/28 | 380 | 359229 |
| &nbsp;&nbsp;&nbsp;4.14%, 05/24/25 (Call 05/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.372%)<sup>(b)</sup> | 255 | 250137 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | $312 | $305086 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 546 | 537057 |
| &nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.914%)<sup>(b)</sup> | 745 | 695063 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 747 | 719525 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 385 | 379537 |
| &nbsp;&nbsp;&nbsp;4.66%, 05/24/28 (Call 05/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.887%)<sup>(b)</sup> | 235 | 228850 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 05/24/33 (Call 05/24/32)<sup>(b)</sup> | 480 | 457464 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 314 | 319303 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 09/29/26 (Call 09/29/25)<sup>(b)</sup> | 535 | 536835 |
| &nbsp;&nbsp;&nbsp;6.27%, 11/17/33 | 500 | 526305 |
| &nbsp;&nbsp;&nbsp;6.63%, 01/15/28 | 45 | 48514 |
| &nbsp;&nbsp;&nbsp;6.63%, 06/15/32 | 180 | 191358 |
| Citizens Bank NA, 4.58%, 08/09/28 (Call 08/09/27)<sup>(b)</sup> | 250 | 241175 |
| Citizens Bank NA/Providence RI |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/28/25 (Call 03/28/25) | 25 | 23304 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/18/26 (Call 11/18/25) | 260 | 249062 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/06/30 (Call 11/06/29) | 102 | 83363 |
| &nbsp;&nbsp;&nbsp;2.64%, 09/30/32 (Call 07/02/32) | 110 | 82634 |
| &nbsp;&nbsp;&nbsp;2.85%, 07/27/26 (Call 04/27/26) | 170 | 158027 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/30/30 (Call 01/30/30) | 215 | 189071 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/03/25 (Call 11/03/25) | 85 | 82933 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.64%, 05/21/37 (Call 05/21/32)<sup>(b)</sup> | 70 | 65369 |
| Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28) | 130 | 122582 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/21/26 | 405 | 380477 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/04/25 | 10 | 9725 |
| Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25 | 250 | 232837 |
| Credit Agricole Corporate & Investment Bank SA, 0.78%, |  |  |
| &nbsp;&nbsp;&nbsp;06/28/24 (Call 12/28/22) | 50 | 46767 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/07/26 | 20 | 15851 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 | 370 | 330895 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/24 | 710 | 657666 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/21/25 | 370 | 338739 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/09/27 | 500 | 452580 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/26/25 | 510 | 451987 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/26 | 495 | 436169 |
| Deutsche Bank AG, 4.10%, 01/13/26<sup>(a)</sup> | 226 | 216985 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 265 | 259825 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 05/28/24 | 150 | 140277 |
| &nbsp;&nbsp;&nbsp;1.45%, 04/01/25 (Call 04/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.131%)<sup>(b)</sup> | 105 | 96984 |
| &nbsp;&nbsp;&nbsp;2.13%, 11/24/26 (Call 11/24/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.870%)<sup>(b)</sup> | 405 | 354480 |
| &nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.219%)<sup>(b)</sup> | 480 | 401414 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.318%)<sup>(b)</sup> | 195 | 163490 |
| &nbsp;&nbsp;&nbsp;3.04%, 05/28/32 (Call 05/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.718%)<sup>(b)</sup> | 185 | 139429 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/18/31 (Call 09/18/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.043%)<sup>(b)</sup> | 295 | 234578 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 265 | 257712 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.581%)<sup>(b)</sup> | 350 | 330592 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | $35 | $33461 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/12/24 (Call 08/12/24) | 40 | 37833 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/06/30 (Call 11/06/29) | 250 | 200350 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 250 | 230255 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/13/26 | 20 | 19045 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/13/28 (Call 06/13/28) | 15 | 14002 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.71%, 11/01/27 (Call 11/01/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.685%)<sup>(b)</sup> | 15 | 13279 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/28/25 (Call 12/29/24) | 65 | 61439 |
| &nbsp;&nbsp;&nbsp;2.55%, 05/05/27 (Call 04/05/27) | 140 | 126262 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/25/24 (Call 12/25/23) | 385 | 379029 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/14/28 (Call 02/14/28) | 130 | 123395 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 04/25/28 (Call 04/25/27)<sup>(b)</sup> | 110 | 103289 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/16/24 (Call 12/16/23) | 254 | 251978 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 04/25/33 (Call 04/25/32)<sup>(b)</sup> | 70 | 63717 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 07/28/30 (Call 07/28/29)<sup>(b)</sup> | 110 | 104271 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.36%, 10/27/28 (Call 10/27/27)<sup>(b)</sup> | 320 | 330400 |
| Fifth Third Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27) | 250 | 224882 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/26 (Call 02/15/26) | 40 | 38315 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/28/25 (Call 06/28/25) | 250 | 245725 |
| First Citizens BancShares Inc./NC, 3.38%, 03/15/30 |  |  |
| (Call 03/15/25), (3 mo. SOFR + 2.465%)<sup>(b)</sup> | 180 | 169488 |
| First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30) | 5 | 4911 |
| First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25) | 105 | 101421 |
| First-Citizens Bank & Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.97%, 09/27/25 (Call 09/27/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.715%)<sup>(b)</sup> | 250 | 236157 |
| &nbsp;&nbsp;&nbsp;6.13%, 03/09/28 | 70 | 71833 |
| FNB Corp., 5.15%, 08/25/25 (Call 07/25/25) | 5 | 4955 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.86%, 02/12/26 (Call 02/12/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.609%)<sup>(b)</sup> | 50 | 45006 |
| &nbsp;&nbsp;&nbsp;1.09%, 12/09/26 (Call 12/09/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.789%)<sup>(b)</sup> | 125 | 110088 |
| &nbsp;&nbsp;&nbsp;1.43%, 03/09/27 (Call 03/09/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.798%)<sup>(b)</sup> | 630 | 554047 |
| &nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (Call 09/10/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.818%)<sup>(b)</sup> | 715 | 617889 |
| &nbsp;&nbsp;&nbsp;1.76%, 01/24/25 (Call 01/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.730%)<sup>(b)</sup> | 490 | 467107 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/27 (Call 10/21/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.913%)<sup>(b)</sup> | 845 | 740271 |
| &nbsp;&nbsp;&nbsp;1.99%, 01/27/32 (Call 01/27/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.090%)<sup>(b)</sup> | 517 | 399569 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.248%)<sup>(b)</sup> | 655 | 518079 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/07/30 (Call 11/07/29) | 434 | 363961 |
| &nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.281%)<sup>(b)</sup> | 620 | 500867 |
| &nbsp;&nbsp;&nbsp;2.64%, 02/24/28 (Call 02/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.114%)<sup>(b)</sup> | 455 | 406633 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/21/32 (Call 10/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.264%)<sup>(b)</sup> | 540 | 433366 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/24 | 200 | 194960 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/24/33 (Call 02/24/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(b)</sup> | 765 | 635394 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.201%)<sup>(b)</sup> | $617 | $594183 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 513 | 498795 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 722 | 699524 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 590 | 561326 |
| &nbsp;&nbsp;&nbsp;3.62%, 03/15/28 (Call 03/15/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.846%)<sup>(b)</sup> | 535 | 497427 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/20/24 (Call 01/20/24) | 390 | 383955 |
| &nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.510%)<sup>(b)</sup> | 545 | 510000 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 516 | 502182 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 292 | 282160 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/30 (Call 12/15/29) | 608 | 553268 |
| &nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.158%)<sup>(b)</sup> | 592 | 544924 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24) | 478 | 471494 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 813 | 781521 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 494 | 487815 |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (Call 05/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.301%)<sup>(b)</sup> | 757 | 710603 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 621 | 609288 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 06/15/27 (Call 06/15/26)<sup>(b)</sup> | 215 | 207591 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/23/28 (Call 08/23/27)<sup>(b)</sup> | 355 | 340825 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 30 | 30364 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 55 | 57225 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(b)</sup> | 385 | 330018 |
| &nbsp;&nbsp;&nbsp;1.65%, 04/18/26 (Call 04/18/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.538%)<sup>(b)</sup> | 560 | 504717 |
| &nbsp;&nbsp;&nbsp;2.01%, 09/22/28 (Call 09/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.732%)<sup>(b)</sup> | 515 | 427877 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/04/26 (Call 06/04/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.929%)<sup>(b)</sup> | 35 | 31705 |
| &nbsp;&nbsp;&nbsp;2.21%, 08/17/29 (Call 08/17/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.285%)<sup>(b)</sup> | 430 | 347367 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.100%)<sup>(b)</sup> | 490 | 422596 |
| &nbsp;&nbsp;&nbsp;2.36%, 08/18/31 (Call 08/18/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.947%)<sup>(b)</sup> | 75 | 57394 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.401%)<sup>(b)</sup> | 70 | 65193 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/24/32 (Call 05/24/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.187%)<sup>(b)</sup> | 500 | 387210 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/04/31 (Call 06/04/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.387%)<sup>(b)</sup> | 285 | 227820 |
| &nbsp;&nbsp;&nbsp;2.87%, 11/22/32 (Call 11/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(b)</sup> | 325 | 248163 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.211%)<sup>(b)</sup> | 410 | 397044 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 580 | 553088 |
| &nbsp;&nbsp;&nbsp;3.97%, 05/22/30 (Call 05/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(b)</sup> | 600 | 524706 |
| &nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.546%)<sup>(b)</sup> | 485 | 444997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 12/09/25 (Call 12/09/24)<sup>(b)</sup> | 200 | 192672 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 480 | 472382 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 435 | 418661 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/12/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.348%)<sup>(b)</sup> | 615 | 585646 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26. | $675 | $656788 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 400 | 383992 |
| &nbsp;&nbsp;&nbsp;4.58%, 06/19/29 (Call 06/19/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.535%)<sup>(b)</sup> | 485 | 446074 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(b)</sup> | 410 | 387864 |
| &nbsp;&nbsp;&nbsp;4.76%, 03/29/33 (Call 03/29/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.530%)<sup>(b)</sup> | 375 | 323089 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/31/30 | 665 | 637469 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 08/11/28 (Call 08/11/27)<sup>(b)</sup> | 400 | 386040 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 08/11/33 (Call 08/11/32)<sup>(b)</sup> | 440 | 411545 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(b)</sup> | 600 | 626334 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(b)</sup> | 505 | 529644 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.11%, 11/03/33 (Call 11/03/32)<sup>(b)</sup> | 500 | 526570 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/23/24 | 255 | 248977 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 300 | 294720 |
| Huntington Bancshares Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 08/15/36 (Call 08/15/31)<sup>(b)</sup> | 85 | 62471 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.44%, 08/04/28 (Call 08/04/27)<sup>(b)</sup> | 70 | 66016 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 05/17/33 (Call 05/17/32)<sup>(b)</sup> | 260 | 248386 |
| Huntington Bancshares Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/30 (Call 11/04/29) | 203 | 168279 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/06/24 (Call 07/06/24) | 199 | 190698 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 04/15/25) | 65 | 63343 |
| Huntington National Bank (The), 4.55%, 05/17/28 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 05/17/27)<sup>(b)</sup> | 250 | 243115 |
| Industrial & Commercial Bank of China Ltd./New York NY, |  |  |
| &nbsp;&nbsp;&nbsp;3.54%, 11/08/27 | 250 | 239625 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;2.73%, 04/01/32 (Call 04/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.316%)<sup>(b)</sup> | 215 | 171108 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 30 | 29348 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 350 | 331957 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/09/29 | 335 | 307061 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/28/33 (Call 03/28/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.070%)<sup>(b)</sup> | 200 | 176222 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/02/28 | 245 | 233421 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 200 | 197164 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.56%, 02/16/25 (Call 02/16/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.420%)<sup>(b)</sup> | 30 | 28145 |
| &nbsp;&nbsp;&nbsp;0.82%, 06/01/25 (Call 06/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.540%)<sup>(b)</sup> | 600 | 557928 |
| &nbsp;&nbsp;&nbsp;1.04%, 02/04/27 (Call 02/04/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 0.695%)<sup>(b)</sup> | 210 | 182952 |
| &nbsp;&nbsp;&nbsp;1.05%, 11/19/26 (Call 11/19/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.800%)<sup>(b)</sup> | 705 | 621732 |
| &nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.765%)<sup>(b)</sup> | 245 | 212481 |
| &nbsp;&nbsp;&nbsp;1.56%, 12/10/25 (Call 12/10/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.605%)<sup>(b)</sup> | 400 | 369500 |
| &nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (Call 04/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.885%)<sup>(b)</sup> | 800 | 705832 |
| &nbsp;&nbsp;&nbsp;1.76%, 11/19/31 (Call 11/19/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.105%)<sup>(b)</sup> | 290 | 223448 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/04/32 (Call 02/04/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.065%)<sup>(b)</sup> | 585 | 454943 |
| &nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.585%)<sup>(b)</sup> | 25 | 23223 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.07%, 06/01/29 (Call 06/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.015%)<sup>(b)</sup> | $435 | $366135 |
| &nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.850%)<sup>(b)</sup> | 840 | 780158 |
| &nbsp;&nbsp;&nbsp;2.18%, 06/01/28 (Call 06/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.890%)<sup>(b)</sup> | 305 | 266970 |
| &nbsp;&nbsp;&nbsp;2.52%, 04/22/31 (Call 04/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.040%)<sup>(b)</sup> | 620 | 514247 |
| &nbsp;&nbsp;&nbsp;2.55%, 11/08/32 (Call 11/08/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.180%)<sup>(b)</sup> | 300 | 240414 |
| &nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.250%)<sup>(b)</sup> | 540 | 438691 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/24/26 (Call 02/24/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.915%)<sup>(b)</sup> | 580 | 546853 |
| &nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(b)</sup> | 845 | 717625 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26) | 668 | 632636 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/24/28 (Call 02/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.170%)<sup>(b)</sup> | 320 | 290925 |
| &nbsp;&nbsp;&nbsp;2.96%, 05/13/31 (Call 05/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.515%)<sup>(b)</sup> | 545 | 451582 |
| &nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.260%)<sup>(b)</sup> | 650 | 536971 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/23/25 (Call 10/23/24) | 100 | 97148 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 370 | 352466 |
| &nbsp;&nbsp;&nbsp;3.22%, 03/01/25 (Call 03/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.155%)<sup>(b)</sup> | 678 | 660019 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/26 (Call 01/01/26) | 643 | 614579 |
| &nbsp;&nbsp;&nbsp;3.51%, 01/23/29 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.945%)<sup>(b)</sup> | 668 | 610492 |
| &nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(b)</sup> | 525 | 487762 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/13/24 | 410 | 403727 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 12/01/26) | 276 | 259156 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/06/30 (Call 05/06/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.160%)<sup>(b)</sup> | 560 | 509146 |
| &nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.337%)<sup>(b)</sup> | 625 | 588987 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/25 (Call 06/14/24)<sup>(b)</sup> | 180 | 176800 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/24 | 500 | 495345 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/10/24 | 650 | 639977 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/25 (Call 04/15/25) | 610 | 601307 |
| &nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.245%)<sup>(b)</sup> | 578 | 555591 |
| &nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.120%)<sup>(b)</sup> | 472 | 440466 |
| &nbsp;&nbsp;&nbsp;4.02%, 12/05/24 (Call 12/05/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.000%)<sup>(b)</sup> | 549 | 542264 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(b)</sup> | 425 | 414205 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 459 | 449067 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.260%)<sup>(b)</sup> | 552 | 519410 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/27 | 318 | 309484 |
| &nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(b)</sup> | 410 | 393161 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/05/29 (Call 12/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.330%)<sup>(b)</sup> | 638 | 606342 |
| &nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (Call 03/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.790%)<sup>(b)</sup> | 645 | 611847 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 06/14/30 (Call 06/14/29)<sup>(b)</sup> | $210 | $200281 |
| &nbsp;&nbsp;&nbsp;4.59%, 04/26/33 (Call 04/26/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.800%)<sup>(b)</sup> | 480 | 451704 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(b)</sup> | 535 | 523722 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/33 (Call 07/25/32)<sup>(b)</sup> | 795 | 767175 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 09/14/33 (Call 09/14/32)<sup>(b)</sup> | 680 | 670358 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 65 | 71829 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/15/25 | 10 | 10795 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 160 | 180243 |
| &nbsp;&nbsp;&nbsp;8.75%, 09/01/30 | 350 | 412636 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 05/20/26 | 250 | 234510 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/13/29 | 250 | 225615 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/08/25 | 250 | 244785 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/08/32 | 250 | 233150 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 | 250 | 257617 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/06/27 | 240 | 213701 |
| &nbsp;&nbsp;&nbsp;2.55%, 10/01/29 | 168 | 142131 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/23/25 (Call 05/23/24)<sup>(b)</sup> | 25 | 24501 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/30/28 | 75 | 71635 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/29/25 | 188 | 184097 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 03/09/24<sup>(a)</sup> | 50 | 47264 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/25/25 | 20 | 18281 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/24/25 | 220 | 206153 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/12/26 | 270 | 245913 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/25/31 | 65 | 52368 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/01/24 | 350 | 333158 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/24/27 | 20 | 18147 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/13/26 | 215 | 205220 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/19/24 | 50 | 49058 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/16/25 | 200 | 191232 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/22/24 | 50 | 49384 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 03/08/24 | 100 | 94699 |
| &nbsp;&nbsp;&nbsp;0.38%, 07/18/25 | 950 | 860234 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/20/24 | 230 | 214289 |
| &nbsp;&nbsp;&nbsp;0.63%, 01/22/26 | 915 | 820618 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/30/30 | 90 | 71478 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/01/26 | 675 | 601533 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/31/25 | 930 | 871959 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/05/24 | 630 | 598254 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/14/29 | 613 | 537742 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/02/25 | 1183 | 1122833 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/24 | 1046 | 1007225 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/28/24 | 349 | 340757 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/03/28 | 797 | 756210 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/10/25 | 35 | 34099 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/23/24 | 590 | 578625 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 03/30/26 | 245 | 219934 |
| &nbsp;&nbsp;&nbsp;0.88%, 09/03/30 | 140 | 111971 |
| &nbsp;&nbsp;&nbsp;1.75%, 07/27/26 | 445 | 408483 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/13/25 | 735 | 701146 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/10/25 | 435 | 415586 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/28/27 | 70 | 69665 |
| &nbsp;&nbsp;&nbsp;Series 37, 2.50%, 11/15/27 | 215 | 200651 |
| &nbsp;&nbsp;&nbsp;Series 40, 0.50%, 05/27/25 | 650 | 593027 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(b)</sup> | $60 | $51743 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(b)</sup> | 230 | 212674 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 03/18/26 (Call 03/18/25)<sup>(b)</sup> | 305 | 287889 |
| &nbsp;&nbsp;&nbsp;3.57%, 11/07/28 (Call 11/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.205%)<sup>(b)</sup> | 295 | 263462 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 | 250 | 233097 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/18/28 (Call 03/18/27)<sup>(b)</sup> | 300 | 274986 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(b)</sup> | 305 | 294157 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/22/28 | 235 | 220907 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 260 | 254179 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/04/24 | 200 | 195200 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/16/28 | 205 | 191763 |
| &nbsp;&nbsp;&nbsp;4.58%, 12/10/25 | 215 | 203583 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | 280 | 266608 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 08/11/26 (Call 08/11/25)<sup>(b)</sup> | 235 | 227966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 08/11/33 (Call 08/11/32)<sup>(b)</sup> | 225 | 207297 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 11/15/33 (Call 08/15/32)<sup>(b)</sup> | 270 | 283206 |
| M&T Bank Corp., 4.55%, 08/16/28 (Call 08/16/27)<sup>(b)</sup> | 110 | 106032 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 02/06/25 (Call 01/06/25) | 300 | 287373 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/17/27 | 10 | 9235 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/19/25 (Call 07/19/24)<sup>(b)</sup> | 490 | 454382 |
| &nbsp;&nbsp;&nbsp;1.41%, 07/17/25 | 325 | 295318 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 07/20/27 (Call 07/20/26)<sup>(b)</sup> | 200 | 174034 |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 530 | 497755 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 07/20/32 (Call 07/20/31)<sup>(b)</sup> | 200 | 155994 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(b)</sup> | 200 | 176992 |
| &nbsp;&nbsp;&nbsp;2.56%, 02/25/30 | 300 | 248964 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.76%, 09/13/26<sup>(a)</sup> | 250 | 229177 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | 250 | 240360 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/19/33 (Call 01/19/32)<sup>(b)</sup> | 200 | 161850 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/18/29 | 410 | 361296 |
| &nbsp;&nbsp;&nbsp;3.29%, 07/25/27 | 55 | 50855 |
| &nbsp;&nbsp;&nbsp;3.41%, 03/07/24 | 435 | 426113 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 02/22/27<sup>(a)</sup> | 195 | 183928 |
| &nbsp;&nbsp;&nbsp;3.74%, 03/07/29 | 390 | 359791 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 204 | 198886 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/17/26 (Call 04/17/25)<sup>(b)</sup> | 275 | 265031 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/26 | 475 | 457287 |
| &nbsp;&nbsp;&nbsp;3.96%, 03/02/28 | 296 | 279101 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/11/28 | 235 | 220801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/19/28 (Call 04/19/27)<sup>(b)</sup> | 300 | 283746 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/19/33 (Call 04/19/32)<sup>(b)</sup> | 100 | 91476 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/20/28 (Call 07/20/27)<sup>(b)</sup> | 490 | 480920 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/20/33 (Call 07/20/32)<sup>(b)</sup> | 685 | 668841 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/22/27 (Call 05/22/26)<sup>(b)</sup> | 30 | 25967 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.17%, 05/22/32 (Call 05/22/31)<sup>(b)</sup> | 15 | 11461 |
| &nbsp;&nbsp;&nbsp;2.20%, 07/10/31 (Call 07/10/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.772%)<sup>(b)</sup> | 310 | 243524 |
| &nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.830%)<sup>(b)</sup> | 255 | 234393 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 07/09/32 (Call 07/09/31)<sup>(b)</sup> | 200 | 153982 |
| &nbsp;&nbsp;&nbsp;2.56%, 09/13/25 (Call 09/13/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.362%)<sup>(b)</sup> | 200 | 188864 |
| &nbsp;&nbsp;&nbsp;2.56%, 09/13/31 | 235 | 179498 |
| &nbsp;&nbsp;&nbsp;2.59%, 05/25/31 (Call 05/25/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(b)</sup> | 75 | 60785 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.84%, 07/16/25 (Call 07/16/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.242%)<sup>(b)</sup> | $250 | $238115 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/13/26 | 203 | 185002 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/16/30 (Call 07/16/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.130%)<sup>(b)</sup> | 80 | 68876 |
| &nbsp;&nbsp;&nbsp;3.17%, 09/11/27 | 285 | 258734 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.26%, 05/22/30 (Call 05/22/29)<sup>(b)</sup> | 50 | 43560 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 205 | 190976 |
| &nbsp;&nbsp;&nbsp;4.02%, 03/05/28 | 300 | 280017 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/11/29 (Call 09/11/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.270%)<sup>(b)</sup> | 350 | 324418 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 09/13/28 (Call 09/13/27)<sup>(a)(b)</sup> | 220 | 219985 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 09/13/33 (Call 09/13/32)<sup>(b)</sup> | 200 | 200404 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;0.79%, 01/22/25 (Call 01/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.509%)<sup>(b)</sup> | 55 | 51717 |
| &nbsp;&nbsp;&nbsp;0.79%, 05/30/25 (Call 05/30/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.525%)<sup>(b)</sup> | 555 | 514024 |
| &nbsp;&nbsp;&nbsp;0.99%, 12/10/26 (Call 12/10/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.720%)<sup>(b)</sup> | 570 | 499753 |
| &nbsp;&nbsp;&nbsp;1.16%, 10/21/25 (Call 10/21/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.560%)<sup>(b)</sup> | 540 | 494338 |
| &nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (Call 07/20/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.858%)<sup>(b)</sup> | 555 | 483139 |
| &nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 05/04/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.879%)<sup>(b)</sup> | 640 | 563674 |
| &nbsp;&nbsp;&nbsp;1.79%, 02/13/32 (Call 02/13/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.034%)<sup>(b)</sup> | 425 | 323727 |
| &nbsp;&nbsp;&nbsp;1.93%, 04/28/32 (Call 04/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(b)</sup> | 655 | 501933 |
| &nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.990%)<sup>(b)</sup> | 705 | 655587 |
| &nbsp;&nbsp;&nbsp;2.24%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.178%)<sup>(b)</sup> | 650 | 506941 |
| &nbsp;&nbsp;&nbsp;2.48%, 01/21/28 (Call 01/21/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.000%)<sup>(b)</sup> | 325 | 289588 |
| &nbsp;&nbsp;&nbsp;2.48%, 09/16/36 (Call 09/16/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.360%)<sup>(b)</sup> | 550 | 408056 |
| &nbsp;&nbsp;&nbsp;2.51%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.200%)<sup>(b)</sup> | 380 | 302237 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/18/26 (Call 02/18/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.940%)<sup>(b)</sup> | 255 | 239856 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/22/31 (Call 01/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.143%)<sup>(b)</sup> | 815 | 684559 |
| &nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.152%)<sup>(b)</sup> | 475 | 452960 |
| &nbsp;&nbsp;&nbsp;2.94%, 01/21/33 (Call 01/21/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(b)</sup> | 505 | 413878 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 544 | 510506 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.340%)<sup>(b)</sup> | 616 | 568550 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/17/25 (Call 04/17/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.160%)<sup>(b)</sup> | 250 | 243640 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/01/31 (Call 04/01/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.120%)<sup>(b)</sup> | 760 | 677768 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 628 | 597222 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 351 | 343531 |
| &nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.140%)<sup>(b)</sup> | 581 | 536170 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 614 | 595666 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | $499 | $480896 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 585 | 573019 |
| &nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.610%)<sup>(b)</sup> | 160 | 152454 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 488 | 476708 |
| &nbsp;&nbsp;&nbsp;4.43%, 01/23/30 (Call 01/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.628%)<sup>(b)</sup> | 844 | 799969 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(b)</sup> | 255 | 252016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 07/20/33 (Call 07/20/32)<sup>(b)</sup> | 370 | 353047 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 395 | 395849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/20/37 (Call 04/20/32)<sup>(b)</sup> | 385 | 358358 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/18/28 (Call 10/18/27)<sup>(b)</sup> | 275 | 284889 |
| &nbsp;&nbsp;&nbsp;6.34%, 10/18/33 | 600 | 637824 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/01/32 | 200 | 229454 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 516 | 507692 |
| &nbsp;&nbsp;&nbsp;Series I, 0.86%, 10/21/25 (Call 10/21/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.745%)<sup>(b)</sup> | 130 | 118970 |
| National Australia Bank Ltd., 5.13%, 11/22/24 | 250 | 251042 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/12/26 | 275 | 254570 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/14/26 | 260 | 249584 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/14/27 (Call 06/14/26)<sup>(b)</sup> | 270 | 231914 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 11/28/35 (Call 08/28/30)<sup>(b)</sup> | 200 | 146704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 05/22/28 (Call 05/22/27)<sup>(b)</sup> | 270 | 238990 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 205 | 189162 |
| &nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.762%)<sup>(b)</sup> | 620 | 601908 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/30 (Call 05/08/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.871%)<sup>(b)</sup> | 275 | 249117 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 275 | 268730 |
| &nbsp;&nbsp;&nbsp;4.89%, 05/18/29 (Call 05/18/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.754%)<sup>(b)</sup> | 280 | 263250 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/27/30 (Call 01/27/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.905%)<sup>(b)</sup> | 340 | 319148 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 05/01/30 (Call 02/01/30) | 170 | 141296 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/03/29 (Call 02/03/29) | 155 | 142152 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/08/32 (Call 05/08/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.131%)<sup>(b)</sup> | 220 | 199879 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/03/28 (Call 05/03/28) | 131 | 126133 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 238 | 234271 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/27 (Call 04/10/27) | 205 | 201236 |
| &nbsp;&nbsp;&nbsp;6.13%, 11/02/32 | 160 | 168726 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 09/17/25 | 240 | 215669 |
| &nbsp;&nbsp;&nbsp;0.50%, 09/16/24 | 205 | 190972 |
| &nbsp;&nbsp;&nbsp;0.50%, 02/02/26 | 235 | 208903 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/12/25 | 825 | 776680 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/23/25 | 125 | 120910 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/27 | 65 | 63894 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/03/25 | 65 | 65618 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 10/22/29 | 75 | 63536 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/23/25 (Call 01/24/25) | 30 | 28844 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/02/25) | 375 | 362359 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/22/28 (Call 12/23/27) | 250 | 233385 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 250 | 243337 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/26/28 | 260 | 245435 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | $180 | $158004 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 350 | 333564 |
| &nbsp;&nbsp;&nbsp;2.31%, 04/23/32 (Call 04/23/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.979%)<sup>(b)</sup> | 365 | 297187 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/22/30 (Call 10/24/29) | 523 | 444540 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/23/26) | 315 | 292591 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(a)</sup> | 178 | 165554 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/23/29 (Call 01/23/29) | 379 | 349123 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/24 (Call 12/23/23) | 364 | 358449 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24) | 409 | 403695 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/02/28 | 340 | 342492 |
| &nbsp;&nbsp;&nbsp;6.04%, 10/28/33 | 300 | 315225 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 08/12/28 (Call 06/12/28) | 115 | 97727 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/18/25 (Call 04/18/25) | 255 | 238800 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.43%, 01/19/24 | 175 | 166434 |
| &nbsp;&nbsp;&nbsp;0.65%, 07/29/24 | 340 | 317108 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/07/24 | 225 | 208577 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/20/26 | 339 | 301310 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/10/25 | 240 | 219730 |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 20 | 17612 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/27/26 | 85 | 75647 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 505 | 444557 |
| &nbsp;&nbsp;&nbsp;1.60%, 01/21/25 | 85 | 79468 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/27 | 110 | 98850 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 372 | 354252 |
| &nbsp;&nbsp;&nbsp;2.30%, 11/03/31 | 455 | 367217 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 195 | 187892 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/14/25 | 140 | 135572 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/04/27 | 210 | 199849 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/04/32 | 115 | 105547 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/26/24 | 225 | 221571 |
| &nbsp;&nbsp;&nbsp;4.24%, 08/03/27 | 175 | 169747 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 315 | 311866 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 120 | 121567 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/27 | 190 | 197678 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.49%, 01/06/28 (Call 01/06/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.249%)<sup>(b)</sup> | 205 | 177909 |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 243 | 225113 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/02/25 (Call 05/02/25) | 95 | 90625 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/07/24 (Call 05/07/24) | 262 | 254305 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 06/09/25 (Call 06/09/24)<sup>(b)</sup> | 100 | 96815 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/13/27 (Call 04/14/27) | 249 | 239082 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25) | 255 | 250081 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 09/09/26 (Call 09/09/25)<sup>(b)</sup> | 210 | 209023 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.09%, 03/15/25 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.787%)<sup>(b)</sup> | 115 | 106795 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 08/21/26 (Call 08/21/25)<sup>(b)</sup> | 360 | 316796 |
| &nbsp;&nbsp;&nbsp;1.67%, 06/14/27 (Call 06/14/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.989%)<sup>(b)</sup> | 250 | 211557 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/32 (Call 03/15/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.475%)<sup>(b)</sup> | 205 | 158215 |
| &nbsp;&nbsp;&nbsp;3.82%, 11/03/28 (Call 11/03/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.400%)<sup>(b)</sup> | 200 | 176524 |
| Santander UK PLC |  |  |
| 2.88%, 06/18/24<sup>(a)</sup> | 15 | 14464 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/13/24 | $470 | $463476 |
| Signature Bank/New York NY, 4.00%, 10/15/30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 10/15/25)<sup>(b)</sup> | 55 | 50004 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.68%, 11/18/27 (Call 11/18/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.560%)<sup>(b)</sup> | 225 | 199436 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/06/26 (Call 02/06/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.441%)<sup>(b)</sup> | 130 | 120955 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.730%)<sup>(b)</sup> | 50 | 44882 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/03/31 | 185 | 150240 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.940%)<sup>(b)</sup> | 200 | 189382 |
| &nbsp;&nbsp;&nbsp;2.40%, 01/24/30 | 156 | 133152 |
| &nbsp;&nbsp;&nbsp;2.62%, 02/07/33 (Call 02/07/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.002%)<sup>(b)</sup> | 50 | 41168 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 325 | 307057 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/30/26 (Call 03/30/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.600%)<sup>(b)</sup> | 65 | 61757 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/30/31 (Call 03/30/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.650%)<sup>(b)</sup> | 470 | 413623 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/16/24 | 236 | 230841 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 345 | 336006 |
| &nbsp;&nbsp;&nbsp;3.78%, 12/03/24 (Call 12/03/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.770%)<sup>(b)</sup> | 113 | 111628 |
| &nbsp;&nbsp;&nbsp;4.14%, 12/03/29 (Call 12/03/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.030%)<sup>(b)</sup> | 130 | 123843 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 08/04/33 (Call 08/04/32)<sup>(b)</sup> | 130 | 121037 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/04/26 | 55 | 56178 |
| &nbsp;&nbsp;&nbsp;5.82%, 11/04/28 | 60 | 62032 |
| Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25 | 250 | 240950 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 09/17/26 | 295 | 257334 |
| &nbsp;&nbsp;&nbsp;1.71%, 01/12/31 | 225 | 170651 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/17/28 | 75 | 62248 |
| &nbsp;&nbsp;&nbsp;2.13%, 07/08/30 | 35 | 27828 |
| &nbsp;&nbsp;&nbsp;2.14%, 09/23/30 | 180 | 139486 |
| &nbsp;&nbsp;&nbsp;2.22%, 09/17/31 | 240 | 187769 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/25 | 305 | 288292 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 340 | 323415 |
| &nbsp;&nbsp;&nbsp;2.47%, 01/14/29 | 200 | 169348 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 163 | 150035 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 605 | 579874 |
| &nbsp;&nbsp;&nbsp;2.72%, 09/27/29 | 200 | 169602 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/30 | 320 | 270528 |
| &nbsp;&nbsp;&nbsp;3.01%, 10/19/26 | 385 | 356687 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/16/29 | 465 | 405266 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/17/29 | 240 | 206998 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 260 | 239912 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 390 | 361315 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 272 | 254519 |
| &nbsp;&nbsp;&nbsp;3.54%, 01/17/28 | 185 | 170243 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/26 | 305 | 294044 |
| &nbsp;&nbsp;&nbsp;3.94%, 07/19/28 | 55 | 51080 |
| &nbsp;&nbsp;&nbsp;4.31%, 10/16/28 | 250 | 235690 |
| SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/28/26 (Call 09/28/26) | 120 | 104318 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/02/31 (Call 11/02/30) | 105 | 75081 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/15/28 (Call 03/15/28) | 65 | 53298 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/05/30 (Call 03/05/30) | 220 | 179940 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/29/25 | $135 | $129875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/29/28 (Call 04/29/27)<sup>(b)</sup> | 150 | 141986 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 04/29/33 (Call 04/29/32)<sup>(b)</sup> | 75 | 66933 |
| Synchrony Bank, 5.63%, 08/23/27 (Call 07/23/27) | 250 | 242032 |
| Synovus Financial Corp., 5.20%, 08/11/25 (Call 07/11/25) | 10 | 9857 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 03/04/24 | 550 | 520894 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/10/24 | 120 | 111368 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/11/25 | 100 | 89437 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/06/26 | 365 | 322262 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/12/25 | 205 | 186843 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/26 | 475 | 419753 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | 85 | 78961 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/10/26 | 195 | 171440 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/10/25<sup>(a)</sup> | 150 | 139946 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 100 | 89499 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/31 | 230 | 181203 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/12/32 | 110 | 89531 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 332 | 320878 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 175 | 161023 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/10/32 | 110 | 95211 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 522 | 511315 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/31 (Call 09/15/26)<sup>(b)</sup> | 435 | 401588 |
| &nbsp;&nbsp;&nbsp;3.77%, 06/06/25 | 335 | 325878 |
| &nbsp;&nbsp;&nbsp;4.11%, 06/08/27 | 325 | 314645 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | 140 | 138380 |
| &nbsp;&nbsp;&nbsp;4.46%, 06/08/32 | 410 | 392571 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 250 | 247455 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 (Call 02/10/25) | 400 | 370736 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/05/24) | 25 | 23766 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/11/30 (Call 12/11/29) | 290 | 235668 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(b)</sup> | 260 | 242791 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 226 | 221091 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 (Call 04/15/26) | 180 | 168890 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 50 | 49199 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 08/03/27 (Call 06/03/27) | 254 | 214815 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/05/25 (Call 07/03/25) | 100 | 90987 |
| &nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.609%)<sup>(b)</sup> | 75 | 66500 |
| &nbsp;&nbsp;&nbsp;1.89%, 06/07/29 (Call 06/07/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.862%)<sup>(b)</sup> | 230 | 193954 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/05/30 (Call 03/05/30) | 70 | 57079 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24) | 175 | 168196 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 308 | 297232 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 225 | 219040 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/06/23 (Call 11/06/23) | 240 | 237384 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/29 (Call 02/16/29) | 445 | 412070 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 319 | 313484 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 06/06/28 (Call 06/06/27)<sup>(b)</sup> | 270 | 255841 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 07/28/26 (Call 07/28/25)<sup>(b)</sup> | 225 | 221179 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.92%, 07/28/33 (Call 07/28/32)<sup>(b)</sup> | 150 | 141462 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/28/26 (Call 10/28/25)<sup>(b)</sup> | 255 | 258726 |
| &nbsp;&nbsp;&nbsp;6.12%, 10/28/33 | 250 | 263467 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 07/22/30 (Call 04/22/30) | 300 | 234336 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/12/25 (Call 04/11/25) | 215 | 199636 |
| &nbsp;&nbsp;&nbsp;2.22%, 01/27/28 (Call 01/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.730%)<sup>(b)</sup> | 100 | 89580 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/28/24) | $305 | $294471 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 11/03/36 (Call 11/03/31)<sup>(b)</sup> | 100 | 77526 |
| &nbsp;&nbsp;&nbsp;2.68%, 01/27/33 (Call 01/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(b)</sup> | 195 | 161327 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/29 (Call 04/30/29) | 270 | 239822 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/27/26 (Call 03/27/26) | 258 | 245172 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/05/24 (Call 01/05/24) | 199 | 195965 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24) | 302 | 297017 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/24 (Call 12/29/23) | 237 | 234222 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/26/28 (Call 03/24/28) | 272 | 262276 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/17/25 (Call 10/17/25) | 299 | 293642 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 07/22/28 (Call 07/22/27)<sup>(b)</sup> | 485 | 472652 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 07/22/33 (Call 07/22/32)<sup>(b)</sup> | 195 | 185802 |
| &nbsp;&nbsp;&nbsp;5.73%, 10/21/26 | 330 | 336920 |
| &nbsp;&nbsp;&nbsp;5.85%, 10/21/33 | 200 | 208664 |
| &nbsp;&nbsp;&nbsp;Series V, 2.38%, 07/22/26 (Call 06/22/26) | 250 | 231297 |
| &nbsp;&nbsp;&nbsp;Series X, 3.15%, 04/27/27 (Call 03/27/27) | 253 | 239171 |
| U.S. Bank NA/Cincinnati OH |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/25 (Call 12/20/24) | 305 | 288704 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/27/25 (Call 12/27/24)<sup>(a)</sup> | 300 | 289389 |
| Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.360%)<sup>(b)</sup> | 10 | 8906 |
| Wachovia Corp., 7.57%, 08/01/26<sup>(c)</sup> | 135 | 146278 |
| Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28) | 90 | 81875 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.81%, 05/19/25 (Call 05/19/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.510%)<sup>(b)</sup> | 175 | 163114 |
| &nbsp;&nbsp;&nbsp;2.16%, 02/11/26 (Call 02/11/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.750%)<sup>(b)</sup> | 666 | 620792 |
| &nbsp;&nbsp;&nbsp;2.19%, 04/30/26 (Call 04/30/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.000%)<sup>(b)</sup> | 500 | 465525 |
| &nbsp;&nbsp;&nbsp;2.39%, 06/02/28 (Call 06/02/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.100%)<sup>(b)</sup> | 617 | 545465 |
| &nbsp;&nbsp;&nbsp;2.41%, 10/30/25 (Call 10/30/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.087%)<sup>(b)</sup> | 694 | 654858 |
| &nbsp;&nbsp;&nbsp;2.57%, 02/11/31 (Call 02/11/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.262%)<sup>(b)</sup> | 650 | 544940 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/30/30 (Call 10/30/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.432%)<sup>(b)</sup> | 840 | 723190 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/19/25 | 480 | 462480 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/22/26 | 689 | 647874 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/23/26 | 646 | 603319 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.170%)<sup>(b)</sup> | 570 | 530653 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/09/24 | 553 | 539109 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/02/33 (Call 03/02/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.500%)<sup>(b)</sup> | 765 | 654098 |
| &nbsp;&nbsp;&nbsp;3.53%, 03/24/28 (Call 03/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(b)</sup> | 620 | 576092 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/29/25 | 633 | 613276 |
| &nbsp;&nbsp;&nbsp;3.58%, 05/22/28 (Call 05/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(b)</sup> | 654 | 607370 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/24/24 (Call 12/22/23) | 536 | 528753 |
| &nbsp;&nbsp;&nbsp;3.91%, 04/25/26 (Call 04/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(b)</sup> | 535 | 518217 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/03/26 | 576 | 560223 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/24/29 (Call 10/24/28) | 622 | 587218 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/22/27 | 628 | 606931 |
| &nbsp;&nbsp;&nbsp;4.48%, 01/16/24 | 200 | 199066 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.48%, 04/04/31 (Call 04/04/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.032%)<sup>(b)</sup> | $430 | $408586 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.54%, 08/15/26 (Call 08/15/25)<sup>(b)</sup> | 120 | 117440 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 07/25/28 (Call 07/25/27)<sup>(b)</sup> | 305 | 297878 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/33 (Call 07/25/32)<sup>(b)</sup> | 695 | 669674 |
| Western Alliance Bancorp., 3.00%, 06/15/31 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 06/15/26), (1 day SOFR + 2.250%)<sup>(b)</sup> | 45 | 38165 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.02%, 11/18/24 | 40 | 37163 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/03/26 | 340 | 301716 |
| &nbsp;&nbsp;&nbsp;1.95%, 11/20/28 | 370 | 316243 |
| &nbsp;&nbsp;&nbsp;2.15%, 06/03/31 | 315 | 261362 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 52 | 49393 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/30 | 295 | 258078 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 11/15/35 (Call 11/15/30)<sup>(b)</sup> | 250 | 183560 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/19/26 | 250 | 234245 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 450 | 424305 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (Call 02/04/25)<sup>(b)</sup> | 611 | 556199 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 11/18/36 (Call 11/18/31)<sup>(b)</sup> | 210 | 154363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/26/24<sup>(a)</sup> | 390 | 383943 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 423 | 401782 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/25/28 | 247 | 233585 |
| &nbsp;&nbsp;&nbsp;3.74%, 08/26/25 | 20 | 19531 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 07/24/34 (Call 07/24/29)<sup>(b)</sup> | 200 | 170370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 11/23/31 (Call 11/23/26)<sup>(b)</sup> | 150 | 136761 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 08/10/33 (Call 08/10/32)<sup>(b)</sup> | 150 | 137733 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 300 | 308787 |
| Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29) | 40 | 33262 |
|  |  | 239167718 |
| **Beverages — 0.5%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev |  |  |
| &nbsp;&nbsp;&nbsp;Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25) | 742 | 720512 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 355 | 327661 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/28 (Call 01/13/28) | 275 | 266513 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/23/29 (Call 10/23/28) | 848 | 848110 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/23/31 (Call 10/23/30) | 155 | 157643 |
| Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25) | 35 | 34229 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 03/15/28 | 170 | 144162 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 | 270 | 213789 |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/27 | 305 | 271465 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/30 | 125 | 103641 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/24 | 255 | 244688 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/05/31 | 230 | 192243 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 | 245 | 213400 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/05/32 | 250 | 210935 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 145 | 137724 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/25/27 | 248 | 240421 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/25/30 | 368 | 344017 |
| Coca-Cola Consolidated Inc., 3.80%, 11/25/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/25/25) | 225 | 218572 |
| Coca-Cola Femsa SAB de CV, 1.85%, 09/01/32 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/01/32) | 50 | 38670 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 08/01/31 (Call 05/01/31) | 165 | 132003 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/30 (Call 02/01/30) | 100 | 86257 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/29 (Call 05/01/29) | 55 | 48855 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/09/24 | 85 | 83381 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/15/28 (Call 11/15/27) | 245 | 228999 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (Call 09/06/26) | 359 | 344317 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 05/09/27 (Call 04/09/27) | $70 | $68397 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/15/25 (Call 09/15/25) | 225 | 222572 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/28 (Call 08/15/28) | 105 | 102748 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/24 | 180 | 179075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/09/32 (Call 02/09/32)<sup>(a)</sup> | 155 | 150032 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 10 | 9164 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/29/30 (Call 01/29/30) | 235 | 195360 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/24/29 (Call 07/24/29) | 225 | 193288 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/18/28 (Call 02/18/28) | 200 | 191998 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 210 | 212955 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 | 10 | 10306 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/15/24 (Call 01/03/23) | 60 | 56741 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 85 | 68850 |
| &nbsp;&nbsp;&nbsp;2.55%, 09/15/26 (Call 06/15/26) | 100 | 91851 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/23 (Call 10/15/23) | 139 | 136313 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/01/30 (Call 02/01/30) | 165 | 145386 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/25 (Call 08/15/25) | 55 | 53148 |
| &nbsp;&nbsp;&nbsp;3.43%, 06/15/27 (Call 03/15/27) | 170 | 159686 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/15/29 (Call 02/15/29) | 160 | 151037 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/32 (Call 01/15/32) | 210 | 193378 |
| &nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25) | 64 | 63870 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/25/28 (Call 02/25/28) | 15 | 14929 |
| Molson Coors Beverage Co., 3.00%, 07/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/15/26) | 438 | 411208 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 02/25/31 (Call 11/25/30) | 150 | 120313 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/30 (Call 02/01/30) | 279 | 231523 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/31 (Call 07/21/31) | 110 | 90580 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 323 | 308633 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 224 | 210049 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 185 | 172611 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (Call 04/29/29) | 275 | 245864 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 250 | 240205 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/19/30 (Call 12/19/29) | 425 | 378722 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 215 | 206460 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | 318 | 301521 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 230 | 225391 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23) | 194 | 191563 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/18/28 (Call 01/18/28) | 160 | 155106 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/18/32 (Call 04/18/32) | 225 | 216063 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/29 | 30 | 34150 |
|  |  | 12263253 |
| **Biotechnology — 0.3%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 08/15/28 (Call 06/15/28) | 230 | 195465 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 55 | 51891 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/32 (Call 10/15/31) | 300 | 239088 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 132 | 120124 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/25/31 (Call 11/25/30) | 245 | 204413 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/21/30 (Call 11/21/29) | 225 | 193054 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26) | 460 | 428462 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/22/29 (Call 12/22/28) | 110 | 99546 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25) | 378 | 365783 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/02/27 (Call 08/02/27) | 57 | 53728 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/22/32 (Call 11/22/31) | 105 | 93870 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24) | 359 | 353410 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/18/29 (Call 06/18/29) | 225 | 214396 |
| Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) | 185 | 181890 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/01/30 (Call 02/01/30) | $335 | $276576 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/15/25 (Call 06/15/25) | 320 | 311955 |
| Bio-Rad Laboratories Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/27 (Call 02/15/27) | 75 | 69585 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/32 (Call 12/15/31) | 125 | 108413 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 10/01/27 (Call 08/01/27) | 165 | 140663 |
| &nbsp;&nbsp;&nbsp;1.65%, 10/01/30 (Call 07/01/30) | 295 | 237738 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26) | 252 | 235824 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 490 | 478534 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 493 | 478348 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 414 | 407525 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/23/31 (Call 12/23/30) | 160 | 126517 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/13/27 | 150 | 151038 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/12/25 | 150 | 150764 |
| Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/15/30) | 303 | 238182 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (Call 08/02/25) | 115 | 103135 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/02/27 (Call 07/02/27) | 165 | 140432 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/02/31 (Call 06/02/31) | 60 | 46257 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/02/30 (Call 06/02/30) | 270 | 214034 |
|  |  | 6710640 |
| **Building Materials — 0.1%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.24%, 02/15/25 (Call 01/15/25) | 79 | 74607 |
| &nbsp;&nbsp;&nbsp;2.49%, 02/15/27 (Call 12/15/26) | 56 | 50826 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/31 (Call 11/15/30) | 35 | 29314 |
| &nbsp;&nbsp;&nbsp;2.72%, 02/15/30 (Call 11/15/29) | 540 | 460928 |
| Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31) | 165 | 129246 |
| Fortune Brands Home & Security Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/29 (Call 06/15/29) | 135 | 116496 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 40 | 38778 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/25/32 (Call 12/25/31) | 140 | 121953 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/02/24 (Call 04/02/24)<sup>(c)</sup> | 89 | 87290 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/14/26 (Call 11/14/25) | 111 | 108431 |
| Johnson Controls International PLC/Tyco Fire & Security |  |  |
| Finance SCA |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (Call 06/15/30) | 140 | 112606 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/16/31 (Call 06/16/31) | 100 | 79288 |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 08/01/25 (Call 07/01/25) | 165 | 149523 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/01/27 (Call 06/01/27) | 50 | 42918 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 07/15/31 (Call 04/15/31) | 150 | 122227 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/15/27 (Call 09/15/27) | 124 | 115872 |
| &nbsp;&nbsp;&nbsp;Series CB, 2.50%, 03/15/30 (Call 12/15/29) | 115 | 96061 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/28 (Call 12/15/27) | 10 | 8312 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 130 | 101445 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 50 | 46003 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/26 (Call 05/15/26) | 170 | 159912 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/01/30 (Call 03/01/30) | 75 | 67748 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/29 (Call 05/15/29) | 70 | 63733 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/01/24 (Call 09/01/24) | 115 | 113209 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Building Materials (continued)** |  |  |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | $100 | $89422 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/27 (Call 01/01/27) | 95 | 90788 |
|  |  | 2676936 |
| **Chemicals — 0.4%** |  |  |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/15/25 (Call 09/15/25) | 35 | 32139 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/15/27 (Call 03/15/27) | 145 | 129748 |
| &nbsp;&nbsp;&nbsp;2.05%, 05/15/30 (Call 02/15/30) | 192 | 161510 |
| &nbsp;&nbsp;&nbsp;3.35%, 07/31/24 (Call 04/30/24) | 272 | 266231 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 06/01/27 (Call 05/01/27) | 100 | 97967 |
| &nbsp;&nbsp;&nbsp;5.05%, 06/01/32 (Call 03/01/32) | 105 | 100978 |
| Cabot Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/29 (Call 04/01/29) | 68 | 61114 |
| &nbsp;&nbsp;&nbsp;5.00%, 06/30/32 (Call 03/30/32) | 70 | 65256 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/26 (Call 07/05/26) | 40 | 33191 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/08/24 (Call 04/08/24) | 155 | 150527 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/24 | 265 | 263415 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/25 | 440 | 437879 |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 400 | 391764 |
| &nbsp;&nbsp;&nbsp;6.33%, 07/15/29 (Call 05/15/29) | 175 | 168343 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/15/32 (Call 04/15/32) | 180 | 171862 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 11/15/30 (Call 08/15/30) | 150 | 120035 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/30/28 (Call 08/30/28) | 213 | 210546 |
| &nbsp;&nbsp;&nbsp;6.30%, 03/15/33 | 50 | 52136 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/29 | 209 | 231083 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.49%, 11/15/25 (Call 09/15/25) | 471 | 468061 |
| &nbsp;&nbsp;&nbsp;4.73%, 11/15/28 (Call 08/15/28) | 500 | 497950 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 187 | 182693 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 155 | 147746 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 01/30/31 (Call 10/30/30) | 388 | 299858 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/01/27 (Call 01/01/27) | 25 | 22252 |
| &nbsp;&nbsp;&nbsp;2.13%, 02/01/32 (Call 11/01/31) | 65 | 52555 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26) | 230 | 214954 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/27 (Call 09/01/27) | 35 | 32895 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/24/30 (Call 12/24/29) | 40 | 39954 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 | 150 | 153287 |
| EI du Pont de Nemours and Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 07/15/25 (Call 06/15/25) | 165 | 152866 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/15/30 (Call 04/15/30) | 164 | 138259 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 08/01/26) | 110 | 102972 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/29 (Call 07/01/29) | 148 | 131819 |
| Huntsman International LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/31 (Call 03/15/31) | 87 | 68897 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/29 (Call 02/01/29) | 170 | 154107 |
| International Flavors & Fragrances Inc., 4.45%, 09/26/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/26/28) | 25 | 23583 |
| Linde Inc., 4.80%, 12/05/24 | 50 | 50136 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 08/10/30 (Call 05/10/30) | 249 | 192908 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/05/25 (Call 11/05/24) | 70 | 67293 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/26 (Call 10/30/25) | 40 | 38725 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 (Call 12/28/22) | 100 | 99892 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Chemicals (continued)** |  |  |
| LYB International Finance II BV, 3.50%, 03/02/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/02/26) | $25 | $23150 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 10/01/25 (Call 09/01/25) | 170 | 151667 |
| &nbsp;&nbsp;&nbsp;2.25%, 10/01/30 (Call 07/01/30) | 150 | 119901 |
| Mosaic Co. (The), 4.05%, 11/15/27 (Call 08/15/27) | 85 | 80404 |
| NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30) | 125 | 98715 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 05/13/30 (Call 02/13/30) | 152 | 130913 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 85 | 81217 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/26 (Call 09/15/26) | 110 | 105768 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/29 (Call 01/01/29) | 180 | 170377 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/07/25 | 100 | 102017 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/15/26 (Call 02/15/26) | 145 | 129260 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/30 (Call 03/15/30) | 155 | 131632 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/29 (Call 05/15/29) | 45 | 39220 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/28 (Call 12/15/27) | 40 | 37993 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/32 (Call 10/15/31) | 75 | 59836 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/27 (Call 12/15/26) | 84 | 78806 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/01/29 (Call 12/01/28) | 107 | 99713 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/15/32 (Call 12/15/31) | 25 | 19828 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/15/30 (Call 02/15/30) | 195 | 161758 |
| &nbsp;&nbsp;&nbsp;2.95%, 08/15/29 (Call 05/15/29) | 90 | 79289 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/01/24 (Call 04/01/24) | 190 | 185014 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/25 (Call 05/01/25) | 135 | 130055 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 270 | 253746 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 10/15/25) | 90 | 87887 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/08/25 | 75 | 73893 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 08/15/24 (Call 01/03/23) | 15 | 13911 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/30 (Call 03/15/30) | 85 | 73620 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/15/26 (Call 05/15/26) | 154 | 144737 |
|  |  | 9343713 |
| **Commercial Services — 0.3%** |  |  |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/01/30 (Call 06/01/30) | 300 | 239313 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/28 (Call 03/15/28) | 235 | 206995 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 354 | 345508 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/15/28 (Call 05/15/28) | 90 | 76974 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/30 (Call 05/15/30) | 125 | 110638 |
| &nbsp;&nbsp;&nbsp;5.25%, 10/01/25 (Call 07/01/25) | 135 | 134536 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/01/25 (Call 04/01/25) | 55 | 53408 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/27 (Call 01/01/27) | 190 | 184026 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/32 (Call 02/01/32) | 75 | 71212 |
| Emory University, Series 2020, 2.14%, 09/01/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 06/01/30) | 70 | 58133 |
| Equifax Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 09/15/31 (Call 06/15/31) | 195 | 151057 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/24 (Call 11/01/24) | 45 | 42905 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/15/25 (Call 11/15/25) | 94 | 87180 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/30 (Call 02/15/30) | 115 | 97480 |
| &nbsp;&nbsp;&nbsp;5.10%, 12/15/27 (Call 11/15/27) | 95 | 93733 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/01/26 (Call 02/01/26) | 35 | 30539 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/15/24 (Call 10/15/24) | 15 | 13898 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 01/15/27 (Call 12/15/26) | $190 | $165929 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/15/25 (Call 01/15/25) | 109 | 102445 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/30 (Call 02/15/30) | 215 | 177113 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/15/31 (Call 08/15/31) | 165 | 131147 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/29 (Call 05/15/29) | 282 | 241479 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/01/28 (Call 03/01/28) | 80 | 74840 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/26 (Call 01/01/26) | 78 | 76412 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/27 (Call 07/15/27) | 40 | 38877 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/15/29 (Call 06/15/29) | 110 | 106766 |
| &nbsp;&nbsp;&nbsp;5.40%, 08/15/32 (Call 05/15/32) | 180 | 173090 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/15/26 (Call 06/15/26) | 150 | 128844 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/31 (Call 04/15/31) | 100 | 74199 |
| Leland Stanford Junior University (The), 1.29%, 06/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/01/27) | 10 | 8698 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/19/31 (Call 05/19/31) | 200 | 159610 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 162 | 149811 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/24/25 (Call 02/24/25) | 35 | 34149 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/29 (Call 11/01/28) | 70 | 67306 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/08/32 (Call 05/08/32) | 25 | 23580 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/24 (Call 11/15/23) | 126 | 125764 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/25 (Call 05/01/25) | 299 | 278187 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30) | 230 | 190925 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/24 (Call 09/01/24) | 285 | 273090 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 210 | 195390 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/29 (Call 07/01/29) | 296 | 259184 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/27 (Call 05/01/27)<sup>(a)</sup> | 25 | 24300 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/32 (Call 03/01/32) | 130 | 123864 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/01/24 (Call 01/03/23) | 20 | 18316 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/32 (Call 10/15/31) | 90 | 69686 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 140 | 116547 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/22/30 (Call 02/22/30) | 75 | 65145 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/18/29 (Call 12/18/28) | 205 | 193159 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/20/32 (Call 02/20/32) | 60 | 58726 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/30 (Call 05/15/30) | 195 | 151897 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/01/27 (Call 02/01/27)<sup>(d)</sup> | 30 | 27617 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 199 | 172497 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/29 (Call 01/01/29)<sup>(d)</sup> | 100 | 89038 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31)<sup>(d)</sup> | 20 | 17257 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/22/27 (Call 10/22/26) | 314 | 296614 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/01/29 (Call 02/01/29)<sup>(d)</sup> | 265 | 256157 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/28 (Call 05/01/28)<sup>(d)</sup> | 200 | 199066 |
| Triton Container International Ltd./TAL International |  |  |
| Container Corp., 3.25%, 03/15/32 (Call 12/15/31) | 35 | 27267 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 235 | 230173 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 175 | 165909 |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 0.87%, 04/15/25 (Call 03/15/25) | 10 | 9200 |
| &nbsp;&nbsp;&nbsp;Series 2020, 1.48%, 04/15/30 (Call 01/15/30) | 145 | 117298 |
|  |  | 7684103 |
| **Computers — 0.7%** |  |  |
| Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30) | 125 | 101876 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 08/20/25 (Call 07/20/25) | 315 | 284826 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 02/08/26 (Call 01/08/26) | $360 | $321520 |
| &nbsp;&nbsp;&nbsp;1.13%, 05/11/25 (Call 04/11/25) | 450 | 415980 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/20/30 (Call 05/20/30) | 370 | 297251 |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/28 (Call 06/05/28) | 125 | 107306 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/11/30 (Call 02/11/30) | 403 | 336025 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/08/31 (Call 11/08/30) | 385 | 315623 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/05/31 (Call 05/05/31) | 175 | 142490 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/11/24 (Call 08/11/24) | 35 | 33451 |
| &nbsp;&nbsp;&nbsp;2.05%, 09/11/26 (Call 07/11/26) | 235 | 216679 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/11/29 (Call 06/11/29) | 309 | 270851 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/04/26 (Call 05/04/26) | 448 | 420000 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/09/25 | 485 | 465576 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/13/25 (Call 11/13/24) | 426 | 412296 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/11/24 (Call 03/11/24) | 358 | 349651 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/12/27 (Call 06/12/27) | 361 | 341466 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/09/24 (Call 12/09/23) | 266 | 261310 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/27 (Call 03/20/27) | 77 | 73567 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/13/27 (Call 08/13/27) | 525 | 497206 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/13/25 | 310 | 301447 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/11/27 (Call 02/11/27) | 435 | 417783 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/23/26 (Call 11/23/25) | 674 | 652520 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/08/29 (Call 06/08/29) | 265 | 248649 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/09/27 (Call 11/09/26) | 557 | 539020 |
| &nbsp;&nbsp;&nbsp;3.35%, 08/08/32 (Call 05/08/32) | 265 | 244341 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/06/24 | 528 | 520054 |
| CGI Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 09/14/26 (Call 08/14/26) | 135 | 119208 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/14/31 (Call 06/14/31) | 150 | 114624 |
| Dell Inc., 7.10%, 04/15/28 | 50 | 52804 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/24 (Call 06/15/24) | 308 | 302213 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/01/26 (Call 08/01/26) | 387 | 382867 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/01/29 (Call 07/01/29) | 387 | 380990 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/25 (Call 06/15/25) | 110 | 111792 |
| &nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26) | 648 | 661926 |
| &nbsp;&nbsp;&nbsp;6.10%, 07/15/27 (Call 05/15/27) | 120 | 123527 |
| &nbsp;&nbsp;&nbsp;6.20%, 07/15/30 (Call 04/15/30) | 75 | 77274 |
| DXC Technology Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 09/15/26 (Call 08/15/26) | 130 | 114829 |
| &nbsp;&nbsp;&nbsp;2.38%, 09/15/28 (Call 07/15/28) | 200 | 171620 |
| Fortinet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 03/15/26 (Call 02/15/26) | 125 | 109934 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/15/31 (Call 12/15/30) | 195 | 152449 |
| Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24) | 10 | 9578 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 04/01/26 (Call 03/01/26) | 200 | 181688 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 591 | 590344 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/17/26 (Call 05/17/26) | 200 | 175542 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/17/25 (Call 05/17/25) | 255 | 237997 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/17/31 (Call 03/17/31) | 125 | 98367 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/17/27 (Call 04/17/27)<sup>(a)</sup> | 155 | 142047 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/17/30 (Call 03/17/30) | 205 | 176200 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/29 (Call 02/15/29) | 160 | 146518 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 130 | 113919 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 12/15/27) | 125 | 121825 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/27 (Call 03/15/27) | 265 | 233772 |
| &nbsp;&nbsp;&nbsp;1.95%, 05/15/30 (Call 02/15/30) | 205 | 168846 |
| &nbsp;&nbsp;&nbsp;2.72%, 02/09/32 (Call 11/09/31) | 50 | 42366 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | $563 | $549032 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 610 | 582483 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 330 | 317717 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/29 | 540 | 502891 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/12/24 | 333 | 328385 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/27/27 (Call 06/27/27) | 150 | 147222 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/27/32 (Call 04/27/32)<sup>(a)</sup> | 150 | 144691 |
| &nbsp;&nbsp;&nbsp;6.22%, 08/01/27 | 55 | 58582 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/15/28 | 45 | 48810 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 136 | 144614 |
| Kyndryl Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 (Call 09/15/26) | 40 | 32558 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 (Call 08/15/28) | 170 | 127792 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/15/31 (Call 07/15/31) | 70 | 46405 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/15/31 (Call 11/15/30) | 205 | 158623 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 (Call 04/15/25) | 45 | 43333 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/30 (Call 02/15/30) | 185 | 168361 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/22/25 (Call 05/22/25) | 155 | 142879 |
| &nbsp;&nbsp;&nbsp;2.38%, 06/22/27 (Call 04/22/27) | 295 | 264810 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/22/30 (Call 03/22/30) | 85 | 71146 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/29/24 (Call 07/29/24) | 259 | 250906 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) | 35 | 28603 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/01/29 (Call 12/01/28) | 130 | 103421 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/01/32 (Call 11/01/31) | 20 | 14864 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/26 (Call 11/15/25) | 430 | 404909 |
|  |  | 18586867 |
| **Cosmetics & Personal Care — 0.2%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/25 | 45 | 43752 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/27 (Call 07/15/27) | 45 | 43232 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/32 (Call 05/15/32) | 85 | 77882 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 03/15/31 (Call 12/15/30) | 280 | 227214 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/24 (Call 11/01/24) | 145 | 137679 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/01/29 (Call 09/01/29) | 155 | 133661 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/15/30 (Call 01/15/30) | 60 | 52163 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/27 (Call 12/15/26) | 115 | 108852 |
| GSK Consumer Healthcare Capital U.K. PLC, 3.13%, 03/24/25 | 250 | 239082 |
| GSK Consumer Healthcare Capital U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/27 (Call 02/24/27) | 280 | 261873 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/29 (Call 01/24/29) | 260 | 236259 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/24/32 (Call 12/24/31) | 380 | 335563 |
| GSK Consumer Healthcare Capital UK PLC, 3.13%, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;03/24/25<sup>(d)</sup> | 10 | 9563 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/29/25 | 235 | 211422 |
| &nbsp;&nbsp;&nbsp;1.00%, 04/23/26 | 110 | 98922 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/29/30 | 435 | 346447 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/27 | 60 | 55040 |
| &nbsp;&nbsp;&nbsp;1.95%, 04/23/31 | 100 | 84690 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/32 | 55 | 47147 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/03/26 | 185 | 174070 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 442 | 423158 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | 115 | 108405 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 241 | 227603 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/25/30 | 276 | 254019 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Cosmetics & Personal Care (continued)** |  |  |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 08/12/24 (Call 01/03/23) | $20 | $18681 |
| &nbsp;&nbsp;&nbsp;1.38%, 09/14/30 (Call 06/14/30) | 415 | 327140 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/12/31 (Call 05/12/31) | 105 | 83953 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 150 | 137612 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 235 | 228206 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 250 | 234687 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | 150 | 147501 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/22/25 (Call 01/22/25) | 30 | 29284 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/22/28 (Call 12/22/27) | 50 | 47546 |
|  |  | 5192308 |
| **Distribution & Wholesale — 0.0%** |  |  |
| WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25) | 35 | 32940 |
| **Diversified Financial Services — 1.5%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 (Call 09/29/24) | 600 | 551604 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/30/26 (Call 12/30/25) | 35 | 30883 |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26) | 585 | 511085 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24) | 295 | 279082 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/29/28 (Call 08/29/28) | 600 | 503742 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/24 (Call 01/15/24) | 155 | 149473 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/30/32 (Call 10/30/31) | 730 | 576715 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 215 | 205086 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/21/27 (Call 04/21/27) | 210 | 189447 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/23/28 (Call 10/23/27) | 285 | 254864 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25) | 165 | 158512 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/03/26 (Call 02/03/26) | 5 | 4785 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/15/27 (Call 08/15/27) | 115 | 107142 |
| 6.50%, 07/15/25 (Call 06/15/25)<sup>(a)</sup> | 405 | 407475 |
| &nbsp;&nbsp;&nbsp;Series 3NC1, 1.75%, 10/29/24 (Call 01/02/23) | 225 | 205954 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/15/30 (Call 03/15/30) | 75 | 63201 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/25 | 250 | 240702 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 08/18/24 (Call 07/18/24) | 30 | 27617 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/26 (Call 07/15/26) | 95 | 83262 |
| &nbsp;&nbsp;&nbsp;2.10%, 09/01/28 (Call 07/01/28) | 165 | 134345 |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/27 (Call 12/15/26) | 50 | 43681 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/25 (Call 01/01/25) | 240 | 223618 |
| &nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25) | 90 | 82928 |
| &nbsp;&nbsp;&nbsp;2.88%, 01/15/32 (Call 10/15/31) | 10 | 7924 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/30 (Call 11/01/29) | 160 | 133950 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/30 (Call 09/01/30) | 80 | 66001 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 01/01/25) | 280 | 265530 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/01/29 (Call 07/01/29) | 230 | 195307 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/01/25 (Call 06/01/25) | 106 | 100056 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27) | 230 | 211188 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 09/01/27) | 220 | 197582 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/26 (Call 04/01/26) | 60 | 56480 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/24 (Call 01/01/24) | 135 | 132582 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/24 (Call 06/15/24) | 156 | 153493 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/28 (Call 07/01/28) | 205 | 191552 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/24 (Call 02/01/24) | 110 | 106063 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/26 (Call 04/15/26) | 120 | 111871 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/02/28 (Call 09/02/28) | 105 | 83924 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 345 | 335878 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 170 | 167566 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 06/09/27 (Call 05/09/27) | $115 | $108872 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 80 | 79386 |
| &nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25) | 144 | 144740 |
| &nbsp;&nbsp;&nbsp;7.10%, 11/15/27 | 150 | 154018 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/01/31 | 470 | 502810 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 90 | 80080 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/04/25 (Call 02/01/25) | 10 | 9451 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/30/24) | 511 | 492870 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 305 | 277324 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 342 | 331685 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 265 | 251045 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/03/27) | 365 | 341768 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/03/24 | 390 | 382364 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24) | 189 | 185872 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 355 | 347190 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/25 (Call 07/01/25) | 415 | 407036 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/29 (Call 03/03/29) | 195 | 186558 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25) | 344 | 340268 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 08/03/33 (Call 08/03/32)<sup>(b)</sup> | 220 | 208789 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 05/26/33 (Call 02/26/32)<sup>(b)</sup> | 135 | 129790 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27) | 140 | 145415 |
| American Express Credit Corp., 3.30%, 05/03/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 04/03/27) | 15 | 14132 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/26 (Call 06/15/26) | 317 | 296477 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 75 | 72105 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 45 | 44010 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/13/32 (Call 02/13/32) | 115 | 113071 |
| Barings BDC Inc., 3.30%, 11/23/26 | 15 | 12702 |
| BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24) | 69 | 65883 |
| Brookfield Finance I UK PLC, 2.34%, 01/30/32 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/30/31) | 135 | 104525 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.72%, 04/15/31 (Call 01/15/31) | 125 | 101843 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/25/28 (Call 10/25/27) | 210 | 195806 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 208 | 204697 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 170 | 165456 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/30 (Call 01/15/30) | 144 | 132404 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/29/29 (Call 12/29/28) | 190 | 183217 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.34%, 12/06/24 (Call 12/06/23), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.690%)<sup>(b)</sup> | 115 | 109797 |
| &nbsp;&nbsp;&nbsp;1.88%, 11/02/27 (Call 11/02/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.855%)<sup>(b)</sup> | 195 | 169203 |
| &nbsp;&nbsp;&nbsp;2.36%, 07/29/32 (Call 07/29/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.337%)<sup>(b)</sup> | 205 | 149632 |
| &nbsp;&nbsp;&nbsp;2.62%, 11/02/32 (Call 11/02/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.265%)<sup>(b)</sup> | 90 | 69569 |
| &nbsp;&nbsp;&nbsp;2.64%, 03/03/26 (Call 03/03/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(b)</sup> | 370 | 346316 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/05/25 (Call 01/05/25) | 300 | 288351 |
| &nbsp;&nbsp;&nbsp;3.27%, 03/01/30 (Call 03/01/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.790%)<sup>(b)</sup> | 290 | 249481 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 355 | 343867 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/11/27 (Call 04/11/27) | 256 | 241812 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/24/24 (Call 03/24/24) | 160 | 156854 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/28/26 (Call 06/28/26) | 339 | 320870 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/09/27 (Call 02/09/27) | 228 | 215978 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/31/28 (Call 12/31/27) | 365 | 342625 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 01/29/24 (Call 12/29/23) | $200 | $197350 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/29/25 (Call 09/29/25) | 305 | 296640 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/30/25 (Call 03/31/25) | 285 | 279756 |
| &nbsp;&nbsp;&nbsp;4.93%, 05/10/28 (Call 05/10/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.057%)<sup>(b)</sup> | 230 | 220793 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 07/24/26 (Call 07/24/25)<sup>(b)</sup> | 345 | 341674 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/26/30 (Call 07/26/29)<sup>(b)</sup> | 110 | 105406 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 05/10/33 (Call 05/10/32)<sup>(b)</sup> | 230 | 217591 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 12/15/30 (Call 09/15/30) | 170 | 134084 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/16/32 (Call 12/16/31) | 105 | 88492 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/12/27 (Call 10/12/26) | 70 | 66854 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 03/11/26 (Call 02/11/26) | 265 | 236253 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/13/26 (Call 04/13/26) | 120 | 106992 |
| &nbsp;&nbsp;&nbsp;1.65%, 03/11/31 (Call 12/11/30) | 225 | 176974 |
| &nbsp;&nbsp;&nbsp;1.95%, 12/01/31 (Call 09/01/31) | 115 | 91234 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/28 (Call 01/20/28) | 305 | 270001 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/13/31 (Call 02/13/31) | 190 | 157565 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (Call 02/03/27) | 145 | 133409 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/29 (Call 07/01/29) | 21 | 18503 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/32 (Call 12/03/31) | 190 | 163278 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/25 (Call 12/10/24) | 100 | 96374 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/02/27 (Call 12/02/26) | 199 | 188182 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/25/28 (Call 10/25/27) | 230 | 215487 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/22/29 (Call 02/22/29) | 95 | 86907 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 141 | 134308 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/13/26 (Call 11/13/25) | 55 | 53495 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/01/24 (Call 01/01/24) | 120 | 118309 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/25 (Call 01/01/25) | 10 | 9769 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 03/02/24) | 230 | 227249 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/21/25 (Call 03/21/25) | 160 | 157398 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/29 (Call 11/01/28) | 65 | 62383 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/24/25 (Call 02/24/25) | 45 | 44808 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/22/30 (Call 12/22/29) | 195 | 193220 |
| CI Financial Corp., 3.20%, 12/17/30 (Call 09/17/30) | 180 | 138584 |
| Citigroup Global Markets Holdings Inc./U.S, 0.75%, |  |  |
| &nbsp;&nbsp;&nbsp;06/07/24 (Call 03/07/23) | 20 | 18759 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (Call 12/15/31) | 180 | 153662 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/25 (Call 12/15/24) | 375 | 363236 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/28 (Call 03/15/28) | 188 | 181945 |
| Credit Suisse USA Inc., 7.13%, 07/15/32 | 135 | 134397 |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/04/25 (Call 12/04/24) | 80 | 76912 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/06/24 (Call 08/06/24) | 70 | 68154 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | 274 | 257755 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25)<sup>(a)</sup> | 198 | 191668 |
| Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27) | 75 | 70394 |
| Franklin Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 10/30/30 (Call 07/30/30) | 75 | 58187 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/30/25 | 220 | 210564 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/15/32 (Call 06/15/32) | 210 | 161368 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 310 | 257043 |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27) | 120 | 112506 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/23/25 (Call 04/23/25) | 160 | 157066 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/25 (Call 09/01/25) | 282 | 276064 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/21/28 (Call 06/21/28) | 95 | 90578 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/27 (Call 08/15/27) | 340 | 332911 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 06/15/29 (Call 04/15/29) | $275 | $271351 |
| Invesco Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/26 | 105 | 101338 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/30/24 | 155 | 153241 |
| Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/01/25) | 135 | 133257 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/23/30 | 200 | 178210 |
| &nbsp;&nbsp;&nbsp;4.85%, 01/15/27 | 195 | 189298 |
| &nbsp;&nbsp;&nbsp;6.45%, 06/08/27 | 40 | 41610 |
| Jefferies Group LLC, 2.75%, 10/15/32 (Call 07/15/32) | 35 | 26269 |
| Jefferies Group LLC/Jefferies Group Capital Finance Inc., |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 10/15/31 (Call 07/15/31) | 210 | 159426 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/01/27 (Call 12/01/26) | 65 | 60743 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/13/25 | 165 | 159860 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/11/29 (Call 12/11/28) | 150 | 140367 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/19/28 (Call 06/19/28) | 120 | 112296 |
| Legg Mason Inc., 4.75%, 03/15/26 | 103 | 104351 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/15/31 (Call 12/15/30) | 170 | 140831 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/03/25 (Call 02/03/25) | 157 | 149343 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/18/31 (Call 08/18/31) | 100 | 82431 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 08/21/26) | 208 | 198515 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/29 (Call 03/01/29) | 100 | 91632 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/26/27 (Call 01/26/27) | 195 | 187818 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/26/30 (Call 12/26/29) | 302 | 281536 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/24 | 148 | 145660 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/26/28 (Call 11/26/27) | 205 | 197151 |
| Morgan Stanley Domestic Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 08/24/27 (Call 05/24/27) | 111 | 104933 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/20/28 (Call 03/20/28) | 150 | 144547 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 155 | 119838 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/30/26 (Call 03/30/26) | 185 | 179239 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/26 | 225 | 196391 |
| &nbsp;&nbsp;&nbsp;1.85%, 07/16/25 | 232 | 211839 |
| &nbsp;&nbsp;&nbsp;2.17%, 07/14/28 | 220 | 181269 |
| &nbsp;&nbsp;&nbsp;2.33%, 01/22/27 | 200 | 176092 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 415 | 392648 |
| &nbsp;&nbsp;&nbsp;2.68%, 07/16/30 | 215 | 171901 |
| &nbsp;&nbsp;&nbsp;2.71%, 01/22/29 | 200 | 167790 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/22/32 | 200 | 159048 |
| &nbsp;&nbsp;&nbsp;3.10%, 01/16/30 | 240 | 200458 |
| &nbsp;&nbsp;&nbsp;5.39%, 07/06/27 | 215 | 213263 |
| &nbsp;&nbsp;&nbsp;5.61%, 07/06/29 | 200 | 197356 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/09/31 | 25 | 19797 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/04/24 | 355 | 342468 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/18/27 | 75 | 70496 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/32 | 110 | 98121 |
| &nbsp;&nbsp;&nbsp;4.05%, 01/16/24 | 285 | 281477 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/13/27 | 80 | 79462 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/13/32 | 100 | 97823 |
| Private Export Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/24 | 105 | 99024 |
| &nbsp;&nbsp;&nbsp;Series GG, 2.45%, 07/15/24 | 40 | 38528 |
| &nbsp;&nbsp;&nbsp;Series PP, 1.40%, 07/15/28 | 25 | 21472 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Radian Group Inc. |  |  |
| 4.50%, 10/01/24 (Call 07/01/24) | $110 | $104729 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 09/15/26) | 100 | 90465 |
| &nbsp;&nbsp;&nbsp;6.63%, 03/15/25 (Call 09/15/24) | 125 | 123915 |
| Raymond James Financial Inc., 4.65%, 04/01/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 01/01/30) | 140 | 136779 |
| Stifel Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (Call 02/15/30) | 90 | 78967 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/18/24 | 253 | 248552 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/28/31 (Call 07/28/31) | 160 | 121194 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26) | 139 | 126846 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/27 (Call 09/01/27) | 230 | 206386 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/24 (Call 05/15/24) | 380 | 370679 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/19/24 (Call 02/19/24) | 123 | 121050 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/23/25) | 125 | 119681 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/13/25 (Call 05/13/25) | 185 | 179272 |
| &nbsp;&nbsp;&nbsp;5.15%, 03/19/29 (Call 12/19/28) | 125 | 119364 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 08/15/27 (Call 06/15/27) | 105 | 89966 |
| &nbsp;&nbsp;&nbsp;1.10%, 02/15/31 (Call 11/15/30) | 275 | 216150 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/15/27 (Call 02/15/27) | 255 | 231729 |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/30 (Call 01/15/30) | 404 | 349044 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/27 (Call 06/15/27) | 161 | 150801 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/25 (Call 09/14/25) | 864 | 832801 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/26 (Call 02/15/26) | 240 | 209314 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/31 (Call 12/15/30) | 110 | 84278 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24) | 140 | 133357 |
|  |  | 37289788 |
| **Electric — 1.7%** |  |  |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 06/01/28 (Call 03/01/28) | 110 | 103234 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/32 (Call 02/15/32) | 50 | 48027 |
| &nbsp;&nbsp;&nbsp;Series I, 2.10%, 07/01/30 (Call 04/01/30) | 182 | 147111 |
| AEP Transmission Co. LLC, 3.10%, 12/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/26) | 25 | 23480 |
| AES Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 01/15/26 (Call 12/15/25) | 170 | 151001 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/31 (Call 10/15/30) | 185 | 147402 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/32 (Call 12/15/31) | 15 | 13104 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/27 (Call 08/01/27) | 70 | 67637 |
| &nbsp;&nbsp;&nbsp;3.94%, 09/01/32 (Call 03/01/32) | 95 | 88478 |
| &nbsp;&nbsp;&nbsp;Series 13-A, 3.55%, 12/01/23 | 40 | 39520 |
| &nbsp;&nbsp;&nbsp;Series 20-A, 1.45%, 09/15/30 (Call 06/15/30) | 280 | 220066 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/28 (Call 01/15/28) | 45 | 38221 |
| &nbsp;&nbsp;&nbsp;1.95%, 03/15/27 (Call 02/15/27) | 90 | 79419 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/24 (Call 08/15/24) | 83 | 79157 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/31 (Call 10/15/30) | 20 | 17835 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/26 (Call 11/15/25) | 235 | 225922 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 11/15/30 (Call 08/15/30) | 60 | 47518 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 66 | 63975 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/15/28 (Call 02/15/28) | 20 | 19142 |
| &nbsp;&nbsp;&nbsp;3.85%, 09/01/32 (Call 06/01/32) | 105 | 98127 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.03%, 03/15/24 | 80 | 76743 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 153 | 126152 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 11/13/27 (Call 08/13/27) | $25 | $23005 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/15/62 (Call 11/15/26)<sup>(b)</sup> | 150 | 115341 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/27 (Call 10/01/27) | 100 | 102736 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/32 | 200 | 211530 |
| &nbsp;&nbsp;&nbsp;Series J, 4.30%, 12/01/28 (Call 09/01/28) | 204 | 195989 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 06/01/25 (Call 03/01/25) | 10 | 9680 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/32 (Call 05/01/32) | 210 | 197255 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 12/15/31 (Call 09/15/31) | 160 | 123122 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/15/29 (Call 05/15/29) | 35 | 29347 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/27 (Call 06/15/27) | 65 | 59280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/15/25 (Call 02/15/25)<sup>(a)</sup> | 40 | 38288 |
| &nbsp;&nbsp;&nbsp;6.35%, 12/15/32 | 150 | 157564 |
| Atlantic City Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/31 (Call 12/15/30) | 40 | 32786 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/28 (Call 07/15/28) | 90 | 85732 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24) | 213 | 204329 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 55 | 52665 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/29 (Call 03/01/29) | 176 | 161485 |
| Baltimore Gas & Electric Co., 2.25%, 06/15/31 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/31) | 235 | 192888 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 05/15/31 (Call 02/15/31) | 280 | 218070 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/28 (Call 01/15/28) | 150 | 140179 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 175 | 171283 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/30 (Call 04/15/30) | 35 | 32505 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/25 (Call 03/15/25) | 83 | 82272 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/15/30 (Call 03/15/30) | 140 | 113105 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/29 (Call 07/15/29) | 72 | 61250 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/15/27 (Call 07/15/26) | 5 | 4638 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/26 (Call 07/15/25) | 35 | 33725 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;Series AA, 3.00%, 02/01/27 (Call 11/01/26) | 105 | 99809 |
| &nbsp;&nbsp;&nbsp;Series AE, 2.35%, 04/01/31 (Call 01/01/31) | 15 | 12560 |
| &nbsp;&nbsp;&nbsp;Series ai., 4.45%, 10/01/32 (Call 07/01/32) | 80 | 78341 |
| &nbsp;&nbsp;&nbsp;Series Z, 2.40%, 09/01/26 (Call 06/01/26) | 25 | 23024 |
| CenterPoint Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/26 (Call 05/01/26) | 115 | 102817 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 116 | 110686 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/31 (Call 03/01/31) | 95 | 78859 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/30 (Call 12/01/29) | 45 | 39015 |
| Cleco Corporate Holdings LLC, 3.74%, 05/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/01/26) | 175 | 165258 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/26 (Call 02/15/26) | 55 | 51514 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/15/27) | 60 | 55800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/01/50 (Call 03/01/30)<sup>(b)</sup> | 100 | 84060 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/01/30 (Call 12/01/29) | 25 | 21148 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/26 (Call 03/15/26) | 85 | 79564 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 75 | 66332 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/28 (Call 05/15/28) | 185 | 175620 |
| &nbsp;&nbsp;&nbsp;Series 122, 2.95%, 08/15/27 (Call 05/15/27) | 175 | 162144 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 2.05%, 07/01/31 (Call 04/01/31) | 150 | 122071 |
| &nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 20 | 18897 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/31 (Call 03/15/31) | $120 | $99451 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/15/28 (Call 02/15/28) | 175 | 166630 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.35%, 04/01/30 (Call 01/01/30) | 115 | 104119 |
| &nbsp;&nbsp;&nbsp;Series B, 3.13%, 11/15/27 (Call 08/15/27) | 70 | 64791 |
| &nbsp;&nbsp;&nbsp;Series D, 4.00%, 12/01/28 (Call 09/01/28) | 76 | 73345 |
| Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 01/03/23) | 95 | 91138 |
| Constellation Energy Generation LLC, 3.25%, 06/01/25 (Call 05/01/25) | 95 | 91232 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 08/15/32 (Call 02/15/32) | 65 | 59908 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/28 (Call 08/15/28) | 148 | 141430 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 08/15/24<sup>(c)</sup> | 15 | 14428 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 229 | 223174 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/01/28 (Call 03/01/28) | 114 | 109290 |
| &nbsp;&nbsp;&nbsp;4.35%, 08/15/32 (Call 05/15/32) | 210 | 198118 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/15/32 | 200 | 200084 |
| &nbsp;&nbsp;&nbsp;Series A, 1.45%, 04/15/26 (Call 03/15/26) | 195 | 175213 |
| &nbsp;&nbsp;&nbsp;Series A, 3.30%, 03/15/25 (Call 02/15/25) | 5 | 4809 |
| &nbsp;&nbsp;&nbsp;Series C, 2.25%, 08/15/31 (Call 05/15/31) | 70 | 56125 |
| &nbsp;&nbsp;&nbsp;Series C, 3.38%, 04/01/30 (Call 01/01/30) | 335 | 297185 |
| &nbsp;&nbsp;&nbsp;Series D, 2.85%, 08/15/26 (Call 05/15/26) | 184 | 170500 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.63%, 02/01/32 | 25 | 27776 |
| &nbsp;&nbsp;&nbsp;Series A, 2.30%, 12/01/31 (Call 09/01/31) | 80 | 65191 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/01/30 (Call 12/01/29) | 125 | 105852 |
| &nbsp;&nbsp;&nbsp;Series A, 1.90%, 04/01/28 (Call 02/01/28) | 220 | 191418 |
| &nbsp;&nbsp;&nbsp;Series A, 3.00%, 03/01/32 (Call 12/01/31) | 100 | 87084 |
| &nbsp;&nbsp;&nbsp;Series C, 2.63%, 03/01/31 (Call 12/01/30) | 40 | 34251 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/26 (Call 07/01/26) | 215 | 199305 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/30 (Call 12/01/29) | 60 | 51583 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 11/01/24<sup>(c)</sup> | 150 | 147414 |
| &nbsp;&nbsp;&nbsp;Series C, 3.40%, 06/15/29 (Call 03/15/29) | 109 | 97559 |
| &nbsp;&nbsp;&nbsp;Series F, 1.05%, 06/01/25 (Call 05/01/25) | 300 | 271857 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 08/15/29 (Call 05/15/29) | 220 | 190929 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/01/30 (Call 11/01/29)<sup>(a)</sup> | 210 | 180739 |
| &nbsp;&nbsp;&nbsp;2.55%, 04/15/31 (Call 01/15/31) | 125 | 105852 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/15/32 (Call 12/15/31) | 110 | 94316 |
| &nbsp;&nbsp;&nbsp;2.95%, 12/01/26 (Call 09/01/26) | 60 | 57134 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/28 (Call 08/15/28) | 140 | 135164 |
| &nbsp;&nbsp;&nbsp;Series A, 6.00%, 12/01/28 | 30 | 31914 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 192 | 173297 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/01/30 (Call 03/01/30) | 230 | 192616 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (Call 03/15/31) | 225 | 185839 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/01/26 (Call 06/01/26) | 285 | 265056 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 175 | 162657 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/29 (Call 03/15/29) | 180 | 163607 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/24 (Call 01/15/24) | 230 | 226596 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/28 (Call 02/15/28) | 155 | 149563 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/32 (Call 05/15/32) | 160 | 151902 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 06/15/30 (Call 03/15/30) | 75 | 60382 |
| &nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31) | 190 | 156636 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 115 | 99443 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/28 (Call 04/15/28) | $210 | $200964 |
| Duke Energy Ohio Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 06/01/30 (Call 03/01/30) | 195 | 160879 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/29 (Call 11/01/28) | 75 | 70612 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | 135 | 107718 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/32 (Call 01/01/32) | 105 | 93808 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 106 | 98258 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/01/28 (Call 06/01/28) | 135 | 128799 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/15/24 (Call 10/15/24) | 187 | 179941 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 147 | 136206 |
| &nbsp;&nbsp;&nbsp;4.70%, 08/15/25 | 70 | 68734 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/25 (Call 03/15/25) | 70 | 69239 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 04/15/27) | 117 | 118395 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp;0.83%, 06/15/24 | 15 | 13889 |
| &nbsp;&nbsp;&nbsp;2.64%, 06/15/31 (Call 03/15/31) | 190 | 151006 |
| &nbsp;&nbsp;&nbsp;3.55%, 06/15/26 (Call 03/15/26) | 135 | 126874 |
| Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) | 80 | 75962 |
| Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28) | 195 | 187629 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/26 (Call 01/01/26) | 140 | 135247 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/24 (Call 03/01/24) | 162 | 159531 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/28 (Call 03/01/28) | 15 | 14285 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 30 | 26785 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/15/28 (Call 04/15/28) | 10 | 8486 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/31 (Call 03/05/31) | 160 | 127790 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/30 (Call 03/15/30) | 175 | 147402 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/26 (Call 06/01/26) | 217 | 202843 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/01/24 (Call 01/03/23) | 15 | 13928 |
| &nbsp;&nbsp;&nbsp;1.60%, 12/15/30 (Call 09/15/30) | 135 | 103990 |
| &nbsp;&nbsp;&nbsp;2.35%, 06/15/32 (Call 03/15/32) | 10 | 8046 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/26 (Call 07/01/26) | 50 | 45479 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/01/31 (Call 03/01/31) | 20 | 17230 |
| &nbsp;&nbsp;&nbsp;3.12%, 09/01/27 (Call 06/01/27) | 30 | 27874 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/28 (Call 01/01/28) | 100 | 91773 |
| Entergy Mississippi LLC, 2.85%, 06/01/28 (Call 03/01/28) | 200 | 178470 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/31 (Call 12/15/30) | 100 | 78647 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/30/29 (Call 12/30/28) | 188 | 178404 |
| Evergy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/15/24 (Call 08/15/24) | 129 | 122525 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/15/29 (Call 06/15/29) | 155 | 133901 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 07/01/26 (Call 04/01/26) | 75 | 69458 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/01/27 (Call 01/01/27) | 160 | 149384 |
| Evergy Metro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 08/15/25 (Call 05/15/25) | 185 | 179650 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.25%, 06/01/30 (Call 03/01/30) | 25 | 20801 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 10 | 8310 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 80 | 73430 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/32 (Call 12/01/31) | 80 | 70322 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/27/24 | 70 | 69054 |
| &nbsp;&nbsp;&nbsp;4.60%, 07/01/27 (Call 06/01/27) | 60 | 59480 |
| &nbsp;&nbsp;&nbsp;Series H, 3.15%, 01/15/25 (Call 10/15/24) | 75 | 72082 |
| &nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 180 | 173102 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series M, 3.30%, 01/15/28 (Call 10/15/27) | $180 | $166104 |
| &nbsp;&nbsp;&nbsp;Series N, 3.80%, 12/01/23 (Call 11/01/23) | 177 | 174980 |
| &nbsp;&nbsp;&nbsp;Series O, 4.25%, 04/01/29 (Call 01/01/29) | 65 | 61844 |
| &nbsp;&nbsp;&nbsp;Series Q, 0.80%, 08/15/25 (Call 07/15/25) | 200 | 177926 |
| &nbsp;&nbsp;&nbsp;Series R, 1.65%, 08/15/30 (Call 05/15/30) | 194 | 152156 |
| &nbsp;&nbsp;&nbsp;Series U, 1.40%, 08/15/26 (Call 07/15/26) | 165 | 145451 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | 60 | 55579 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/15/32 (Call 12/15/31)<sup>(d)</sup> | 10 | 8781 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 307 | 293906 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 247 | 242107 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 244 | 230243 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/03/32 (Call 11/03/31) | 250 | 210350 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 435 | 417761 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/25 (Call 06/01/25) | 125 | 120359 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/24 (Call 12/01/23) | 285 | 279311 |
| Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) | 255 | 237744 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/30/27 (Call 12/30/26) | 125 | 116509 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/32 (Call 02/15/32) | 120 | 116815 |
| &nbsp;&nbsp;&nbsp;Series A, 2.20%, 09/15/24 (Call 08/15/24) | 105 | 100083 |
| &nbsp;&nbsp;&nbsp;Series B, 2.65%, 09/15/29 (Call 06/15/29) | 199 | 171070 |
| Gulf Power Co., Series A, 3.30%, 05/30/27 (Call 02/28/27) | 145 | 136886 |
| Iberdrola International BV, 5.81%, 03/15/25 | 30 | 30706 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30) | 25 | 20617 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/24 (Call 09/01/24) | 175 | 168915 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/29 (Call 01/01/29) | 10 | 9213 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/26/28 (Call 06/26/28) | 140 | 134499 |
| IPALCO Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 09/01/24 (Call 07/01/24) | 95 | 92133 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/01/30 (Call 02/01/30) | 112 | 100654 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 (Call 03/30/26) | 85 | 79715 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/15/27 (Call 08/15/27) | 180 | 165704 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 03/15/24) | 25 | 24369 |
| Louisville Gas & Electric Co., Series 25, 3.30%, 10/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/01/25) | 50 | 48021 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/27 (Call 02/01/27) | 18 | 17023 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/24 (Call 07/15/24) | 149 | 145971 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/15/29 (Call 01/15/29) | 229 | 216531 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/30/31 | 15 | 16984 |
| Mississippi Power Co., 3.95%, 03/30/28 (Call 12/30/27) | 35 | 32811 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 02/08/24 | 30 | 28451 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/15/26 (Call 05/15/26) | 20 | 17692 |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/31 (Call 12/15/30) | 155 | 116162 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/15/31 (Call 03/15/31) | 90 | 68683 |
| &nbsp;&nbsp;&nbsp;1.88%, 02/07/25 | 155 | 145488 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 95 | 79986 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/27/25 (Call 10/27/24) | 87 | 83784 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/07/24 (Call 12/07/23) | 40 | 39075 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/25/27 (Call 01/25/27) | 88 | 81938 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/25 (Call 08/01/25) | 220 | 210415 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/07/28 (Call 11/07/27) | 25 | 23342 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/15/25 | 45 | 43433 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/29 (Call 12/15/28) | 145 | 133777 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/01/28 (Call 08/01/28) | 70 | 66326 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | $110 | $111736 |
| &nbsp;&nbsp;&nbsp;5.80%, 01/15/33 | 100 | 105432 |
| &nbsp;&nbsp;&nbsp;Series D, 1.00%, 10/18/24 | 75 | 69667 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;Series CC, 3.70%, 05/01/29 (Call 02/01/29) | 124 | 116740 |
| &nbsp;&nbsp;&nbsp;Series DD, 2.40%, 05/01/30 (Call 02/01/30) | 267 | 225193 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/27 (Call 12/15/26) | 250 | 222917 |
| &nbsp;&nbsp;&nbsp;1.90%, 06/15/28 (Call 04/15/28) | 250 | 214477 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 406 | 337142 |
| &nbsp;&nbsp;&nbsp;2.44%, 01/15/32 (Call 10/15/31) | 190 | 154774 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/01/29 (Call 08/01/29) | 224 | 195200 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/29 (Call 01/01/29) | 165 | 151486 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 391 | 370844 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/20/24 | 125 | 123340 |
| &nbsp;&nbsp;&nbsp;4.26%, 09/01/24 | 135 | 133226 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/20/25 | 165 | 164195 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/27 (Call 06/15/27) | 255 | 253154 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/01/77 (Call 12/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 2.409%)<sup>(b)</sup> | 160 | 128914 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/15/32 (Call 04/15/32) | 180 | 179867 |
| Northern States Power Co./MN, 2.25%, 04/01/31 (Call 11/01/30) | 190 | 159741 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 08/15/31 (Call 05/15/31) | 40 | 32205 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/27 (Call 02/15/27) | 215 | 202773 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/29 (Call 02/15/29) | 185 | 170109 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;Series P, 2.60%, 04/01/30 (Call 01/01/30) | 55 | 47042 |
| &nbsp;&nbsp;&nbsp;Series Q, 1.63%, 01/15/31 (Call 10/15/30) | 115 | 89243 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/30 (Call 10/01/29) | 100 | 88300 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/30 (Call 09/15/29) | 20 | 17811 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/28 (Call 02/15/28) | 130 | 122387 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/01/25 (Call 09/01/25) | 235 | 209040 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/24 (Call 05/01/24) | 193 | 186930 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/30 (Call 02/15/30) | 145 | 126836 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/25 (Call 01/01/25) | 125 | 119965 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/28 (Call 08/15/28) | 85 | 80571 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/01/32 (Call 03/01/32)<sup>(d)</sup> | 95 | 91092 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 09/15/32 (Call 06/15/32)<sup>(d)</sup> | 120 | 118684 |
| &nbsp;&nbsp;&nbsp;5.75%, 03/15/29 (Call 12/15/28) | 25 | 26157 |
| &nbsp;&nbsp;&nbsp;7.00%, 05/01/32 | 5 | 5715 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/27 (Call 06/01/27) | 227 | 193751 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/31 (Call 11/01/30) | 293 | 230143 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/26 (Call 12/01/25) | 35 | 32000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/28 (Call 04/15/28)<sup>(a)</sup> | 145 | 125367 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/26 | 413 | 382298 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/16/24 (Call 02/16/23) | 5 | 4859 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/31 (Call 03/01/31) | 285 | 234720 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/27 (Call 12/15/26) | 35 | 31302 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/27 (Call 09/01/27) | 135 | 119015 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/01/25 | 35 | 33143 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25 (Call 03/15/25)<sup>(a)</sup> | 140 | 132019 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/01/28 | 130 | 115219 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/29 (Call 01/01/29) | 95 | 85566 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/01/32 (Call 12/01/31) | 30 | 26393 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/01/30 (Call 01/01/30) | 545 | 499215 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 06/08/25 | $200 | $196492 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/15/27 (Call 05/15/27) | 265 | 258746 |
| &nbsp;&nbsp;&nbsp;5.90%, 06/15/32 (Call 03/15/32) | 210 | 205930 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/30 (Call 06/15/30) | 5 | 4293 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/29 (Call 03/15/29) | 60 | 55233 |
| PECO Energy Co., 3.15%, 10/15/25 (Call 07/15/25) | 5 | 4808 |
| Pinnacle West Capital Corp., 1.30%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/25) | 10 | 9090 |
| Potomac Electric Power Co., 3.60%, 03/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/23) | 190 | 187097 |
| PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26) | 207 | 193533 |
| Progress Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/31 | 5 | 5501 |
| &nbsp;&nbsp;&nbsp;7.75%, 03/01/31 | 55 | 63076 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/15/31 (Call 12/15/30) | 5 | 4036 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/28 (Call 12/15/27) | 137 | 130612 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/01/32 (Call 03/01/32) | 50 | 47690 |
| &nbsp;&nbsp;&nbsp;Series 35, 1.90%, 01/15/31 (Call 07/15/30) | 85 | 68831 |
| Public Service Co. of New Hampshire, Series V, 2.20%, |  |  |
| &nbsp;&nbsp;&nbsp;06/15/31 (Call 03/15/31) | 25 | 20686 |
| Public Service Co. of Oklahoma, Series J, 2.20%, 08/15/31 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/31) | 100 | 80853 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 03/15/26 (Call 02/15/26) | 80 | 71355 |
| &nbsp;&nbsp;&nbsp;1.90%, 08/15/31 (Call 05/15/31) | 300 | 242166 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 271 | 247754 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/30 (Call 10/15/29) | 75 | 64834 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/27 (Call 02/15/27) | 110 | 103031 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/32 (Call 12/15/31) | 15 | 13289 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/29 (Call 02/15/29) | 55 | 50363 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/28 (Call 06/01/28) | 105 | 99146 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/01/28 (Call 02/01/28) | 157 | 150444 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/32 | 100 | 99935 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/25 (Call 07/15/25) | 205 | 183688 |
| &nbsp;&nbsp;&nbsp;1.60%, 08/15/30 (Call 05/15/30) | 125 | 97622 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/24 (Call 05/15/24) | 185 | 178671 |
| Puget Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 06/15/28 (Call 04/15/28) | 112 | 95909 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/15/25 (Call 02/15/25) | 110 | 104739 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/15/30 (Call 03/15/30) | 125 | 112850 |
| &nbsp;&nbsp;&nbsp;4.22%, 03/15/32 (Call 12/15/31) | 90 | 80646 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/26 (Call 02/15/26) | 10 | 9326 |
| &nbsp;&nbsp;&nbsp;Series VVV, 1.70%, 10/01/30 (Call 07/01/30) | 280 | 224358 |
| &nbsp;&nbsp;&nbsp;Series XXX, 3.00%, 03/15/32 (Call 12/15/31) | 35 | 30282 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 268 | 249278 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/25 (Call 03/01/25) | 55 | 53098 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 294 | 272891 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/29 (Call 02/01/29) | 200 | 183090 |
| Sierra Pacific Power Co., 2.60%, 05/01/26 (Call 02/01/26) | 243 | 227961 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 04/01/24 (Call 04/01/23) | 115 | 109034 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 80 | 66362 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/32 (Call 11/01/31) | 5 | 4197 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/01/29 (Call 05/01/29) | 129 | 113096 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 60 | 61995 |
| &nbsp;&nbsp;&nbsp;6.65%, 04/01/29 | 83 | 86261 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26) | $20 | $17822 |
| &nbsp;&nbsp;&nbsp;Series A, 4.20%, 03/01/29 (Call 12/01/28) | 60 | 57158 |
| &nbsp;&nbsp;&nbsp;Series B, 3.65%, 03/01/28 (Call 12/01/27) | 53 | 49658 |
| &nbsp;&nbsp;&nbsp;Series C, 4.20%, 06/01/25 | 120 | 118007 |
| &nbsp;&nbsp;&nbsp;Series D, 4.70%, 06/01/27 (Call 05/01/27) | 120 | 118470 |
| &nbsp;&nbsp;&nbsp;Series E, 3.70%, 08/01/25 (Call 06/01/25) | 175 | 169948 |
| &nbsp;&nbsp;&nbsp;Series G, 2.50%, 06/01/31 (Call 03/01/31) | 135 | 111783 |
| &nbsp;&nbsp;&nbsp;Series K, 0.98%, 08/01/24 | 5 | 4677 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (Call 04/01/26) | 305 | 289762 |
| 4.48%, 08/01/24<sup>(c)</sup> | 10 | 9846 |
| &nbsp;&nbsp;&nbsp;5.11%, 08/01/27 | 295 | 294144 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/06/25 | 95 | 95667 |
| &nbsp;&nbsp;&nbsp;5.70%, 10/15/32 | 70 | 72059 |
| &nbsp;&nbsp;&nbsp;Series 21-A, 0.60%, 02/26/24 (Call 01/26/24) | 25 | 23638 |
| &nbsp;&nbsp;&nbsp;Series 21-B, 1.75%, 03/15/28 (Call 01/15/28) | 50 | 42218 |
| &nbsp;&nbsp;&nbsp;Series A, 3.70%, 04/30/30 (Call 01/30/30) | 149 | 135362 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 01/15/26 (Call 12/15/25) | 165 | 145641 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/25 (Call 09/01/25) | 210 | 206678 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;Series K, 2.75%, 10/01/26 (Call 07/01/26) | 20 | 18286 |
| &nbsp;&nbsp;&nbsp;Series M, 4.10%, 09/15/28 (Call 06/15/28) | 150 | 143551 |
| &nbsp;&nbsp;&nbsp;Series N, 1.65%, 03/15/26 (Call 02/15/26) | 50 | 44897 |
| Southwestern Public Service Co., 3.30%, 06/15/24 (Call 12/15/23) | 10 | 9766 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/31 (Call 12/15/30) | 90 | 74227 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/12/24<sup>(a)</sup> | 125 | 122282 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 08/01/30 (Call 05/01/30) | 15 | 11593 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/25 (Call 12/15/24) | 132 | 126741 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 03/15/32 (Call 12/15/31) | 45 | 35904 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/27 (Call 03/15/27) | 130 | 121537 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/30 (Call 12/15/29) | 91 | 80554 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 01/15/24) | 120 | 117948 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/29 (Call 12/15/28) | 118 | 109703 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/31 (Call 08/15/31) | 125 | 102216 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/30/32 (Call 12/30/31) | 60 | 49034 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/15/24 (Call 11/15/23) | 190 | 186873 |
| &nbsp;&nbsp;&nbsp;Series A, 2.88%, 07/15/29 (Call 04/15/29) | 200 | 177998 |
| &nbsp;&nbsp;&nbsp;Series A, 3.10%, 05/15/25 (Call 02/15/25) | 220 | 211631 |
| &nbsp;&nbsp;&nbsp;Series A, 3.15%, 01/15/26 (Call 10/15/25) | 160 | 152693 |
| &nbsp;&nbsp;&nbsp;Series A, 3.50%, 03/15/27 (Call 12/15/26) | 130 | 123843 |
| &nbsp;&nbsp;&nbsp;Series A, 3.80%, 04/01/28 (Call 01/01/28) | 230 | 219885 |
| &nbsp;&nbsp;&nbsp;Series B, 2.95%, 11/15/26 (Call 08/15/26) | 225 | 210073 |
| &nbsp;&nbsp;&nbsp;Series B, 3.75%, 05/15/27 (Call 04/15/27) | 110 | 105729 |
| WEC Energy Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 03/15/24 (Call 02/15/24) | 40 | 37859 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/15/27 (Call 08/15/27) | 40 | 33972 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/15/30 (Call 07/15/30) | 70 | 55411 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/15/28 (Call 10/15/28) | 105 | 89278 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/27/25 (Call 08/27/25) | 135 | 135690 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/01/27 (Call 09/01/27) | 205 | 208153 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 06/15/28 (Call 04/15/28) | 100 | 85685 |
| &nbsp;&nbsp;&nbsp;2.05%, 12/15/24 (Call 11/15/24) | 156 | 147971 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/30/32 (Call 06/30/32) | 65 | 64522 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 09/16/31 (Call 06/16/31) | $135 | $107996 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 155 | 143913 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/01/32 (Call 06/01/32) | 200 | 185270 |
| Wisconsin Public Service Corp., 5.35%, 11/10/25 | 50 | 50687 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/27 (Call 02/15/27) | 165 | 145730 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/15/31 (Call 05/15/31) | 155 | 124835 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/29 (Call 06/01/29) | 200 | 171774 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/25 (Call 12/01/24) | 60 | 57716 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/26 (Call 06/01/26) | 77 | 72880 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/15/28 (Call 12/15/27)<sup>(a)</sup> | 15 | 14441 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/32 (Call 12/01/31) | 100 | 96309 |
|  |  | 42709433 |
| **Electrical Components & Equipment — 0.0%** |  |  |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/15/30) | 15 | 11631 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 10/15/26 (Call 09/15/26) | 145 | 126463 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/15/27 (Call 08/15/27) | 35 | 30921 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/15/30 (Call 07/15/30) | 35 | 28665 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/21/28 (Call 10/21/28) | 180 | 155414 |
| &nbsp;&nbsp;&nbsp;2.20%, 12/21/31 (Call 09/21/31) | 340 | 279562 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/01/25 (Call 03/01/25) | 205 | 198422 |
|  |  | 831078 |
| **Electronics — 0.3%** |  |  |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/04/30 (Call 03/04/30) | 45 | 36825 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/12/31 (Call 12/12/30) | 225 | 184547 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/29 (Call 06/15/29) | 120 | 105155 |
| &nbsp;&nbsp;&nbsp;3.05%, 09/22/26 (Call 06/22/26) | 65 | 60954 |
| Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29) | 115 | 99268 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/24 (Call 08/01/24) | 20 | 19264 |
| &nbsp;&nbsp;&nbsp;3.55%, 10/01/27 (Call 07/01/27) | 15 | 13642 |
| &nbsp;&nbsp;&nbsp;5.41%, 07/01/32 (Call 04/01/32) | 110 | 105641 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/15/31 (Call 06/15/31) | 65 | 52226 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/15/30 (Call 11/15/29) | 185 | 160580 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 02/01/24) | 20 | 19556 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/29 (Call 03/01/29) | 45 | 43490 |
| Arrow Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/08/24 (Call 07/08/24) | 171 | 164423 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/12/28 (Call 10/12/27) | 85 | 78225 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/25 (Call 01/01/25) | 55 | 53414 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/31 (Call 02/15/31) | 95 | 73985 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/15/26 (Call 01/15/26) | 127 | 122875 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/32 (Call 03/01/32) | 70 | 65351 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/26 (Call 01/01/26) | 130 | 122521 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 75 | 73806 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/15/29 (Call 03/15/29) | 155 | 144457 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/12/30 (Call 02/12/30) | 140 | 130098 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/28 (Call 12/28/22) | 40 | 39629 |
| Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26) | 270 | 254529 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/01/27 (Call 02/01/27) | 40 | 35166 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/01/25 (Call 05/01/25) | 375 | 347711 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/31 (Call 06/01/31) | 175 | 140784 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electronics (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 06/01/30 (Call 03/01/30) | $175 | $146533 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 30 | 28920 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 460 | 430169 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/15/29 (Call 05/15/29) | 245 | 220390 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/23 | 60 | 59149 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/24 | 60 | 60255 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/28 | 110 | 112243 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 | 110 | 113381 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/31 (Call 12/15/30) | 10 | 8129 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 40 | 36876 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/01/26 (Call 12/01/25) | 195 | 186523 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 (Call 11/15/27) | 160 | 149288 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 04/15/26 (Call 03/15/26) | 35 | 31055 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/31 (Call 10/15/30) | 130 | 106716 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/15/30 (Call 10/15/29) | 106 | 94256 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/12/28 (Call 10/12/27) | 175 | 164243 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/27 (Call 04/15/27) | 90 | 85853 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/29 (Call 07/30/29) | 172 | 150615 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24) | 172 | 170566 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 169 | 166039 |
| Legrand France SA, 8.50%, 02/15/25 | 80 | 86482 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/09/24 (Call 12/12/22) | 15 | 13828 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/09/26 (Call 07/09/26) | 215 | 183642 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/09/28 (Call 06/09/28) | 120 | 98310 |
| &nbsp;&nbsp;&nbsp;2.65%, 08/09/31 (Call 05/09/31) | 150 | 116535 |
| Trimble Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 12/01/24 (Call 09/01/24) | 10 | 9920 |
| &nbsp;&nbsp;&nbsp;4.90%, 06/15/28 (Call 03/15/28) | 185 | 179668 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/04/32 (Call 12/04/31)<sup>(a)</sup> | 105 | 87419 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/27 (Call 05/15/27) | 155 | 144077 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 20 | 19556 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | 210 | 203188 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 04/01/26 (Call 03/01/26) | 30 | 25328 |
| &nbsp;&nbsp;&nbsp;2.40%, 04/01/28 (Call 02/01/28) | 115 | 90992 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/31 (Call 01/01/31) | 145 | 104987 |
|  |  | 6633253 |
| **Entertainment — 0.1%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 03/15/24<sup>(d)</sup> | 75 | 72840 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.64%, 03/15/25<sup>(d)</sup> | 175 | 167162 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.76%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | 755 | 687948 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 03/15/25 (Call 03/15/23)<sup>(d)</sup> | 30 | 28727 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/29 (Call 01/15/29)<sup>(d)</sup> | 330 | 289153 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 03/15/32 (Call 12/15/31)<sup>(d)</sup> | 960 | 815817 |
|  |  | 2061647 |
| **Environmental Control — 0.1%** |  |  |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 11/15/25 (Call 10/15/25) | 125 | 111812 |
| &nbsp;&nbsp;&nbsp;1.45%, 02/15/31 (Call 11/15/30) | 150 | 116850 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 214 | 181797 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/24 (Call 07/15/24) | 222 | 213118 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/01/26 (Call 04/01/26) | 120 | 112554 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/25 (Call 12/15/24) | 145 | 139317 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/27 (Call 08/15/27) | 140 | 131557 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Environmental Control (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/28 (Call 02/15/28) | $161 | $154558 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/32 (Call 10/15/31) | 25 | 20098 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/01/30 (Call 11/01/29) | 164 | 141501 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/01/32 (Call 03/01/32) | 120 | 104723 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/29 (Call 02/01/29) | 147 | 136281 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/28 (Call 09/01/28) | 90 | 87016 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 03/15/28 (Call 01/15/28) | 110 | 92287 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/31 (Call 12/15/30) | 20 | 15848 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/01/29 (Call 04/01/29)<sup>(a)</sup> | 120 | 102875 |
| &nbsp;&nbsp;&nbsp;3.13%, 03/01/25 (Call 12/01/24) | 100 | 96717 |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/27 (Call 08/15/27) | 155 | 145122 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32)<sup>(a)</sup> | 215 | 207548 |
|  |  | 2311579 |
| **Food — 0.5%** |  |  |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | 45 | 47755 |
| Bestfoods, Series E, 7.25%, 12/15/26 | 70 | 77161 |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 04/24/30 (Call 01/24/30) | 65 | 54383 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/19/25 (Call 12/19/24) | 203 | 195694 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 205 | 201066 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/28 (Call 12/15/27) | 271 | 262428 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 11/01/27 (Call 09/01/27) | 130 | 108425 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 04/01/24) | 348 | 343821 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 239 | 236629 |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/28 (Call 08/01/28) | 315 | 307994 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/01/28 | 35 | 37603 |
| &nbsp;&nbsp;&nbsp;8.25%, 09/15/30 | 20 | 22927 |
| Flowers Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/31 (Call 12/15/30) | 135 | 109404 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/01/26 (Call 07/01/26) | 25 | 23555 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 10/14/31 (Call 07/14/31) | 120 | 97451 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/15/30 (Call 01/15/30) | 160 | 140501 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26) | 222 | 211930 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23) | 200 | 197594 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 193 | 190223 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/17/28 (Call 01/17/28) | 245 | 240833 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 06/01/25 (Call 05/01/25) | 75 | 68656 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/01/30 (Call 03/01/30) | 60 | 48631 |
| &nbsp;&nbsp;&nbsp;2.05%, 11/15/24 (Call 10/15/24) | 115 | 109593 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/26 (Call 05/15/26) | 306 | 283827 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 80 | 69529 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/21/25 (Call 05/21/25) | 20 | 19328 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 06/03/24 (Call 01/03/23) | 238 | 223846 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/03/28 (Call 04/03/28) | 285 | 247129 |
| &nbsp;&nbsp;&nbsp;1.80%, 06/11/30 (Call 03/11/30) | 100 | 81877 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/01/30 (Call 03/01/30) | 60 | 51448 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/26 (Call 07/01/26) | 150 | 140508 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/02/29 (Call 12/02/28)<sup>(d)</sup> | 15 | 12618 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/32 (Call 02/15/32)<sup>(d)</sup> | 250 | 196870 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/15/32 (Call 01/15/27)<sup>(d)</sup> | 200 | 165830 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/01/28 (Call 01/01/28)<sup>(d)</sup> | 425 | 407753 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/15/30 (Call 01/15/25)<sup>(d)</sup> | $225 | $216108 |
| JM Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/15/32 (Call 12/15/31) | 110 | 86125 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/30 (Call 12/15/29) | 95 | 79389 |
| &nbsp;&nbsp;&nbsp;3.38%, 12/15/27 (Call 09/15/27) | 105 | 97820 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 | 450 | 437314 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 06/01/30 (Call 03/01/30) | 45 | 36715 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/01/23 | 271 | 264954 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | 205 | 196119 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 135 | 126756 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/28 (Call 02/15/28) | 185 | 181862 |
| &nbsp;&nbsp;&nbsp;Series B, 7.45%, 04/01/31 | 50 | 57045 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/26 (Call 03/01/26) | 380 | 357705 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (Call 01/01/30) | 180 | 166613 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/27 (Call 02/15/27) | 250 | 241227 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/31 (Call 12/01/30) | 100 | 95006 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/30/29 (Call 10/30/28) | 50 | 49800 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/32 | 70 | 77048 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 01/15/31 (Call 10/15/30) | 240 | 187078 |
| &nbsp;&nbsp;&nbsp;2.20%, 05/01/30 (Call 02/01/30) | 105 | 85855 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | 195 | 179478 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25) | 74 | 71073 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/27 (Call 05/01/27) | 135 | 128612 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/24 (Call 11/01/23) | 110 | 108857 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/29 (Call 10/15/28) | 195 | 189228 |
| &nbsp;&nbsp;&nbsp;7.50%, 04/01/31 | 45 | 51190 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/26 (Call 01/15/26) | 130 | 114296 |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30) | 135 | 105246 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30) | 100 | 84221 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 180 | 174226 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 202 | 189892 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/04/25 (Call 04/04/25) | 408 | 379077 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/04/31 (Call 11/04/30) | 280 | 217602 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/13/30 (Call 01/13/30) | 147 | 127712 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/17/32 (Call 12/17/31) | 100 | 86374 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/07/28 (Call 02/07/28)<sup>(a)</sup> | 25 | 24235 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/32 (Call 09/01/26)<sup>(d)</sup> | 165 | 133435 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/15/31 (Call 04/15/26)<sup>(d)</sup> | 250 | 217260 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 40 | 33602 |
| &nbsp;&nbsp;&nbsp;2.45%, 12/14/31 (Call 09/14/31) | 155 | 126137 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 166 | 154689 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 231 | 218974 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 200 | 194058 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | 105 | 110299 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/02/27 (Call 03/02/27) | 238 | 225015 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/24 (Call 05/15/24) | 304 | 298805 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/26 (Call 01/01/26) | 195 | 189899 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 212 | 205778 |
| Walmart Inc., 3.90%, 09/09/25 | 145 | 143357 |
|  |  | 12757986 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Forest Products & Paper — 0.0%** |  |  |
| Fibria Overseas Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 01/14/25 (Call 11/14/24) | $10 | $9656 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/17/27 | 120 | 119887 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 11/15/29 | 70 | 80613 |
| &nbsp;&nbsp;&nbsp;8.00%, 01/15/24 | 265 | 273371 |
| &nbsp;&nbsp;&nbsp;8.88%, 05/15/31 | 5 | 6169 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/28 (Call 07/15/28) | 125 | 105147 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/15/32 (Call 10/15/31) | 215 | 168728 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/31 (Call 10/15/30) | 240 | 201415 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/30 (Call 10/15/29) | 75 | 70264 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/29 (Call 10/15/28) | 230 | 228749 |
|  |  | 1263999 |
| **Gas — 0.2%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 01/15/31 (Call 10/15/30) | 222 | 173571 |
| &nbsp;&nbsp;&nbsp;2.63%, 09/15/29 (Call 06/15/29) | 122 | 106895 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/27 (Call 03/15/27) | 145 | 136220 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/01/30 (Call 07/01/30) | 140 | 111808 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/28 (Call 01/01/28) | 190 | 181860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/01/32 (Call 04/01/32)<sup>(a)</sup> | 10 | 9727 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/15/24 (Call 09/15/24) | 96 | 93759 |
| &nbsp;&nbsp;&nbsp;Series A, 2.50%, 11/15/24 (Call 10/15/24) | 183 | 173888 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/31 (Call 12/01/30) | 95 | 75316 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/15/27 (Call 06/15/27) | 35 | 32168 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/01/28 (Call 06/01/28) | 110 | 103830 |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/25 (Call 04/15/25) | 155 | 154640 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25) | 145 | 145303 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 08/15/25 (Call 07/15/25) | 81 | 73093 |
| &nbsp;&nbsp;&nbsp;1.70%, 02/15/31 (Call 11/15/30) | 217 | 167220 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/29 (Call 06/01/29) | 219 | 192240 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/15/27 (Call 02/15/27) | 260 | 245653 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/30 (Call 02/01/30) | 70 | 62880 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/11/24 (Call 12/16/22) | 4 | 3801 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 15 | 12262 |
| &nbsp;&nbsp;&nbsp;3.61%, 02/01/24 (Call 11/01/23) | 117 | 115108 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/01/32 (Call 06/01/32)<sup>(a)</sup> | 15 | 14346 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/31 (Call 12/15/30) | 20 | 16486 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/29 (Call 03/01/29) | 187 | 172665 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27) | 160 | 147960 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/24 (Call 06/15/24) | 15 | 14556 |
| &nbsp;&nbsp;&nbsp;Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 195 | 181446 |
| &nbsp;&nbsp;&nbsp;Series XX, 2.55%, 02/01/30 (Call 11/01/29) | 260 | 223922 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/26 (Call 03/15/26) | 100 | 94019 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 09/15/32 (Call 03/15/32)<sup>(a)</sup> | 30 | 29793 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30) | 173 | 132963 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 06/15/30 (Call 03/15/30) | 110 | 85549 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/28 (Call 01/01/28) | 125 | 114794 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/32 (Call 12/15/31) | 145 | 127126 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.80%, 12/01/27 | $100 | $100867 |
|  |  | 3827734 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Kennametal Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/31 (Call 12/01/30) | 50 | 39379 |
| &nbsp;&nbsp;&nbsp;4.63%, 06/15/28 (Call 03/15/28) | 100 | 94480 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/24/25 (Call 02/24/23) | 80 | 75902 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/30 (Call 12/15/29) | 205 | 171700 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/32 (Call 02/15/32)<sup>(a)</sup> | 15 | 12870 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/26 (Call 01/01/26) | 230 | 220338 |
| 4.00%, 03/15/60 (Call 03/15/25)<sup>(b)</sup> | 125 | 107496 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/15/28 (Call 08/15/28) | 85 | 82786 |
|  |  | 804951 |
| **Health Care - Products — 0.3%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 01/30/28 (Call 11/30/27)<sup>(a)</sup> | 78 | 67189 |
| &nbsp;&nbsp;&nbsp;1.40%, 06/30/30 (Call 03/30/30) | 186 | 150143 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 12/15/24) | 300 | 290796 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/30/26 (Call 08/30/26) | 320 | 315699 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/25 (Call 06/15/25) | 50 | 49297 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.32%, 11/29/24 | 10 | 9311 |
| &nbsp;&nbsp;&nbsp;1.73%, 04/01/31 (Call 01/01/31) | 115 | 88667 |
| &nbsp;&nbsp;&nbsp;1.92%, 02/01/27 (Call 01/01/27) | 305 | 271804 |
| &nbsp;&nbsp;&nbsp;2.27%, 12/01/28 (Call 10/01/28) | 155 | 133948 |
| &nbsp;&nbsp;&nbsp;2.54%, 02/01/32 (Call 11/01/31) | 290 | 234224 |
| &nbsp;&nbsp;&nbsp;2.60%, 08/15/26 (Call 05/15/26) | 140 | 128962 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/30 (Call 01/01/30) | 155 | 143328 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/01/25 (Call 05/01/25) | 230 | 215165 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/30 (Call 03/01/30) | 195 | 168195 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/01/24 (Call 02/01/24) | 168 | 165040 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/28 (Call 12/01/27) | 50 | 48603 |
| Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25) | 24 | 23301 |
| DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30) | 198 | 164455 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/15/24 (Call 10/15/24) | 365 | 347615 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/15/29 (Call 08/15/29) | 195 | 172431 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/28) | 194 | 187439 |
| GE Healthcare Holding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 11/15/24<sup>(d)</sup> | 175 | 175805 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/25<sup>(d)</sup> | 150 | 151509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/27<sup>(d)</sup> | 200 | 204724 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.85%, 09/15/24 (Call 01/03/23) | 215 | 198135 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/15/28 (Call 07/15/28) | 95 | 79227 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/31 (Call 06/15/31) | 120 | 94907 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 85 | 69210 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/29 (Call 06/15/29) | 95 | 83282 |
| Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) | 285 | 223397 |
| STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/15/30) | 205 | 168012 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/15/25 (Call 05/15/25) | 85 | 77903 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/15/30 (Call 03/15/30) | 245 | 202010 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 02/15/24) | 193 | 188704 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/25 (Call 08/01/25) | 162 | 156758 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/26 (Call 12/15/25) | 248 | 239905 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/07/28 (Call 12/07/27) | $130 | $124727 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.22%, 10/18/24 (Call 01/03/23) | 430 | 401065 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/15/28 (Call 08/15/28) | 65 | 55644 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/15/31 (Call 07/15/31) | 285 | 234219 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/29 (Call 07/01/29) | 115 | 102365 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | 125 | 126173 |
| &nbsp;&nbsp;&nbsp;4.95%, 11/21/32 | 95 | 97358 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 11/22/24 (Call 01/03/23) | 45 | 41774 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/24/31 (Call 08/24/31) | 120 | 97954 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/26 (Call 12/15/25) | 110 | 104207 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/01/25 (Call 01/01/25) | 30 | 28999 |
|  |  | 7103585 |
| **Health Care - Services — 0.7%** |  |  |
| Adventist Health System/West, 2.95%, 03/01/29 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/28) | 40 | 34564 |
| Advocate Health & Hospitals Corp., 3.83%, 08/15/28 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/28) | 170 | 160754 |
| Aetna Inc., 3.50%, 11/15/24 (Call 08/15/24) | 239 | 233008 |
| Anthem Inc., 4.10%, 05/15/32 (Call 02/15/32) | 60 | 56602 |
| Ascension Health, Series B, 2.53%, 11/15/29 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/15/29) | 181 | 156788 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 01/01/31 (Call 07/01/30) | 50 | 39760 |
| &nbsp;&nbsp;&nbsp;2.34%, 01/01/30 (Call 10/01/29) | 130 | 109225 |
| Baylor Scott & White Holdings, Series 2021, 1.78%, |  |  |
| &nbsp;&nbsp;&nbsp;11/15/30 (Call 05/15/30) | 155 | 121878 |
| Bon Secours Mercy Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.46%, 06/01/30 (Call 12/01/29) | 70 | 63199 |
| &nbsp;&nbsp;&nbsp;Series 20-2, 2.10%, 06/01/31 (Call 12/01/30) | 25 | 19810 |
| Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/15/31) | 5 | 4062 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 07/15/28 (Call 05/15/28) | 435 | 367797 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/31 (Call 12/01/30) | 425 | 336574 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/31 (Call 05/01/31) | 250 | 198095 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 (Call 07/15/30) | 240 | 198041 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/30 (Call 02/15/25) | 380 | 324288 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 (Call 12/16/22) | 470 | 441297 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/15/29 (Call 12/15/24) | 670 | 622778 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 10/01/25 (Call 07/01/25) | 40 | 35994 |
| &nbsp;&nbsp;&nbsp;2.76%, 10/01/24 (Call 07/01/24) | 90 | 86150 |
| &nbsp;&nbsp;&nbsp;2.78%, 10/01/30 (Call 04/01/30) | 87 | 70098 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/01/29 (Call 04/01/29) | 242 | 211767 |
| &nbsp;&nbsp;&nbsp;6.07%, 11/01/27 | 110 | 112872 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/26 (Call 02/15/26) | 150 | 135147 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/30 (Call 02/15/30) | 239 | 200294 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/15/25 (Call 12/15/24) | 60 | 57204 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 255 | 215416 |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/29 (Call 06/15/29) | 204 | 180258 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/24 (Call 10/01/24) | 220 | 213648 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/24 (Call 05/15/24) | 190 | 185797 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/27 (Call 09/01/27) | 80 | 76126 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/28 (Call 12/01/27) | 265 | 256332 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/15/25 | 125 | 126800 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/32 (Call 07/15/32) | 200 | 206612 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 07/15/31 (Call 04/15/31) | 140 | 109987 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | $95 | $86489 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 01/15/29)<sup>(d)</sup> | 130 | 114663 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (Call 03/01/30) | 490 | 424355 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/32 (Call 12/15/31)<sup>(d)</sup> | 390 | 333949 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29) | 362 | 331936 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 209 | 200991 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/24 | 139 | 138456 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 437 | 437109 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 265 | 262973 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/01/25 | 540 | 539233 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 09/01/26 (Call 03/01/26) | 215 | 214265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 09/01/28 (Call 03/01/28) | 335 | 334826 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/15/26 (Call 08/15/25) | 315 | 317640 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 02/01/29 (Call 08/01/28) | 215 | 217118 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 02/03/27 (Call 01/03/27) | 145 | 125454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/03/32 (Call 11/03/31) | 185 | 146411 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/15/29 (Call 05/15/29) | 105 | 92797 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/23/29 (Call 02/23/29) | 190 | 175131 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 225 | 221121 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/15/27 (Call 12/15/26) | 215 | 207425 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 03/01/25) | 5 | 4952 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 04/01/30 (Call 01/01/30) | 35 | 34368 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/01/28 (Call 02/01/28) | 115 | 117720 |
| Kaiser Foundation Hospitals, 3.15%, 05/01/27 (Call 02/01/27) | 121 | 114079 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 06/01/26 (Call 05/01/26) | 110 | 97548 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 12/01/24 (Call 11/01/24) | 105 | 99283 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/01/31 (Call 03/01/31) | 85 | 71265 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 12/01/29 (Call 09/01/29)<sup>(a)</sup> | 151 | 131550 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/01/24 (Call 07/01/24) | 253 | 244163 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 02/01/25 (Call 11/01/24) | 320 | 310352 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27) | 143 | 136099 |
| Mercy Health/OH, Series 2018, 4.30%, 07/01/28 (Call 01/01/28) | 10 | 9669 |
| Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30) | 20 | 15479 |
| OhioHealth Corp., 2.30%, 11/15/31 (Call 05/15/31) | 85 | 68728 |
| PeaceHealth Obligated Group, Series 2020, 1.38%, 11/15/25 (Call 08/15/25) | 35 | 31366 |
| Piedmont Healthcare Inc., 2.04%, 01/01/32 (Call 07/01/31) | 45 | 35318 |
| Providence St Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 19A, 2.53%, 10/01/29 (Call 07/01/29) | 55 | 46490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 2.75%, 10/01/26 (Call 07/01/26) | 40 | 37347 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/30/31 (Call 03/30/31) | 25 | 21118 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/30/30 (Call 03/30/30) | 200 | 173938 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 217 | 208086 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24) | 5 | 4852 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/30/29 (Call 03/30/29) | 120 | 115440 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 40 | 39625 |
| Rush Obligated Group, Series 2020, 3.92%, 11/15/29 (Call 08/15/29) | 36 | 32884 |
| SSM Health Care Corp., Series A, 3.82%, 06/01/27 (Call 03/01/27) | 25 | 23764 |
| Stanford Health Care, Series 2020, 3.31%, 08/15/30 (Call 05/15/30) | 15 | 13468 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 1.32%, 08/15/25 (Call 05/15/25) | 40 | 36308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 2.29%, 08/15/30 (Call 02/15/30) | 10 | 8246 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/15/27 (Call 04/15/27) | $145 | $140820 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 05/15/26 (Call 04/15/26) | 200 | 180184 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/15/26 | 105 | 95266 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/15/30 | 235 | 196152 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 05/15/31 (Call 02/15/31) | 245 | 205158 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 195 | 187871 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/15/29 | 229 | 206139 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/15/27 | 213 | 198448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/15/26 | 210 | 201127 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/27 | 140 | 133993 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 01/15/27 | 165 | 158671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/15/24 | 142 | 139954 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 12/15/25 | 65 | 63664 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/25 | 441 | 433221 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/28 | 245 | 236513 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/15/28 | 186 | 178990 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/15/29 (Call 03/15/29) | 200 | 192738 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (Call 02/15/32) | 280 | 270203 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/24 | 120 | 120967 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/15/25 | 65 | 66051 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/15/28 | 185 | 190197 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 02/15/30 | 200 | 207110 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 02/15/33 | 110 | 114556 |
| Universal Health Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 09/01/26 (Call 08/01/26)<sup>(d)</sup> | 225 | 193331 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/15/30 (Call 07/15/30)<sup>(d)</sup> | 45 | 36098 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (Call 10/15/31)<sup>(a)(d)</sup> | 130 | 99512 |
|  |  | 17621803 |
| **Holding Companies - Diversified — 0.2%** |  |  |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 07/15/26 (Call 06/15/26) | 100 | 85402 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/27 (Call 05/15/27) | 105 | 90006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/28 (Call 04/15/28) | 250 | 205433 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/15/31 (Call 08/15/31) | 95 | 71232 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/25 (Call 06/15/25)<sup>(a)</sup> | 278 | 254982 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 12/15/25) | 215 | 197890 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/10/24 (Call 05/10/24) | 255 | 247391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/01/25 (Call 01/01/25) | 235 | 223241 |
| Bain Capital Specialty Finance Inc., 2.55%, 10/13/26 (Call 09/13/26) | 125 | 103493 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/15/24 | 70 | 64966 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 12/15/26 (Call 11/15/26) | 130 | 111138 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 01/15/25 (Call 11/15/24) | 55 | 51102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/15/27 (Call 02/15/27) | 280 | 241405 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/29 (Call 11/15/28) | 270 | 231379 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/24/25<sup>(a)</sup> | 110 | 107397 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 09/29/25<sup>(d)</sup> | 20 | 20055 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/15/27 (Call 01/15/27) | 105 | 88131 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/16/26 (Call 08/19/26) | 85 | 75450 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 09/30/28 (Call 07/30/28) | 185 | 145815 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/15/26 (Call 12/15/25) | 20 | 18635 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/12/24 | 140 | 127438 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26) | 100 | 84959 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 10/12/28 (Call 08/12/28) | 150 | 121557 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 06/15/27) | 135 | 114843 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/26 (Call 12/15/25) | 120 | 109295 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Holding Companies - Diversified (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/01/25 (Call 01/01/25) | $70 | $66905 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/15/24 (Call 06/15/24) | 190 | 183903 |
| Goldman Sachs BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25) | 100 | 92290 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/10/25 (Call 01/10/25)<sup>(a)</sup> | 65 | 62845 |
| Golub Capital BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 02/15/27 (Call 01/15/27) | 220 | 182336 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/24/26 (Call 07/24/26) | 5 | 4329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/24 (Call 03/15/24) | 65 | 62303 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/14/26 (Call 06/14/26) | 90 | 77684 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 05/01/24 | 50 | 49317 |
| Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 (Call 01/11/27) | 10 | 9208 |
| Oaktree Specialty Lending Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 01/15/27 (Call 12/15/26)<sup>(a)</sup> | 140 | 122004 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/25/25 (Call 01/25/25) | 25 | 23814 |
| Owl Rock Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26) | 110 | 91127 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/11/28 (Call 04/11/28) | 170 | 136493 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/15/26 (Call 06/15/26) | 60 | 52685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/22/25 (Call 06/22/25) | 135 | 125153 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/30/25 (Call 02/28/25) | 190 | 179911 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/15/26 (Call 12/15/25) | 180 | 167162 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/24 (Call 03/15/24) | 5 | 4947 |
| Owl Rock Capital Corp. III, 3.13%, 04/13/27 (Call 03/13/27) | 100 | 82966 |
| OWL Rock Core Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/23/26 (Call 08/23/26) | 55 | 47045 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 02/08/27 (Call 01/08/27) | 50 | 45450 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 09/16/27 (Call 08/16/27)<sup>(d)</sup> | 25 | 25273 |
| Owl Rock Technology Finance Corp., 2.50%, 01/15/27 (Call 12/15/26) | 85 | 70352 |
| Prospect Capital Corp., 3.71%, 01/22/26 (Call 12/22/25) | 80 | 70150 |
| Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24) | 45 | 42922 |
|  |  | 5271209 |
| **Home Builders — 0.1%** |  |  |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 10/15/26 (Call 09/15/26) | 235 | 202093 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 10/15/27 (Call 08/15/27)<sup>(a)</sup> | 50 | 41814 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/15/24 (Call 09/15/24) | 328 | 312292 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 10/15/25 (Call 09/15/25) | 132 | 123240 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/30/24 (Call 01/31/24) | 120 | 118285 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/30/25 (Call 02/28/25) | 15 | 14774 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/29/27 (Call 05/29/27) | 240 | 229826 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 06/15/27 (Call 12/15/26) | 45 | 44315 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/01/26 (Call 12/01/25) | 20 | 20072 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/24 (Call 05/15/24) | 80 | 80431 |
| MDC Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/15/31 (Call 07/15/30) | 95 | 67456 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 01/15/30 (Call 07/15/29) | 90 | 72824 |
| NVR Inc., 3.00%, 05/15/30 (Call 11/15/29) | 195 | 165335 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/27 (Call 10/15/26) | 106 | 105188 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/26 (Call 12/01/25) | 255 | 257208 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 06/15/32 | 15 | 16750 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/01/29 (Call 08/01/29) | 95 | 80341 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 02/15/28 (Call 11/15/27) | 100 | 90126 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Home Builders (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/25 (Call 08/15/25)<sup>(a)</sup> | $95 | $91834 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 12/15/26) | 135 | 126715 |
|  |  | 2260919 |
| **Home Furnishings — 0.0%** |  |  |
| Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25) | 55 | 53744 |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (Call 08/15/27) | 145 | 134144 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/15/24 (Call 08/15/24) | 50 | 48545 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/29 (Call 12/15/28) | 93 | 88453 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/15/31 (Call 02/15/31) | 135 | 107028 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/01/25<sup>(a)</sup> | 5 | 4872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/14/32 (Call 02/14/32)<sup>(a)</sup> | 85 | 80137 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/26/29 (Call 11/26/28) | 175 | 170343 |
|  |  | 687266 |
| **Household Products & Wares — 0.1%** |  |  |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/15/32 (Call 11/15/31) | 30 | 23142 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/30/30 (Call 02/01/30) | 65 | 53822 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/06/28 (Call 09/06/28) | 50 | 49128 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 12/15/31 (Call 09/15/31) | 120 | 97727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 08/01/27 (Call 05/01/27) | 90 | 84676 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/32 | 70 | 73087 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 10/01/27 (Call 07/01/27) | 100 | 93330 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/28 (Call 02/15/28) | 250 | 240632 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 05/01/29 (Call 03/01/29) | 30 | 29210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/01/32 (Call 02/01/32) | 130 | 126812 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 09/15/27 (Call 07/15/27) | 115 | 99108 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/02/31 (Call 08/02/31) | 140 | 114234 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/15/26 | 85 | 80607 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 08/15/25 | 115 | 110604 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/26/30 (Call 12/26/29) | 180 | 162630 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/25/29 (Call 01/25/29) | 225 | 206719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/01/28 (Call 08/01/28) | 100 | 97142 |
|  |  | 1742610 |
| **Insurance — 0.8%** |  |  |
| Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)<sup>(b)</sup> | 200 | 177518 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 03/15/26 (Call 02/15/26) | 15 | 13368 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/26 (Call 07/15/26) | 259 | 242986 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/01/30 (Call 01/01/30) | 190 | 175585 |
| Alleghany Corp., 3.63%, 05/15/30 (Call 02/15/30) | 105 | 97699 |
| Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25) | 125 | 119821 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/15/25 (Call 11/15/25) | 190 | 168070 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 12/15/30 (Call 09/15/30) | 110 | 84710 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 12/15/26 (Call 09/15/26) | 177 | 168552 |
| American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27) | 160 | 153256 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/30/25 (Call 05/30/25) | 297 | 280917 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/30/30 (Call 03/30/30) | 130 | 116303 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26) | 145 | 140966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/15/24 | 290 | 286578 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/28 (Call 01/01/28) | $65 | $61765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)<sup>(b)</sup> | 60 | 56234 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 184 | 157854 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/02/29 (Call 02/02/29) | 191 | 177407 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 170 | 165291 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 08/23/31 (Call 05/23/31) | 125 | 99084 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 12/02/31 (Call 09/02/31) | 95 | 78029 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/28/27 (Call 04/28/27) | 35 | 32142 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/12/32 (Call 06/12/32) | 80 | 79503 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/14/24 (Call 03/14/24) | 40 | 39109 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/15/25 (Call 09/15/25) | 237 | 230312 |
| Arch Capital Finance LLC, 4.01%, 12/15/26 (Call 09/15/26) | 211 | 202710 |
| Arthur J Gallagher & Co., 2.40%, 11/09/31 (Call 08/09/31) | 145 | 114717 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (Call 10/15/31) | 65 | 48344 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/22/30 (Call 11/22/29) | 80 | 68586 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/27/28 (Call 12/27/27) | 110 | 106008 |
| Assured Guaranty U.S. Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/15/31 (Call 03/15/31) | 100 | 83935 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/01/24<sup>(a)</sup> | 56 | 56048 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/31 (Call 10/15/30) | 90 | 74479 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/12/28 (Call 10/12/27) | 150 | 137368 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 04/03/30 (Call 01/03/30) | 45 | 45535 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 02/01/33 | 100 | 100115 |
| AXA SA, 8.60%, 12/15/30 | 155 | 184338 |
| AXIS Specialty Finance LLC, 3.90%, 07/15/29 (Call 04/15/29) | 179 | 160071 |
| AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27) | 210 | 197694 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 10/15/30 (Call 07/15/30) | 330 | 267343 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/15/27 (Call 02/15/27)<sup>(a)</sup> | 200 | 186218 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/15/32 (Call 12/15/31) | 185 | 163444 |
| Berkshire Hathaway Inc., 3.13%, 03/15/26 (Call 12/15/25) | 477 | 460873 |
| Brighthouse Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/22/27 (Call 03/22/27) | 70 | 65316 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 05/15/30 (Call 02/15/30) | 165 | 161210 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/15/31 (Call 12/15/30) | 255 | 197436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 09/15/24 (Call 06/15/24) | 50 | 49227 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/17/32 (Call 12/17/31) | 70 | 61914 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/29 (Call 12/15/28) | 30 | 28168 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/15/30 (Call 06/15/30) | 215 | 169467 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/15/25. | 30 | 29004 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/15/24. | 45 | 44155 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/03/26 (Call 02/03/26) | 65 | 62911 |
| Cincinnati Financial Corp., 6.92%, 05/15/28 | 94 | 101275 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 08/15/30 (Call 05/15/30) | 110 | 86793 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/15/27) | 121 | 112374 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/01/29 (Call 02/01/29) | 86 | 79109 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/15/24 (Call 02/15/24) | 110 | 107965 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/01/26 (Call 12/01/25) | 165 | 162949 |
| CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29) | 135 | 129476 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/04/25 (Call 03/04/25)<sup>(d)</sup> | $130 | $124510 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 04/05/27 (Call 03/05/27)<sup>(d)</sup> | 100 | 93620 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/05/29 (Call 02/05/29)<sup>(d)</sup> | 100 | 91181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/05/32 (Call 01/05/32)<sup>(d)</sup> | 280 | 246929 |
| Enstar Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 09/01/31 (Call 03/01/31) | 125 | 91736 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/01/29 (Call 03/01/29) | 108 | 99202 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/20/28 (Call 01/20/28) | 270 | 257588 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 04/01/28 | 40 | 43152 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/03/31 (Call 12/03/30) | 65 | 52699 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/29/30 (Call 01/29/30) | 110 | 100486 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 04/17/28 (Call 01/17/28) | 149 | 141896 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/16/32 (Call 05/16/32)<sup>(d)</sup> | 130 | 122461 |
| Fidelity National Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/15/31 (Call 12/15/30) | 100 | 76809 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/15/30 (Call 03/15/30) | 175 | 147630 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/28 (Call 05/15/28) | 160 | 153141 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 08/15/31 (Call 05/15/31) | 125 | 92442 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/15/30 (Call 02/15/30) | 50 | 42629 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 11/15/24<sup>(a)</sup> | 140 | 138039 |
| Globe Life Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 08/15/30 (Call 05/15/30) | 135 | 107316 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 09/15/28 (Call 06/15/28) | 145 | 142148 |
| Hanover Insurance Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/30 (Call 06/01/30) | 134 | 103661 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/26 (Call 01/15/26) | 65 | 64300 |
| Hartford Financial Services Group Inc. (The), 2.80%,08/19/29 (Call 05/19/29) | 190 | 163708 |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/23/31 (Call 08/23/31) | 90 | 69625 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.17%, 06/08/27 (Call 05/08/27) | 70 | 68662 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 06/08/32 (Call 03/08/32) | 75 | 71293 |
| Kemper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 09/30/30 (Call 06/30/30) | 95 | 74751 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/23/32 (Call 11/23/31) | 110 | 93501 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 02/15/25 (Call 11/15/24) | 45 | 44066 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/15/30 (Call 10/15/29) | 85 | 70541 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/09/25 | 167 | 161172 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/31 (Call 10/15/30) | 155 | 128692 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/12/26 (Call 09/15/26) | 5 | 4713 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 125 | 116304 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/15/30 (Call 02/15/30) | 155 | 135724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/26 (Call 01/01/26) | 95 | 92660 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 05/19/27 (Call 03/19/27) | 70 | 63249 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/16/32 (Call 12/16/31)<sup>(a)</sup> | 140 | 125856 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 02/24/32 (Call 02/24/27)<sup>(b)</sup> | 30 | 26998 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 467 | 459411 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/17/29 (Call 06/17/29) | 80 | 70137 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/27 (Call 08/01/27) | 230 | 212449 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/30 (Call 08/15/30) | 210 | 173101 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 12/15/31 (Call 09/15/31) | 70 | 56906 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | $215 | $210517 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 202 | 196889 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25) | 200 | 194898 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 237 | 233988 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28) | 295 | 287938 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/01/32 | 110 | 116867 |
| Mercury General Corp., 4.40%, 03/15/27 (Call 12/15/26) | 80 | 75161 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/01/25 | 113 | 109377 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/10/24 | 180 | 176585 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/13/25 (Call 08/13/25) | 161 | 156967 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/23/30 (Call 12/23/29) | 234 | 233916 |
| Old Republic International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/26/26 (Call 07/26/26) | 197 | 189079 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/01/24 (Call 09/01/24) | 180 | 179051 |
| PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29) | 160 | 144885 |
| Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)<sup>(a)</sup> | 60 | 49368 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/15/30 (Call 03/15/30) | 135 | 111452 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 11/15/26 (Call 08/15/26) | 60 | 56157 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/15/25 (Call 02/15/25) | 60 | 58053 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 05/15/29 (Call 02/15/29) | 166 | 155557 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/15/27 | 90 | 82842 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/15/27 (Call 02/15/27) | 90 | 82870 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (Call 12/15/31) | 90 | 79509 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/26/30 (Call 12/26/29) | 20 | 18068 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 80 | 77424 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 03/01/29<sup>(a)</sup> | 30 | 32960 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/10/26 (Call 02/10/26) | 212 | 191635 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/10/30 (Call 12/10/29) | 130 | 107786 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/01/50 (Call 07/01/30)<sup>(b)</sup> | 25 | 20145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/27/28 (Call 12/27/27) | 352 | 339458 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)<sup>(b)</sup> | 50 | 43778 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 03/01/52 (Call 11/28/31)<sup>(b)</sup> | 190 | 163520 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)<sup>(b)</sup> | 55 | 52346 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)<sup>(b)</sup> | 200 | 187162 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/01/52 (Call 06/01/32)<sup>(b)</sup> | 215 | 198589 |
| Prudential PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/14/30 | 196 | 171402 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/24/32 (Call 12/24/31) | 100 | 88811 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/15/30 (Call 03/15/30) | 170 | 145573 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/29 (Call 02/15/29) | 125 | 114724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/15/26 (Call 06/15/26) | 75 | 72579 |
| RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29) | 175 | 159703 |
| Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31) | 100 | 78384 |
| Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25) | 235 | 229889 |
| Unum Group, 4.00%, 06/15/29 (Call 03/15/29) | 40 | 36373 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/15/26 | 175 | 166061 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)<sup>(b)</sup> | 75 | 56041 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | $113 | $95845 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 05/15/24 (Call 03/15/24) | 207 | 201301 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/28 (Call 06/15/28) | 165 | 156491 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/15/27 (Call 05/15/27) | 120 | 116602 |
|  |  | 19231304 |
| **Internet — 0.5%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/09/31 (Call 11/09/30)<sup>(a)</sup> | 305 | 244433 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/06/27 (Call 09/06/27) | 430 | 395247 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/28/24 (Call 08/28/24) | 580 | 559787 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 08/15/25 (Call 07/15/25) | 325 | 294047 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 08/15/27 (Call 06/15/27) | 380 | 330368 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 08/15/30 (Call 05/15/30) | 250 | 199077 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/15/26 (Call 05/15/26) | 423 | 393834 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/25/24 | 182 | 181381 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 05/12/24 | 510 | 481471 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 06/03/25 (Call 05/03/25) | 205 | 187944 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/12/26 (Call 04/12/26) | 530 | 472574 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 06/03/27 (Call 04/03/27) | 200 | 174692 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 06/03/30 (Call 03/03/30) | 457 | 372108 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 05/12/28 (Call 03/12/28) | 675 | 587317 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 05/12/31 (Call 02/12/31) | 510 | 425881 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.73%, 04/13/24 | 25 | 24426 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24) | 571 | 555212 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/13/25 | 125 | 121182 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27) | 602 | 571406 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/13/27 (Call 03/13/27) | 200 | 191942 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/13/29 (Call 02/13/29) | 155 | 146652 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/13/32 (Call 01/13/32) | 310 | 289044 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24) | 224 | 221095 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 12/01/27 (Call 11/01/27) | 220 | 221364 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 12/01/29 (Call 10/01/29) | 220 | 221010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 220 | 220356 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/01/32 | 220 | 221723 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 12/03/25 (Call 09/03/25) | 251 | 256550 |
| Baidu Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 04/07/30 (Call 01/07/30) | 50 | 43918 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/06/27 | 265 | 245390 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/30/25 | 225 | 216290 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/29/28 (Call 12/29/27)<sup>(a)</sup> | 55 | 51913 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/14/28 (Call 08/14/28) | 50 | 48411 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/15/28 (Call 12/15/27) | 190 | 178296 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 188 | 181790 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/15/25 (Call 12/15/24) | 90 | 87976 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/13/30 (Call 01/13/30) | 359 | 350793 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 05/10/26 (Call 04/10/26) | 65 | 57948 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 159 | 149233 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/10/31 (Call 02/10/31)<sup>(a)</sup> | 205 | 168022 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/11/30 (Call 12/11/29) | 165 | 140623 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 272 | 265733 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27)<sup>(a)</sup> | 281 | 265922 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/31 (Call 12/15/30) | 168 | 136720 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/15/30 (Call 11/15/29) | 290 | 248347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 80 | 74144 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Internet (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/26 (Call 11/15/25) | $220 | $219362 |
| JD.com Inc., 3.38%, 01/14/30 (Call 10/14/29) | 200 | 176294 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/15/27 (Call 07/15/27)<sup>(d)</sup> | 405 | 380696 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 08/15/32 (Call 05/15/32)<sup>(d)</sup> | 655 | 586539 |
| Tencent Music Entertainment Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 09/03/25 (Call 08/03/25) | 20 | 17670 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/03/30 (Call 06/03/30) | 155 | 113615 |
| VeriSign Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/15/31 (Call 03/15/31) | 180 | 147240 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 07/15/27 (Call 01/03/23) | 105 | 102514 |
| Weibo Corp., 3.38%, 07/08/30 (Call 04/08/30) | 220 | 163524 |
|  |  | 13381046 |
| **Iron & Steel — 0.1%** |  |  |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 07/16/29<sup>(a)</sup> | 120 | 107884 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/11/26 | 165 | 160235 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 11/29/27 | 70 | 70570 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 11/29/32 | 70 | 70758 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/01/25 (Call 05/01/25) | 230 | 214486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/01/30 (Call 03/01/30) | 85 | 72760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 65 | 63683 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/01/28 (Call 02/01/28) | 172 | 163720 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/23/27 (Call 04/23/27) | 75 | 73291 |
| Reliance Steel & Aluminum Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 08/15/25 (Call 07/15/25) | 75 | 67582 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 08/15/30 (Call 05/15/30) | 15 | 11877 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/15/27 (Call 08/15/27) | 95 | 79787 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 06/15/25 (Call 05/15/25) | 239 | 224469 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 12/15/24 (Call 11/15/24) | 100 | 95253 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/31 (Call 10/15/30) | 55 | 47056 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/15/30 (Call 01/15/30) | 142 | 125143 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/26 (Call 01/03/23) | 205 | 202501 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/08/30 (Call 04/08/30) | 260 | 226876 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 08/10/26 | 211 | 219007 |
|  |  | 2296938 |
| **Leisure Time — 0.0%** |  |  |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 08/18/24 (Call 01/03/23) | 105 | 96558 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 08/18/31 (Call 05/18/31) | 165 | 120805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 09/15/32 (Call 06/15/32) | 5 | 4203 |
| Harley-Davidson Inc., 3.50%, 07/28/25 (Call 04/28/25) | 60 | 57101 |
|  |  | 278667 |
| **Lodging — 0.1%** |  |  |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 12/01/29 (Call 09/01/29) | 135 | 118133 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/15/31 (Call 10/15/30) | 70 | 60147 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/01/24 (Call 01/03/23) | 15 | 14037 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 09/15/28 (Call 06/15/28) | 160 | 146232 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/15/26 (Call 12/15/25) | 125 | 123019 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/23/25 (Call 03/23/25) | 55 | 54497 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/23/30 (Call 01/23/30) | 35 | 34766 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/15/24 (Call 03/15/24) | 10 | 9808 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 12/15/24) | 155 | 150557 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Lodging (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | $40 | $38610 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/27 (Call 09/15/27) | 220 | 218570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 137 | 139326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series FF, 4.63%, 06/15/30 (Call 03/15/30) | 430 | 403667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series HH, 2.85%, 04/15/31 (Call 01/15/31) | 200 | 163486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series R, 3.13%, 06/15/26 (Call 03/15/26) | 140 | 131086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series X, 4.00%, 04/15/28 (Call 01/15/28) | 35 | 32649 |
|  |  | 1838590 |
| **Machinery — 0.4%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 05/17/24 | 15 | 14109 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 09/13/24 | 150 | 139910 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 11/13/25 | 85 | 76508 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/02/26 | 15 | 13457 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/10/24 | 225 | 216065 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 09/14/27 | 10 | 8604 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 09/14/26 | 190 | 168692 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/08/27<sup>(a)</sup> | 205 | 184297 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 200 | 190970 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 10 | 9742 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/24 | 20 | 19477 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 06/09/24 | 86 | 84370 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/13/25 | 45 | 43846 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 08/12/27 | 260 | 250253 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/07/23 | 25 | 24730 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/12/25 | 270 | 264403 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 70 | 70228 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/12/31 (Call 12/12/30) | 70 | 57802 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 09/19/29 (Call 06/19/29) | 129 | 115018 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 04/09/30 (Call 01/09/30) | 245 | 215284 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24) | 30 | 29523 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 07/15/26 (Call 06/15/26) | 150 | 132428 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/15/26 (Call 12/15/25) | 25 | 22747 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 115 | 112015 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 01/15/24 | 76 | 75128 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 10/14/25 | 300 | 302976 |
| CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27) | 102 | 95642 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/15/25 (Call 03/15/25) | 149 | 143365 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/15/30 (Call 01/15/30) | 25 | 22630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 10/16/29 | 85 | 89487 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 03/03/31 | 60 | 70129 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/04/29 (Call 08/04/29) | 160 | 140914 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 08/15/25) | 140 | 134064 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/15/32 (Call 10/15/31) | 75 | 56846 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/01/30 (Call 07/01/30) | 95 | 79792 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 06/15/31 (Call 03/15/31) | 85 | 71274 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/01/30 (Call 02/01/30) | 5 | 4358 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 01/17/24 | 15 | 14327 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 06/07/24 | 185 | 173758 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/10/24 | 65 | 60643 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 01/15/26 | 160 | 142846 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/10/25 | 110 | 102949 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 10/13/26 | 100 | 88922 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/15/31 | $155 | $122306 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/06/28 | 95 | 81913 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/11/27<sup>(a)</sup> | 110 | 98618 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/09/27 | 25 | 22384 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/17/31 | 255 | 208618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 325 | 309332 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/07/25 | 10 | 9492 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/14/26 | 185 | 172020 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/08/27 | 15 | 13744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/09/30 | 235 | 204499 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/24/24 | 165 | 160550 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/10/26 | 175 | 164906 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 155 | 143580 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 07/18/29 | 115 | 103407 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/06/28 | 110 | 103467 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 06/12/24 | 175 | 171638 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/18/29 | 105 | 98046 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/06/25 | 65 | 63457 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/11/25 | 5 | 4871 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 245 | 239537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/07/29 | 115 | 108072 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/07/32 | 20 | 18928 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 09/08/25 | 125 | 123654 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 125 | 122955 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 09/15/32 | 120 | 118284 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/11/24 | 60 | 59918 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 10/11/29 | 80 | 81367 |
| nVent Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/31 (Call 08/15/31) | 65 | 50105 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 04/15/28 (Call 01/15/28) | 135 | 125076 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/30 (Call 12/01/29) | 75 | 62913 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/15/28 (Call 02/15/28) | 105 | 99819 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.06%, 04/05/25 (Call 03/05/25) | 75 | 70300 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.29%, 04/05/27 (Call 02/05/27)<sup>(a)</sup> | 150 | 135777 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 02/15/30 (Call 11/15/29) | 309 | 263444 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/15/31 (Call 05/15/31) | 35 | 28007 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/01/25 (Call 12/01/24) | 60 | 57850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/29 (Call 12/01/28) | 175 | 164589 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 05/15/25) | 190 | 178127 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 11/15/26 (Call 08/15/26) | 240 | 222650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/24 (Call 02/15/24) | 165 | 162164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/28 (Call 06/15/28) | 243 | 231778 |
| Xylem Inc./NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/30/28 (Call 11/30/27) | 165 | 143307 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/30/31 (Call 10/30/30) | 140 | 115034 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/01/26 (Call 08/01/26) | 145 | 136760 |
|  |  | 9711791 |
| **Manufacturing — 0.2%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25) | 138 | 131024 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26) | 183 | 170190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/26/29 (Call 05/26/29) | 188 | 161855 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25) | 70 | 67183 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 141 | 131339 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/07/25 | 200 | 192728 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 04/15/30 (Call 01/15/30)<sup>(a)</sup> | 97 | 86953 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/14/24 (Call 01/14/24) | $165 | $162221 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 226 | 210915 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/14/28 (Call 06/14/28) | 143 | 136554 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/01/32 (Call 12/01/31) | 90 | 69148 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/01/30 (Call 12/01/29) | 200 | 167654 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/24 (Call 10/01/24) | 40 | 38769 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/27 (Call 09/01/27) | 195 | 182814 |
| Eaton Corp., 3.10%, 09/15/27 (Call 06/15/27) | 210 | 196831 |
| GE Capital Funding LLC, 4.55%, 05/15/32 (Call 02/15/32) | 200 | 192630 |
| General Electric Co., 6.75%, 03/15/32 | 455 | 515738 |
| Illinois Tool Works Inc., 2.65%, 11/15/26 (Call 08/15/26) | 205 | 193807 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/14/24 (Call 05/14/24) | 125 | 120153 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26) | 157 | 147447 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/14/29 (Call 03/14/29) | 159 | 143663 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 190 | 183859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/15/24 | 155 | 151602 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/27 (Call 08/15/27) | 135 | 131305 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/29 (Call 07/15/29) | 180 | 175228 |
| Pentair Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/01/29 (Call 04/01/29) | 80 | 73379 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 07/15/32 (Call 04/15/32) | 120 | 119245 |
| Teledyne Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 04/01/24 (Call 01/03/23) | 80 | 75455 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 04/01/26 (Call 03/01/26) | 20 | 17870 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/01/28 (Call 02/01/28) | 130 | 112455 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/01/31 (Call 01/01/31) | 255 | 210334 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/15/31 (Call 12/15/30) | 95 | 76613 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/30 (Call 03/01/30) | 65 | 55531 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/28 (Call 12/01/27) | 100 | 90512 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 12/15/26) | 140 | 131366 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/01/25 (Call 12/01/24) | 30 | 29249 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 09/17/29 (Call 06/17/29) | 58 | 52829 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/26 (Call 12/15/25) | 143 | 138614 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/01/24 (Call 12/01/23) | 80 | 79173 |
| Trane Technologies Global Holding Co. Ltd., 3.75%, 08/21/28 (Call 05/21/28) | 115 | 109602 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/21/26 (Call 01/21/26) | 120 | 113669 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (Call 08/01/24) | 115 | 112181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/21/29 (Call 12/21/28) | 143 | 132605 |
|  |  | 5792292 |
| **Media — 0.6%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/15/29 (Call 11/15/28) | 170 | 139131 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/32 (Call 11/01/31) | 210 | 157042 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 04/01/31 (Call 01/01/31) | 310 | 245604 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/28 (Call 11/15/27) | 234 | 213211 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 12/15/27) | 315 | 293016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/01/24 (Call 01/01/24) | 214 | 211569 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/23/25 (Call 04/23/25)<sup>(a)</sup> | 561 | 551693 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/30/29 (Call 12/30/28) | 236 | 224828 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/31 (Call 11/15/30) | 395 | 311307 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/15/31 (Call 10/15/30) | 360 | 293652 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 01/15/27 (Call 10/15/26) | 331 | 303553 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/01/30 (Call 11/01/29) | 350 | 305666 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/01/26 (Call 12/01/25) | $564 | $541338 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 02/15/28 (Call 11/15/27) | 352 | 327698 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/01/27 (Call 11/01/26) | 110 | 104630 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 02/01/27) | 10 | 9495 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/25 (Call 11/15/24) | 235 | 228711 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/25 (Call 05/15/25) | 337 | 326600 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/01/30 (Call 01/01/30) | 323 | 296356 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 05/01/28 (Call 02/01/28) | 388 | 368208 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/24 (Call 03/15/24) | 529 | 521663 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/15/25 (Call 08/15/25) | 591 | 581532 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (Call 07/15/28) | 526 | 510315 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/15/30 (Call 07/15/30) | 140 | 135087 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 95 | 97835 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/15/32 (Call 08/15/32) | 110 | 115444 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/15/25 (Call 12/15/24) | 160 | 152070 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/15/30 (Call 02/15/30) | 192 | 162497 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 195 | 188163 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 45 | 43038 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/20/28 (Call 12/20/27) | 357 | 320864 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 180 | 158557 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/11/26 (Call 12/11/25) | 110 | 107018 |
| FactSet Research Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 55 | 50179 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/01/32 (Call 12/01/31) | 60 | 50654 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 04/07/25 (Call 03/07/25) | 130 | 124550 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/08/30 (Call 01/08/30) | 130 | 114321 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 01/25/24 (Call 12/25/23) | 258 | 254414 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.71%, 01/25/29 (Call 10/25/28) | 405 | 390493 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (Call 10/15/26) | 153 | 138237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/28 (Call 11/15/27) | 135 | 120110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/01/28 (Call 03/01/28) | 140 | 126413 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/26 (Call 10/15/25) | 255 | 244066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 06/01/29 (Call 03/01/29) | 100 | 89172 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/19/32 (Call 02/19/32) | 215 | 178491 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/15/25 (Call 04/15/25) | 155 | 153607 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 01/15/31 (Call 10/15/30) | 146 | 131653 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 07/30/30 | 200 | 216388 |
| TCI Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 02/15/28 | 150 | 165548 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 02/15/26 | 40 | 43791 |
| Thomson Reuters Corp., 3.35%, 05/15/26 (Call 02/15/26) | 98 | 93223 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 07/30/26 | 183 | 166596 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(a)</sup> | 200 | 187902 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/13/26 | 166 | 158349 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 164 | 157820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 7.00%, 03/01/32 | 30 | 34319 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | 323 | 307254 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/13/26 | 365 | 335647 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/01/29 (Call 06/01/29) | 466 | 395005 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 01/13/28<sup>(a)</sup> | 226 | 203167 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/13/31 | 505 | 435078 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/24/25 | 470 | 457728 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/15/26 (Call 08/15/26) | 135 | 128930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 181 | 177668 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/15/25 (Call 07/15/25) | 127 | 123965 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | $115 | $111327 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/22/30 | 275 | 258849 |
|  |  | 14872305 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Precision Castparts Corp., 3.25%, 06/15/25 (Call 03/15/25) | 250 | 243062 |
| Timken Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/01/24 (Call 06/01/24) | 65 | 63506 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/32 (Call 01/01/32) | 105 | 95482 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/28 (Call 09/15/28) | 100 | 95302 |
|  |  | 497352 |
| **Mining — 0.1%** |  |  |
| AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 (Call 07/01/30) | 200 | 172498 |
| BHP Billiton Finance USA Ltd., 6.42%, 03/01/26 | 55 | 57699 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/01/28 (Call 03/01/23) | 125 | 114510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/01/30 (Call 03/01/25) | 120 | 107833 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 08/01/28 (Call 08/01/23) | 110 | 101801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 11/14/24 (Call 08/14/24) | 100 | 99041 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 08/01/30 (Call 08/01/25) | 203 | 186786 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/01/27 (Call 01/03/23)<sup>(a)</sup> | 125 | 121460 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 09/01/29 (Call 09/01/24) | 135 | 129488 |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27) | 149 | 142060 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 210 | 210892 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/01/30 (Call 07/01/30) | 274 | 221940 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 07/15/32 (Call 04/15/32) | 100 | 80335 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/01/29 (Call 07/01/29) | 136 | 117046 |
| Rio Tinto Alcan Inc., 7.25%, 03/15/31 | 85 | 97090 |
| Rio Tinto Finance USA Ltd., 7.13%, 07/15/28. | 150 | 166501 |
| Southern California Edison Co., 5.95%, 11/01/32 | 45 | 47683 |
| Southern Copper Corp., 3.88%, 04/23/25 | 205 | 200291 |
| Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31) | 55 | 41833 |
|  |  | 2416787 |
| **Multi-National — 0.0%** |  |  |
| Asian Infrastructure Investment Bank, 3.75%, 09/14/27 | 30 | 29428 |
| **Office & Business Equipment — 0.0%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 12/01/26 (Call 11/01/26) | 160 | 142312 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/15/29 (Call 08/15/23) | 165 | 138666 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 12/01/28 (Call 10/01/28) | 135 | 113605 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 12/01/31 (Call 09/01/31) | 140 | 115534 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/01/25 (Call 01/03/23) | 65 | 62406 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/28 (Call 01/03/23) | 175 | 158041 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/01/24 (Call 06/01/24) | 105 | 104723 |
|  |  | 835287 |
| **Oil & Gas — 0.9%** |  |  |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/10/30 (Call 05/10/30) | 305 | 246647 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 01/12/32 (Call 10/12/31) | 310 | 263336 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 235 | 220839 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26) | 295 | 281766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 143 | 138255 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 60 | 57494 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27) | 133 | 128051 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/06/30 (Call 01/06/30) | 229 | 213373 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25) | 228 | 224322 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 09/21/28 (Call 06/21/28) | 305 | 293611 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.23%, 11/06/28 (Call 08/06/28) | $91 | $88807 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.28%, 09/19/27 (Call 06/19/27) | 190 | 179708 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.72%, 11/28/28 (Call 08/28/28) | 198 | 189141 |
| Burlington Resources LLC, 7.20%, 08/15/31 | 30 | 34580 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 07/15/25 (Call 06/15/25) | 35 | 32695 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/15/30 (Call 04/15/30) | 85 | 72685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/15/24 (Call 01/15/24) | 186 | 183015 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/01/27 (Call 03/01/27) | 268 | 254083 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 02/01/25 (Call 11/01/24) | 186 | 182053 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.20%, 01/15/32 | 30 | 32931 |
| Cenovus Energy Inc., 2.65%, 01/15/32 (Call 10/15/31) | 155 | 125358 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 05/11/25 (Call 04/11/25) | 420 | 392750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/11/27 (Call 03/11/27) | 220 | 199390 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 05/11/30 (Call 02/11/30) | 273 | 236413 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/03/24 (Call 01/03/24) | 199 | 195036 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/16/26 (Call 02/16/26) | 340 | 324265 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 11/17/25 (Call 08/17/25) | 219 | 212583 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.69%, 08/12/25 (Call 07/12/25) | 65 | 58988 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 08/12/27 (Call 06/12/27) | 170 | 147157 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/15/29 (Call 07/15/29) | 200 | 185912 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 01/15/28 (Call 10/15/27) | 192 | 186785 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 55 | 54386 |
| CNOOC Finance 2013 Ltd., 2.88%, 09/30/29 (Call 06/30/29)<sup>(a)</sup> | 250 | 224410 |
| CNOOC Finance 2014 ULC, 4.25%, 04/30/24 | 560 | 553790 |
| CNOOC Finance 2015 USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/05/25 | 400 | 385868 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/02/28 | 200 | 197062 |
| Conoco Funding Co., 7.25%, 10/15/31 | 65 | 74918 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/07/25 (Call 03/07/23) | 190 | 180331 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/15/24 (Call 08/15/24) | 35 | 34137 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 04/15/29 | 242 | 270074 |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 06/01/24 (Call 03/01/24) | 290 | 282098 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/28 (Call 10/15/27) | 210 | 193771 |
| Coterra Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/27 (Call 02/15/27)<sup>(d)</sup> | 185 | 174668 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28)<sup>(d)</sup> | 158 | 151149 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/30 (Call 01/15/25) | 135 | 125966 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 10/15/27 (Call 12/12/22) | 110 | 109579 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 12/15/25 (Call 09/15/25) | 223 | 228107 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/15/28 (Call 06/15/23) | 10 | 10019 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 09/30/31 | 36 | 41163 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 04/15/32 | 50 | 57590 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/24/31 (Call 12/24/30) | 95 | 79961 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/26 (Call 10/01/26) | 151 | 141590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/01/29 (Call 09/01/29) | 342 | 304951 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/15/33 (Call 12/15/32) | 65 | 67311 |
| Eni USA Inc., 7.30%, 11/15/27 | 99 | 106263 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 04/01/25 (Call 01/01/25) | 55 | 53204 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 01/15/26 (Call 10/15/25) | 245 | 241675 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/15/30 (Call 01/15/30) | 152 | 149358 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/01/27 (Call 07/01/27) | $225 | $208595 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/29 (Call 07/15/28) | 110 | 105450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.68%, 10/01/25 (Call 10/04/23) | 35 | 35005 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 04/01/28 (Call 03/01/28) | 60 | 60233 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 02/01/25 (Call 01/01/25) | 230 | 231419 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 02/01/30 (Call 11/01/29) | 150 | 157836 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/22/26 (Call 12/22/25) | 240 | 220512 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/22/30 (Call 02/22/30) | 178 | 153566 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/15/24 | 332 | 324410 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/06/25 (Call 03/06/25) | 190 | 182782 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/06/27 (Call 02/06/27) | 93 | 87322 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/06/30 (Call 01/06/30) | 390 | 355707 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 220 | 215050 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/10/28 (Call 06/10/28) | 290 | 277797 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/24 | 100 | 98869 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 09/23/27 | 75 | 83268 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.02%, 08/16/24 (Call 07/16/24) | 195 | 187179 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 08/16/26 (Call 06/16/26) | 240 | 224138 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 08/16/29 (Call 05/16/29) | 254 | 224660 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 10/15/30 (Call 07/15/30) | 370 | 326695 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.71%, 03/06/25 (Call 12/06/24) | 375 | 360529 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 03/19/25 (Call 02/19/25) | 560 | 542746 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.04%, 03/01/26 (Call 12/01/25) | 485 | 464800 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.18%, 03/15/24 (Call 12/15/23) | 241 | 237187 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/19/27 (Call 01/19/27)<sup>(a)</sup> | 267 | 258226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.48%, 03/19/30 (Call 12/19/29) | 381 | 358662 |
| Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31) | 135 | 111475 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/15/24 (Call 04/15/24) | 115 | 112038 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 04/01/27 (Call 01/01/27) | 192 | 184572 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 08/15/31 | 90 | 99055 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 10/01/29 | 85 | 95326 |
| HF Sinclair Corp., 4.50%, 10/01/30 | 110 | 97631 |
| Marathon Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 197 | 190509 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 03/15/32 | 155 | 163235 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/24 (Call 06/15/24) | 262 | 255958 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 120 | 111815 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 241 | 238882 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26) | 207 | 207383 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 165 | 163942 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.20%, 11/01/31 | 65 | 69388 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 11/01/31 | 100 | 108988 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 09/15/30 | 115 | 128391 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 02/15/24 (Call 01/03/23) | 45 | 42867 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 02/15/26 (Call 01/15/26) | 90 | 80648 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 12/15/30 (Call 09/15/30) | 175 | 142275 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/15/29 (Call 09/15/29)<sup>(d)</sup> | 110 | 97240 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 10/01/26 (Call 07/01/26)<sup>(d)</sup> | 90 | 84956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.61%, 02/15/25 (Call 11/15/24)<sup>(d)</sup> | 75 | 72625 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/01/28 (Call 12/01/27)<sup>(d)</sup> | 140 | 129181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 110 | 107751 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/15/28 (Call 12/15/27) | 200 | 189898 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 08/15/30 (Call 05/15/30) | $215 | $172101 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 01/15/31 (Call 10/15/30) | 200 | 161480 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/07/24 (Call 10/07/24) | 255 | 243573 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/07/29 (Call 08/07/29) | 398 | 349671 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/12/26 | 187 | 175359 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/06/30 (Call 01/06/30) | 375 | 333412 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/10/26 | 345 | 328588 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/11/25 | 408 | 396874 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/13/28 (Call 08/13/28) | 337 | 328433 |
| Suncor Energy Inc., 7.15%, 02/01/32 | 100 | 108827 |
| Tosco Corp., 8.13%, 02/15/30 | 20 | 23684 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24) | 242 | 231872 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.83%, 01/10/30 (Call 10/10/29) | 295 | 263789 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 02/19/29 (Call 11/19/28) | 290 | 272916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/15/24 | 155 | 153190 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 239 | 236027 |
| TotalEnergies Capital SA, 3.88%, 10/11/28 | 207 | 201966 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 09/15/27 (Call 07/15/27) | 25 | 22125 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 12/01/31 (Call 09/01/31) | 65 | 53893 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 31 | 30220 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/15/32 | 145 | 165016 |
|  |  | 23597116 |
| **Oil & Gas Services — 0.1%** |  |  |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.06%, 12/15/26 (Call 11/15/26) | 110 | 99140 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/07/29 (Call 08/07/29) | 125 | 111479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 314 | 293782 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 05/01/30 (Call 02/01/30) | 70 | 67530 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 03/01/30 (Call 12/01/29) | 175 | 151648 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/15/25 (Call 08/15/25) | 206 | 201555 |
| HF Sinclair Corp., 5.88%, 04/01/26 | 240 | 241562 |
| NOV Inc., 3.60%, 12/01/29 (Call 09/01/29) | 127 | 113375 |
| Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25) | 145 | 132955 |
| Schlumberger Investment SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/26/30 (Call 03/26/30) | 265 | 230783 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/01/23 (Call 09/01/23) | 382 | 377779 |
|  |  | 2021588 |
| **Packaging & Containers — 0.1%** |  |  |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/28/26 (Call 01/28/26) | 100 | 94714 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/28 (Call 02/15/28) | 30 | 28195 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 06/19/30 (Call 03/19/30) | 117 | 95430 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.69%, 05/25/31 (Call 02/25/31) | 135 | 109657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/17/25 (Call 04/17/25) | 100 | 97131 |
| AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31) | 25 | 21012 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 02/15/24 (Call 01/15/24) | 25 | 23698 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 01/15/26 (Call 12/15/25) | 172 | 153582 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 01/15/27 (Call 12/15/26) | 235 | 198709 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/29 (Call 09/15/29) | 150 | 130398 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/15/27 (Call 09/15/27) | 90 | 83520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/15/24 (Call 06/15/24) | 121 | 118021 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Packaging & Containers (continued)** |  |  |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 02/01/25 (Call 02/01/23) | $195 | $180385 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27) | 75 | 67318 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 02/01/32 (Call 11/01/31) | 105 | 86020 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/01/30 (Call 02/01/30) | 45 | 38990 |
| WestRock MWV LLC, 8.20%, 01/15/30 | 29 | 32860 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/15/24 (Call 07/15/24) | 200 | 191370 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/15/27 (Call 06/15/27) | 115 | 105613 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 01/15/25) | 188 | 182341 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/28 (Call 03/01/28) | 75 | 69311 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 195 | 182280 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 03/15/26 (Call 01/15/26) | 177 | 174419 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 03/15/29 (Call 12/15/28) | 142 | 137426 |
|  |  | 2602400 |
| **Pharmaceuticals — 1.3%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (Call 10/21/24) | 732 | 701234 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 09/21/26) | 670 | 627274 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/14/26 (Call 02/14/26) | 415 | 394868 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/21/29 (Call 08/21/29) | 931 | 850431 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 05/14/25 (Call 02/14/25) | 845 | 823030 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 680 | 665815 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/24 (Call 03/15/24) | 305 | 300733 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/14/28 (Call 08/14/28) | 433 | 422513 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 230 | 191829 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 15 | 12790 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 217 | 209474 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24) | 131 | 128089 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/27 (Call 09/15/27) | 160 | 150102 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 05/28/24 (Call 01/03/23) | 10 | 9411 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 05/28/26 (Call 04/28/26) | 245 | 219135 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/28/28 (Call 03/28/28) | 310 | 269963 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/28/31 (Call 02/28/31) | 110 | 92572 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 04/08/26 (Call 03/08/26) | 180 | 159532 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 08/06/30 (Call 05/06/30) | 277 | 222016 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 135 | 128227 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 447 | 433112 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/17/29 (Call 10/17/28) | 218 | 211876 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 02/11/31 (Call 11/11/30) | 250 | 200980 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 05/20/30 (Call 02/20/30) | 168 | 146318 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 248 | 242244 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 369 | 352805 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24) | 106 | 103468 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 08/22/32 (Call 05/22/32) | 115 | 109577 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/13/25 (Call 10/13/25) | 215 | 193805 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/13/27 (Call 09/13/27) | 330 | 282487 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 11/13/30 (Call 08/13/30) | 130 | 103883 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 624 | 607077 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (Call 12/15/31) | 330 | 292664 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 04/15/26) | 354 | 340339 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/27/27 | 20 | 19248 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/26/29 (Call 04/26/29) | 445 | 416872 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 11/15/27 (Call 08/15/27) | 60 | 57407 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 02/20/28 (Call 11/20/27) | 380 | 369698 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | $230 | $222953 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.41%, 06/15/27 (Call 03/15/27) | 250 | 235025 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 170 | 164652 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25) | 150 | 145133 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/15/26 (Call 02/15/26) | 10 | 8967 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/15/31 (Call 12/15/30) | 215 | 178239 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 279 | 237055 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 275 | 254235 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 285 | 275737 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 12/01/26) | 300 | 283752 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/24 (Call 03/17/24) | 230 | 225202 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 439 | 430703 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 635 | 619119 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/25/26 (Call 11/27/25) | 245 | 244387 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 08/21/27 (Call 06/21/27) | 580 | 497808 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/21/30 (Call 05/21/30) | 290 | 231292 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/28/31 (Call 11/28/30) | 225 | 179440 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/31 (Call 06/15/31) | 90 | 72183 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 08/15/24 (Call 07/15/24) | 25 | 24168 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/01/26 (Call 03/01/26) | 360 | 337669 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/15/26 (Call 06/15/26) | 115 | 108198 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (Call 05/15/29) | 332 | 300304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/12/24 (Call 05/12/24) | 155 | 151537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 75 | 71927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (Call 01/01/30) | 348 | 321945 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25) | 160 | 157290 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/25/25 (Call 01/25/25) | 210 | 207917 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 900 | 874953 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 06/01/27 | 65 | 68771 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/25 (Call 03/01/25) | 55 | 52757 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/15/27 (Call 02/15/27) | 145 | 137924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 12/15/28) | 260 | 247008 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/15/27 | 150 | 157428 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/15/25 | 123 | 120754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/15/28 | 365 | 353510 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/24 (Call 05/01/24) | 404 | 394619 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/01/29 (Call 03/01/29) | 145 | 135282 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 09/01/25 (Call 08/01/25) | 150 | 136365 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 09/01/27 (Call 07/01/27) | 115 | 100173 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/01/30 (Call 06/01/30) | 275 | 225616 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/01/26 (Call 12/01/25) | 447 | 424328 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/15/25 (Call 11/15/24) | 140 | 135171 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 01/15/28 (Call 10/15/27) | 365 | 345691 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/03/27 (Call 12/03/26) | 320 | 305760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/05/23 | 304 | 302279 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 09/01/29 | 20 | 23729 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 12/03/25 (Call 11/03/25) | 70 | 62399 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 08/15/26 (Call 07/15/26) | 100 | 87983 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/24 (Call 12/15/23) | 235 | 231534 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 02/16/28 (Call 11/16/27) | 180 | 170984 |
| Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25) | 175 | 172340 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/24/26 (Call 01/24/26) | $75 | $67199 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/24/30 (Call 03/24/30) | 170 | 137834 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 415 | 371811 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 12/10/28 (Call 10/10/28) | 200 | 174044 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 12/10/31 (Call 09/10/31) | 405 | 336676 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/10/25 (Call 11/10/24) | 410 | 395240 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/07/24 (Call 02/07/24) | 142 | 139151 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/07/29 (Call 12/07/28) | 355 | 334552 |
| Merck Sharp & Dohme Corp., 5.95%, 12/01/28 | 45 | 48785 |
| Mylan Inc., 4.55%, 04/15/28 (Call 01/15/28) | 250 | 236903 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/14/25 (Call 01/14/25) | 70 | 66362 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/14/27 (Call 12/14/26) | 381 | 349106 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 08/14/30 (Call 05/14/30) | 185 | 159233 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/20/25 (Call 08/20/25) | 99 | 95585 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/17/27 (Call 02/17/27) | 358 | 342792 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/06/24 | 601 | 591666 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 05/28/25 (Call 04/28/25) | 365 | 336858 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 05/28/30 (Call 02/28/30) | 297 | 246834 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 08/18/31 (Call 05/18/31)<sup>(a)</sup> | 210 | 171379 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/01/30 (Call 01/01/30) | 246 | 218556 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/03/26 | 170 | 161845 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/26 | 463 | 443457 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/15/24 | 436 | 429190 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 192 | 182052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/15/28 (Call 06/15/28) | 230 | 222300 |
| Sanofi, 3.63%, 06/19/28 (Call 03/19/28) | 200 | 192580 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 580 | 546737 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 03/31/30 (Call 12/31/29) | 460 | 379514 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/26/28 (Call 08/26/28) | 360 | 359449 |
| Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26) | 439 | 411611 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 06/22/25 (Call 05/22/25) | 260 | 235524 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/22/27 (Call 04/22/27) | 110 | 94680 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 06/22/30 (Call 03/22/30) | 290 | 231014 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (Call 02/15/30) | 135 | 110838 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/12/27) | 115 | 106382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 08/20/28 (Call 05/20/28) | 163 | 155577 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25) | 191 | 189921 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/16/32. | 150 | 157224 |
|  |  | 31947554 |
| **Pipelines — 0.9%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/15/31 (Call 11/15/30) | 110 | 93369 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/01/32 (Call 06/01/32) | 100 | 83874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 07/15/27 (Call 04/15/27) | 65 | 62130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 05/03/29 (Call 02/03/29) | 170 | 160652 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 12/15/24 (Call 09/15/24) | 120 | 118970 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 90 | 91798 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/29 (Call 05/18/29) | 290 | 265228 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27) | 322 | 322509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 344 | 345765 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/31/32 (Call 01/31/27) | 230 | 187156 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/31 (Call 03/01/26) | $290 | $253361 |
| Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25) | 287 | 283602 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/29 (Call 02/15/29) | 145 | 141147 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 07/15/27 (Call 04/15/27) | 60 | 59975 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.13%, 08/16/30 | 65 | 72796 |
| Eastern Gas Transmission & Storage Inc., 3.00%, 11/15/29 (Call 08/15/29) | 194 | 169442 |
| Enbridge Energy Partners LP, 5.88%, 10/15/25 (Call 07/15/25) | 90 | 91974 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 10/04/26 (Call 09/04/26) | 70 | 61587 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/16/24 | 35 | 33780 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 30 | 28490 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/14/25 | 80 | 75818 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/15/29 (Call 08/15/29) | 75 | 66227 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24) | 320 | 311949 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27) | 140 | 132142 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 176 | 170827 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/15/25 (Call 04/15/25) | 185 | 174695 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/15/30 (Call 02/15/30) | 290 | 257157 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/15/24 (Call 02/15/24) | 185 | 180368 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 07/15/26 (Call 04/15/26) | 50 | 47243 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/27 (Call 07/01/27) | 160 | 150238 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/25 (Call 12/15/24) | 201 | 195296 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 09/15/29 (Call 06/15/29) | 110 | 99805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/15/27 (Call 01/15/27) | 97 | 91969 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 97 | 95191 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/27 (Call 12/15/26) | 157 | 150301 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/24 (Call 03/15/24) | 222 | 219296 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/26 (Call 10/15/25) | 205 | 201314 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/15/28 (Call 02/15/28) | 201 | 193953 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 06/15/28 (Call 03/15/28) | 244 | 236682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/15/29 (Call 01/15/29) | 301 | 293237 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 06/01/27 (Call 03/01/27) | 163 | 163010 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 12/01/25 (Call 09/01/25) | 94 | 94948 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/31/30 (Call 10/31/29) | 255 | 220685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/31/29 (Call 04/30/29) | 300 | 267474 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25) | 195 | 188684 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/25 (Call 11/15/24) | 324 | 316917 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 02/15/24 (Call 11/15/23) | 175 | 172265 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 02/15/27 (Call 11/15/26) | 145 | 140161 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 10/16/28 (Call 07/16/28) | 175 | 166988 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)<sup>(b)</sup> | 125 | 94589 |
| Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)<sup>(b)</sup> | 100 | 81426 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/01/24 (Call 06/01/24) | 140 | 137957 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 02/01/24) | 200 | 197424 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.40%, 03/15/31 | 35 | 38316 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 03/15/32 | 50 | 55932 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/15/26 (Call 10/15/26) | 125 | 110691 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 137 | 107945 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | 299 | 294590 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/01/28 (Call 12/01/27) | 260 | 251152 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 01/15/32 | 205 | 234135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.80%, 08/01/31 | $5 | $5658 |
| Magellan Midstream Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/30 (Call 03/01/30) | 125 | 109820 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/01/26 (Call 12/01/25) | 195 | 195413 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/01/26 (Call 02/01/26) | 346 | 310341 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 08/15/30 (Call 05/15/30) | 410 | 337922 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/15/25 (Call 11/15/24) | 140 | 136027 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 255 | 238920 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/01/27 (Call 12/01/26) | 295 | 281628 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/01/27 (Call 09/01/27) | 30 | 28625 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 02/15/29 (Call 11/15/28) | 60 | 57754 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 12/01/24 (Call 09/01/24) | 214 | 212438 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/01/25 (Call 03/01/25) | 300 | 296214 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/01/32 (Call 06/01/32) | 165 | 156776 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27) | 25 | 23665 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/15/25 (Call 08/15/25) | 170 | 156198 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24) | 130 | 124864 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/15/30 (Call 12/15/29) | 105 | 88924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/29 (Call 06/01/29) | 161 | 140365 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 101 | 95119 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (Call 12/15/28) | 150 | 139495 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 07/15/28 (Call 04/15/28) | 165 | 156758 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 01/15/26 (Call 12/15/25) | 120 | 121865 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 11/15/32 (Call 08/15/32) | 150 | 153342 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 01/15/31 (Call 10/15/30) | 70 | 72129 |
| ONEOK Partners LP, 4.90%, 03/15/25 (Call 12/15/24) | 162 | 160014 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (Call 09/15/29) | 180 | 157280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/01/24 (Call 08/01/24) | 155 | 149425 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/15/30 (Call 06/15/30) | 120 | 105550 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/26 (Call 09/15/26) | 171 | 165020 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/15/25 (Call 07/15/25) | 312 | 307292 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/15/28 (Call 09/15/27) | 154 | 145880 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/30 (Call 11/15/29) | 422 | 399090 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 324 | 319989 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 505 | 506783 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/15/24 (Call 02/15/24) | 535 | 536011 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/30/26 (Call 12/31/25) | 310 | 314731 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 131 | 122757 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24) | 175 | 168817 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/15/24 (Call 12/15/23) | 55 | 54699 |
| Targa Resources Corp., 5.20%, 07/01/27 (Call 06/01/27) | 110 | 108672 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/32 (Call 07/15/26) | 220 | 188610 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/01/31 (Call 02/01/26) | 240 | 218582 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/15/28 (Call 01/15/23) | 155 | 148214 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/01/30 (Call 03/01/25) | 240 | 230710 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/27 (Call 01/03/23) | 100 | 100572 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 01/15/29 (Call 01/15/24) | 135 | 138714 |
| TC PipeLines LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/25/27 (Call 02/25/27) | 145 | 137853 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/13/25 (Call 12/13/24) | 120 | 117937 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 03/15/27 | 10 | 10711 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/15/28 | 90 | 97599 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | $85 | $93881 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/12/24 (Call 09/12/24) | 30 | 27851 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/12/31 (Call 07/12/31) | 173 | 140372 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/15/30 (Call 01/15/30) | 260 | 243188 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (Call 02/15/28) | 315 | 301408 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/15/26 (Call 10/15/25) | 110 | 109271 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/15/30 (Call 02/15/30) | 165 | 145033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (Call 12/15/27) | 180 | 170487 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.85%, 02/01/26 (Call 11/01/25) | 245 | 263252 |
| Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27) | 40 | 39258 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 03/15/31 (Call 12/15/30) | 315 | 259532 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/30 (Call 08/15/30) | 172 | 152853 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 289 | 273492 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/15/25 (Call 10/15/24) | 268 | 261898 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 06/15/25) | 80 | 77992 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/04/24 (Call 12/04/23) | 185 | 183069 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 158 | 156401 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 08/15/32 (Call 05/15/32) | 125 | 118312 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 03/15/32 | 30 | 36118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 7.50%, 01/15/31 | 110 | 121887 |
|  |  | 21533929 |
| **Real Estate — 0.0%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) | 50 | 49055 |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/31 (Call 01/01/31) | 180 | 141075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/01/26 (Call 12/01/25) | 100 | 100100 |
| Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31) | 105 | 76446 |
|  |  | 366676 |
| **Real Estate Investment Trusts — 1.5%** |  |  |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/15/28 (Call 04/15/28) | 45 | 37180 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 156 | 128463 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/15/29 (Call 09/15/29) | 100 | 84864 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/31 (Call 05/15/31) | 175 | 153652 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/30/25 (Call 02/28/25) | 115 | 111182 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/15/26 (Call 02/15/26) | 184 | 178101 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/15/27 (Call 10/15/26) | 130 | 124921 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 100 | 94190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 01/15/26 (Call 10/15/25) | 30 | 29357 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/30/29 (Call 04/30/29) | 60 | 56867 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/01/30 (Call 04/01/30) | 125 | 120063 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 12/15/30 (Call 09/15/30) | 115 | 112155 |
| American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30) | 95 | 76816 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/15/31 (Call 04/15/31) | 35 | 27288 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/15/28 (Call 11/15/27) | 280 | 261120 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 02/15/29 (Call 11/15/28) | 70 | 66602 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/15/25 (Call 08/15/25) | 90 | 81129 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 09/15/26 (Call 08/15/26) | 170 | 147908 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/31/28 (Call 11/30/27) | 185 | 153071 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 04/15/26 (Call 03/15/26) | 65 | 57732 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/15/30 (Call 07/15/30) | 310 | 241893 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 100 | 80350 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 09/15/31 (Call 06/15/31) | $285 | $226025 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25) | 160 | 150389 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/31 (Call 01/15/31) | 85 | 70128 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26) | 185 | 167688 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 01/15/30 (Call 10/15/29) | 63 | 54069 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 207 | 197699 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/15/27 (Call 10/15/26) | 78 | 71752 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 222 | 216286 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 281 | 262190 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27) | 180 | 167425 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 01/15/28 (Call 10/15/27) | 140 | 129052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 02/15/27) | 35 | 32795 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (Call 05/15/29) | 214 | 195906 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 74 | 68614 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 190 | 184456 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 90 | 81941 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25) | 106 | 103564 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/24 | 75 | 74913 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 12/01/28 (Call 10/01/28) | 205 | 172901 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 01/15/32 (Call 10/15/31) | 250 | 199140 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 105 | 88444 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/15/31 (Call 10/17/30) | 120 | 100210 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 10/15/26 (Call 07/15/26) | 15 | 13808 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/11/26 (Call 02/11/26) | 55 | 51329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/15/28 (Call 10/15/27) | 5 | 4605 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 06/01/29 (Call 03/01/29) | 80 | 72204 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/15/27 (Call 02/15/27) | 75 | 69954 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/25 (Call 03/03/25) | 106 | 102289 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/25 (Call 08/15/25) | 30 | 28901 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 04/01/32 (Call 01/01/32) | 170 | 131007 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 227 | 206068 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/15/30 (Call 12/15/29) | 202 | 165587 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | 185 | 177485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/30/31 (Call 10/30/30) | 65 | 54352 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/21/29 (Call 03/21/29) | 275 | 237781 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 310 | 294928 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/01/24 (Call 11/01/23) | 204 | 200093 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/28 (Call 09/01/28) | 50 | 46685 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/15/27 (Call 08/15/27) | 165 | 144502 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/01/24 (Call 07/01/24) | 145 | 140209 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/01/29 (Call 07/01/29) | 15 | 13080 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/01/28 (Call 02/01/28) | 35 | 28991 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 08/16/31 (Call 05/16/31) | 125 | 95240 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 04/15/24) | 95 | 92113 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 100 | 96292 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (Call 12/15/26) | 190 | 176333 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 07/01/30 (Call 04/01/30) | 55 | 48346 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/15/26 (Call 03/15/26) | 210 | 198164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/15/29 (Call 02/15/29) | 170 | 151553 |
| Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31) | 120 | 90781 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 215 | 185700 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 07/01/29 (Call 04/01/29) | 45 | 40203 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/15/28 (Call 07/15/28) | 173 | 164838 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/15/29 (Call 11/15/28) | $130 | $100690 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/15/26 (Call 02/15/26) | 10 | 8856 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/15/31 (Call 01/15/31) | 10 | 7585 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 07/15/26 (Call 06/15/26) | 188 | 163013 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 04/01/31 (Call 01/01/31) | 295 | 234168 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/15/31 (Call 10/15/30) | 150 | 121420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/01/24 (Call 07/01/24) | 157 | 152342 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/01/30 (Call 04/01/30) | 185 | 163355 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 228 | 213162 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 143 | 136175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 239 | 223324 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/27 (Call 12/01/26) | 144 | 137627 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 199 | 194524 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 07/15/25 (Call 06/15/25) | 105 | 95515 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/15/31 (Call 04/15/31) | 5 | 4083 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/15/27 (Call 02/15/27) | 145 | 132602 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 11/15/29 (Call 08/15/29) | 135 | 118488 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/15/29 (Call 11/15/28) | 90 | 85805 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 25 | 19041 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/15/28 (Call 10/15/28) | 105 | 86928 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/15/32 (Call 11/15/31) | 15 | 11553 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/15/30 (Call 11/15/29) | 40 | 33559 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/01/26 (Call 06/01/26) | 180 | 166788 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 140 | 135190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/29 (Call 11/15/28) | 140 | 130704 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 07/01/29 (Call 04/01/29) | 121 | 109719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27) | 251 | 234532 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 07/15/28 (Call 04/15/28) | 206 | 196557 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/15/28 (Call 12/15/27) | 245 | 245740 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/15/29 (Call 05/15/29) | 100 | 79158 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 01/01/25) | 100 | 94165 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/01/27 (Call 03/01/27) | 100 | 87223 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/15/26 (Call 09/15/26) | 100 | 90076 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/28 (Call 01/15/28) | 100 | 86823 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 300 | 267828 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 07/15/25 (Call 06/15/25) | 45 | 40682 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 05/15/26 (Call 04/15/26) | 135 | 118809 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 03/15/28 (Call 01/15/28) | 220 | 183487 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 07/15/27 (Call 05/15/27) | 90 | 77472 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/15/28 (Call 03/15/28) | 135 | 114033 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 90 | 72257 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/15/31 (Call 02/15/31) | 85 | 68755 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 85 | 80965 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 216 | 197644 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/18/29 (Call 08/18/29) | 268 | 235682 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/15/32 (Call 01/15/32) | 155 | 138257 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 08/01/31 (Call 05/01/31) | 100 | 78652 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/15/30 (Call 11/15/29) | 145 | 121696 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 11/01/26 (Call 08/01/26) | 94 | 87115 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/01/29 (Call 04/01/29) | 168 | 147738 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/01/27 (Call 05/01/27) | 135 | 124483 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 35 | 32492 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/01/28 (Call 09/01/28) | $94 | $89064 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 114 | 85407 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 03/01/28 (Call 01/01/28) | 35 | 29246 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (Call 03/15/31) | 185 | 148253 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (Call 12/15/31) | 10 | 7977 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 65 | 55176 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/26 (Call 01/15/26) | 155 | 145844 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 01/01/25) | 150 | 144924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/01/27 (Call 02/01/27) | 40 | 37678 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28) | 45 | 41239 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/15/32 (Call 12/15/31) | 25 | 19160 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 06/01/31 (Call 03/01/31) | 140 | 110531 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/29 (Call 02/01/29) | 80 | 72216 |
| Federal Realty Investment Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/15/26 (Call 01/15/26) | 50 | 44304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/15/29 (Call 03/15/29) | 115 | 100382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27) | 95 | 87348 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (Call 03/01/30) | 100 | 86835 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/32 (Call 10/15/31) | 190 | 151257 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/01/24 (Call 08/01/24) | 25 | 23837 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/30 (Call 10/15/29) | 165 | 143151 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/15/31 (Call 10/15/30) | 100 | 85362 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 06/01/25 (Call 03/01/25) | 89 | 87448 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 170 | 160383 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 04/15/26 (Call 01/15/26) | 140 | 136042 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/01/28 (Call 03/03/28) | 131 | 127625 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/15/31 (Call 12/15/30) | 127 | 97205 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/26 (Call 05/01/26) | 175 | 163571 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/01/27 (Call 04/01/27) | 184 | 171917 |
| Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) | 105 | 88712 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 12/01/28 (Call 10/01/28) | 235 | 198986 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 15 | 12696 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 335 | 289082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26) | 30 | 28382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/01/25 (Call 11/01/24) | 22 | 21238 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/15/29 (Call 04/15/29) | 80 | 71714 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 103 | 100415 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/01/31 (Call 11/01/30) | 50 | 37773 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 50 | 40225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/01/27 (Call 12/01/26) | 30 | 27719 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 20 | 18186 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/15/29 (Call 01/15/29) | 150 | 132162 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/01/24 (Call 02/01/24) | 25 | 24349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 4.00%, 06/15/25 (Call 03/15/25) | 160 | 153120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 4.50%, 02/01/26 (Call 11/01/25) | 60 | 57867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 3.38%, 12/15/29 (Call 09/15/29) | 120 | 101842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 3.50%, 09/15/30 (Call 06/15/30) | 145 | 120895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, 2.90%, 12/15/31 (Call 09/15/31) | 130 | 100723 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/30 (Call 10/15/29) | 120 | 93977 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/01/27 (Call 08/01/27) | 50 | 42851 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 04/01/29 (Call 01/01/29) | 200 | 175028 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | $35 | $25990 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 11/15/28 (Call 09/15/28) | 195 | 162720 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32) | 160 | 141096 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 02/15/30 (Call 11/15/29) | 115 | 93372 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/24 (Call 09/15/24) | 85 | 81104 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/15/29 (Call 05/15/29) | 85 | 75521 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/01/25 (Call 07/01/25) | 70 | 67518 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 03/01/28 (Call 01/01/28) | 100 | 84094 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/01/31 (Call 09/01/31) | 100 | 77368 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/24 (Call 01/01/24) | 95 | 91986 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 10/01/30 (Call 07/01/30) | 60 | 49545 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/01/26 (Call 07/01/26) | 171 | 157378 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/01/25 (Call 12/01/24) | 175 | 168406 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/01/27 (Call 01/01/27) | 105 | 98487 |
| Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26) | 5 | 4620 |
| Kite Realty Group Trust, 4.75%, 09/15/30 (Call 06/15/30) | 55 | 49078 |
| Life Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 10/15/30 (Call 07/15/30) | 20 | 15618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 10/15/31 (Call 07/15/31) | 105 | 81211 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/15/27 (Call 09/15/27) | 35 | 32577 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/15/29 (Call 03/15/29) | 100 | 90217 |
| LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26) | 215 | 203009 |
| LXP Industrial Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/01/31 (Call 07/01/31) | 55 | 42006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 09/15/30 (Call 06/15/30) | 20 | 16003 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 09/15/26 (Call 08/15/26) | 135 | 117026 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 02/15/31 (Call 11/15/30) | 90 | 70574 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/01/27 (Call 03/01/27) | 143 | 136085 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 165 | 155022 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 10 | 9757 |
| National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30) | 120 | 87550 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/30 (Call 01/15/30) | 5 | 4102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/15/27 (Call 07/15/27) | 180 | 163175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 12/15/26 (Call 09/15/26) | 15 | 14041 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/15/24 (Call 03/15/24) | 30 | 29380 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (Call 08/15/25) | 55 | 53075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 10/15/28 (Call 07/15/28) | 157 | 146679 |
| Office Properties Income Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 10/15/31 (Call 07/15/31) | 115 | 75912 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/01/25 (Call 11/01/24) | 160 | 143096 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/01/31 (Call 11/01/30) | 25 | 19595 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/01/29 (Call 07/01/29) | 200 | 165784 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/25 (Call 10/15/24) | 105 | 102141 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/27 (Call 01/01/27) | 175 | 163336 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 10/15/27) | 174 | 160639 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/01/24 (Call 01/01/24) | 150 | 148117 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 01/15/26 (Call 10/15/25) | 35 | 34179 |
| Phillips Edison Grocery Center Operating Partnership I LP,2.63%, 11/15/31 (Call 08/15/31) | 110 | 81879 |
| Physicians Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/01/31 (Call 08/01/31) | 105 | 83037 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/15/28 (Call 10/15/27) | 90 | 82647 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 03/15/27 (Call 12/15/26) | 135 | 128200 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Piedmont Operating Partnership LP, 4.45%, 03/15/24 (Call 12/15/23) | $105 | $103316 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/15/30 (Call 07/15/30) | 150 | 114866 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/15/31 (Call 12/15/30) | 70 | 54032 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/01/31 | 130 | 102417 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/15/27 (Call 02/15/27) | 166 | 149739 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/15/30 (Call 01/15/30) | 200 | 167658 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/15/32 | 80 | 64427 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/15/29 | 90 | 78468 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/01/26 (Call 07/01/26) | 47 | 44666 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/27 | 170 | 159674 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/15/28 (Call 06/15/28) | 80 | 76034 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/28 | 110 | 105380 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/01/29 (Call 11/01/28) | 55 | 53073 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 02/15/26 (Call 01/15/26) | 85 | 75202 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/01/28 (Call 03/01/28) | 175 | 150822 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 11/09/28 (Call 09/09/28) | 145 | 124799 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/09/31 (Call 08/09/31) | 165 | 133775 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 05/01/31 (Call 02/01/31) | 115 | 95396 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 09/15/27 (Call 06/15/27) | 70 | 65534 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.39%, 05/01/29 (Call 02/01/29) | 151 | 138935 |
| Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31) | 142 | 116001 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/15/26 (Call 02/15/26) | 100 | 87077 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 06/15/28 (Call 04/15/28) | 50 | 43039 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/27 (Call 10/15/26) | 215 | 199084 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 12/15/29 (Call 09/15/29) | 125 | 109788 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/29 (Call 03/15/29) | 35 | 31267 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/31 (Call 10/15/30) | 204 | 178580 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/28 (Call 11/15/27) | 15 | 13879 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 170 | 159472 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/15/24 (Call 04/15/24) | 125 | 122561 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/25 (Call 02/15/25) | 120 | 117416 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/15/27 (Call 05/15/27) | 45 | 43166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/15/26 (Call 07/15/26) | 10 | 9700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/06/24 (Call 11/06/23) | 116 | 115433 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/01/25 (Call 09/01/25) | 155 | 154304 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/01/26 (Call 03/01/26) | 130 | 130658 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 10/13/32 (Call 07/13/32) | 155 | 159907 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 200 | 168372 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 02/01/27 (Call 11/01/26) | 136 | 127841 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/15/30 (Call 03/15/30) | 105 | 91882 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (Call 12/15/27) | 15 | 14001 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 12/01/30 (Call 09/01/30) | 20 | 15647 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 09/01/31 (Call 06/01/31) | 110 | 84977 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/01/31 (Call 09/01/31) | 125 | 93946 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/15/29 (Call 07/15/29) | 70 | 57680 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 08/15/26 (Call 05/15/26) | 140 | 132462 |
| Safehold Operating Partnership LP, 2.80%, 06/15/31 (Call 03/15/31) | 110 | 85454 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/15/27 (Call 10/15/26) | 210 | 183303 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/01/28 (Call 11/01/27) | 80 | 68328 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 09/13/24 (Call 06/13/24) | 273 | 258777 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/01/31 (Call 11/01/30) | 175 | 139531 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/15/32 (Call 10/15/31) | $120 | $93720 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/13/29 (Call 06/13/29) | 120 | 100856 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 07/15/30 (Call 04/15/30) | 105 | 88584 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/01/32 (Call 12/01/31) | 125 | 100893 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/30/26 (Call 08/30/26) | 250 | 235090 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 01/15/26 (Call 10/15/25) | 386 | 368159 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/01/24 (Call 07/01/24) | 203 | 197430 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (Call 03/15/27) | 150 | 140800 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/01/27 (Call 09/01/27) | 187 | 173925 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/25 (Call 06/01/25) | 10 | 9626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/01/24 (Call 11/01/23) | 125 | 123176 |
| SITE Centers Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 02/01/25 (Call 11/01/24) | 140 | 132320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/01/26 (Call 11/01/25) | 65 | 61624 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 06/01/27 (Call 03/01/27) | 85 | 80380 |
| Spirit Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/15/28 (Call 01/15/28) | 125 | 102009 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/15/27 (Call 11/15/26) | 148 | 132123 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/15/31 (Call 11/15/30) | 30 | 24106 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/30 (Call 10/15/29) | 145 | 120879 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/15/29 (Call 04/15/29) | 15 | 13136 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 09/15/26 (Call 06/15/26) | 211 | 202895 |
| STORE Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 12/01/31 (Call 09/01/31) | 115 | 87420 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/18/30 (Call 08/18/30) | 45 | 35600 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/15/28 (Call 12/15/27) | 45 | 41042 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/15/29 (Call 12/15/28) | 140 | 128250 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 11/01/28 (Call 09/01/28) | 85 | 70647 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 07/15/31 (Call 04/15/31) | 215 | 167711 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 60 | 51914 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/01/31 (Call 06/01/31) | 90 | 64751 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/01/26 (Call 06/01/26) | 212 | 192935 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 08/01/32 (Call 05/01/32) | 80 | 59729 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/01/26 (Call 06/01/26) | 69 | 63870 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/15/31 (Call 05/15/31) | 35 | 29310 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 01/15/30 (Call 10/15/29) | 125 | 108313 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 04/01/27) | 120 | 112627 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/28 (Call 10/15/27) | 130 | 118248 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 01/26/29 (Call 10/26/28) | 105 | 99325 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/31 (Call 06/01/31)<sup>(a)</sup> | 115 | 90683 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/15/25 (Call 12/15/24) | 20 | 18902 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/30 (Call 10/15/29) | 110 | 93288 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (Call 07/15/26) | 85 | 78622 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 03/15/24) | 81 | 78766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 132 | 126645 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 02/01/24) | 82 | 79898 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/01/27 (Call 01/01/27) | 90 | 85082 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/28 (Call 12/01/27) | 35 | 32661 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 195 | 188653 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 01/15/29 (Call 10/15/28) | 156 | 146579 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/30 (Call 08/15/30) | 90 | 85194 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/15/25 | 100 | 96251 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 01/15/28) | 145 | 137972 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 02/15/30 (Call 12/15/29) | 190 | 181271 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 05/15/32 (Call 02/15/32) | 335 | 312722 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/01/31 (Call 03/01/31) | $80 | $60890 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 95 | 88497 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 01/15/29 (Call 11/15/28) | 75 | 61616 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | 105 | 95654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/31 (Call 10/15/30) | 75 | 60884 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/32 (Call 10/15/31) | 200 | 159070 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 190 | 153765 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 01/15/30 (Call 10/15/29) | 8 | 6817 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 214 | 209735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/32 (Call 03/15/32) | 50 | 43545 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 241 | 235240 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/15/29 (Call 12/15/28) | 60 | 55634 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26) | 160 | 156002 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/15/28 (Call 01/15/28) | 165 | 156258 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/24 (Call 10/15/23) | 119 | 117954 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/29 (Call 08/15/29) | 60 | 55100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30) | 372 | 339342 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 03/15/32 | 20 | 22278 |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 02/01/31 (Call 11/01/30) | 25 | 20029 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/01/32 (Call 11/01/31) | 75 | 58163 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 07/15/29 (Call 04/15/29) | 40 | 36129 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/25 (Call 11/01/24) | 145 | 141166 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/01/26 (Call 07/01/26) | 110 | 106024 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 04/01/24 (Call 01/01/24) | 140 | 139181 |
|  |  | 37845056 |
| **Retail — 0.8%** |  |  |
| Advance Auto Parts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/01/27 (Call 08/01/27) | 50 | 42145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/32 (Call 12/15/31) | 80 | 66561 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/15/30 (Call 01/15/30) | 120 | 106290 |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 08/01/28 (Call 06/01/28) | 55 | 43944 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 08/01/31 (Call 05/01/31) | 150 | 110323 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 09/15/24) | 138 | 132098 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/15/27 (Call 08/15/27) | 105 | 94946 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/01/32 (Call 12/01/31) | 60 | 49657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/25 (Call 07/01/25) | 75 | 73090 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/01/30 (Call 03/01/30) | 150 | 135942 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 40 | 31087 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/18/24 (Call 03/18/24) | 100 | 97422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/21/26 (Call 01/21/26) | 120 | 114082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 155 | 149037 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/15/25 (Call 03/15/25) | 147 | 142768 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/01/27 (Call 03/01/27) | 120 | 115246 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/18/29 (Call 01/18/29) | 154 | 143055 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/30 (Call 01/15/30) | 105 | 98247 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/32 (Call 05/01/32) | 70 | 68778 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/01/30 (Call 07/01/30)<sup>(a)</sup> | 180 | 142461 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/01/28 (Call 07/01/28) | 180 | 174094 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 06/20/27 (Call 04/20/27) | 230 | 203856 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 04/20/30 (Call 01/20/30) | 82 | 67945 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/20/32 (Call 01/20/32) | 110 | 88529 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/18/24 (Call 03/18/24) | 240 | 234470 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/18/27 (Call 02/18/27) | $250 | $239192 |
| Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27) | 209 | 200590 |
| Dick's Sporting Goods Inc., 3.15%, 01/15/32 (Call 10/15/31) | 110 | 87694 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/03/30 (Call 01/03/30) | 219 | 198975 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/27 (Call 01/15/27) | 203 | 195550 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/01/28 (Call 02/01/28) | 145 | 139129 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 11/01/25 (Call 08/01/25) | 91 | 89327 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/20/24 | 55 | 54246 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/01/27 (Call 10/01/27) | 170 | 168720 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/01/31 (Call 09/01/31) | 100 | 81721 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 03/15/25) | 291 | 285058 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/15/28 (Call 02/15/28) | 275 | 263230 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/01/25 (Call 02/01/23) | 62 | 57870 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/01/30 (Call 08/01/30) | 30 | 23190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/01/32 (Call 11/01/31) | 15 | 12187 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/15/28 (Call 01/15/28) | 180 | 150997 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/15/31 (Call 12/15/30) | 255 | 200285 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/15/28 (Call 07/15/28) | 110 | 94436 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/15/31 (Call 06/15/31) | 205 | 166212 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 208 | 191751 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27)<sup>(a)</sup> | 188 | 174567 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/25 (Call 03/15/25) | 70 | 67344 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 302 | 267349 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 248 | 232237 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/15/27 (Call 03/15/27) | 95 | 89260 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29) | 338 | 308810 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 181 | 173427 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/15/32 (Call 01/15/32) | 245 | 221556 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 181 | 175999 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 164 | 162503 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 12/06/28 (Call 09/06/28) | 277 | 269117 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 08/15/25) | 75 | 74458 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 150 | 148885 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 04/15/28 (Call 02/15/28) | 240 | 202394 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 09/15/28 (Call 07/15/28) | 240 | 204674 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 10/15/30 (Call 07/15/30) | 195 | 154871 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 338 | 316987 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/01/31 (Call 01/01/31) | 310 | 260679 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27) | 294 | 276198 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/15/24 (Call 06/15/24) | 5 | 4860 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/01/27 (Call 03/01/27) | 145 | 137783 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 211 | 203491 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 04/05/29 (Call 01/05/29) | 70 | 65462 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/32 (Call 01/01/32) | 290 | 263714 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 140 | 137920 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 09/08/25 | 80 | 79429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/15/30 (Call 01/15/30) | 393 | 382927 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 03/15/29 | 40 | 43374 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 09/01/25 (Call 08/01/25) | 140 | 129374 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/01/30 (Call 12/01/29) | 22 | 18720 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/01/29 (Call 06/01/29) | 214 | 189822 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/10/24 | 228 | 223472 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/01/25 (Call 06/01/25) | 144 | 140100 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/26/25 (Call 02/26/25) | $110 | $107237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/27 (Call 12/01/26) | 266 | 256347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 05/01/27) | 110 | 105358 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 07/01/30 (Call 04/01/30) | 282 | 263817 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 01/30/26 (Call 10/30/25) | 366 | 359116 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/01/28 (Call 01/01/28) | 210 | 202669 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 09/09/32 (Call 06/09/32) | 55 | 54705 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/31 (Call 12/15/30) | 80 | 62388 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/15/26 (Call 12/15/25) | 142 | 137223 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27) | 127 | 120682 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/29 (Call 03/01/29) | 134 | 125476 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 04/01/30 (Call 01/01/30) | 60 | 56888 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 125 | 121571 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 06/15/32 (Call 03/15/32) | 200 | 195506 |
| Ross Stores Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/15/26 (Call 03/15/26) | 35 | 30791 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 04/15/31 (Call 01/15/31) | 55 | 43488 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 04/15/25 (Call 03/15/25) | 145 | 144506 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/12/27 (Call 01/12/27) | 80 | 72026 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/12/30 (Call 12/12/29) | 312 | 264401 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/15/26 (Call 03/15/26) | 190 | 177730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/15/30 (Call 08/15/30) | 130 | 111197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/14/32 (Call 11/14/31)<sup>(a)</sup> | 235 | 204687 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 100 | 95846 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 08/15/29 (Call 05/15/29) | 281 | 264373 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/15/25 (Call 06/15/25) | 364 | 359192 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/28 (Call 08/15/28) | 40 | 38712 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/15/27 (Call 12/15/26) | 220 | 201285 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 319 | 303698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 241 | 206518 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 283 | 266764 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/15/30 (Call 06/15/30) | 40 | 34641 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 01/15/29) | 214 | 198847 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 282 | 277392 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32) | 265 | 259626 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 05/15/31 (Call 02/15/31) | 10 | 7859 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 200 | 185650 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 260 | 245944 |
| Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30) | 210 | 163458 |
| Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26)<sup>(a)</sup> | 141 | 135108 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 09/24/29 (Call 06/24/29) | 117 | 103678 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 07/08/24 (Call 06/08/24) | 55 | 53650 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 07/08/26 (Call 05/08/26) | 165 | 159687 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/08/29 (Call 04/08/29) | 200 | 188838 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/22/24 (Call 01/22/24) | 329 | 323588 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 06/26/25 (Call 04/26/25) | 120 | 118400 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 06/26/28 (Call 03/26/28) | 335 | 327741 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 09/09/32 (Call 06/09/32) | 110 | 108859 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/05/27 | 15 | 16030 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.55%, 02/15/30 | 25 | 30223 |
|  |  | 19321612 |
| **Semiconductors — 0.8%** |  |  |
| Advanced Micro Devices Inc., 3.92%, 06/01/32 (Call 03/01/32) | 185 | 174614 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 10/01/28 (Call 08/01/28) | $30 | $25774 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 10/01/31 (Call 07/01/31) | 175 | 143962 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/01/25 (Call 03/01/25) | 20 | 19299 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/15/27 | 645 | 612931 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/05/26 (Call 09/05/26) | 275 | 263923 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/01/30 (Call 03/01/30) | 200 | 165302 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 297 | 285551 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 237 | 233836 |
| Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/15/25 (Call 11/15/24) | 194 | 187181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/28 (Call 10/15/27) | 90 | 82375 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/27 (Call 10/15/26) | 1521 | 1441132 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 02/15/28 (Call 12/15/27)<sup>(d)</sup> | 205 | 174303 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 02/15/31 (Call 11/15/30)<sup>(d)</sup> | 490 | 387649 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 10/15/25) | 205 | 195330 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 09/15/26 (Call 07/15/26) | 40 | 37812 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/15/24 (Call 09/15/24) | 35 | 34190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/15/29 (Call 02/15/29)<sup>(d)</sup> | 190 | 173702 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 09/15/28 (Call 06/15/28) | 170 | 159055 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 11/15/30 (Call 08/15/30) | 345 | 310276 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 04/15/32 (Call 01/15/32)<sup>(d)</sup> | 200 | 176920 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/15/29 (Call 01/15/29) | 336 | 322140 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/15/30 (Call 01/15/30) | 181 | 173440 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 08/12/28 (Call 06/12/28) | 90 | 76866 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/12/31 (Call 05/12/31) | 160 | 128854 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 236 | 204178 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 215 | 202880 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24) | 379 | 370059 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 209 | 198420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 443 | 432514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25) | 550 | 539896 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27) | 286 | 278587 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/05/27 (Call 07/05/27) | 55 | 53174 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/25/30 (Call 12/25/29) | 604 | 571746 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/05/29 (Call 06/05/29) | 50 | 47882 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/05/32 (Call 05/05/32) | 210 | 198444 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/15/29 (Call 12/15/28) | 259 | 252774 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/01/24 (Call 08/01/24) | 90 | 89743 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/15/32 (Call 04/15/32) | 5 | 4960 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 06/15/30 (Call 03/15/30) | 140 | 116052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 227 | 222276 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 250 | 246100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/29 (Call 12/15/28) | 270 | 260234 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 04/15/26 (Call 03/15/26) | 90 | 79557 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 04/15/28 (Call 02/15/28) | 155 | 131578 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/15/31 (Call 01/15/31) | 150 | 122711 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 06/22/28 (Call 03/22/28) | 170 | 163125 |
| Microchip Technology Inc., 4.25%, 09/01/25 (Call 01/03/23) | 255 | 247684 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/32 (Call 01/15/32) | 35 | 27115 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.19%, 02/15/27 (Call 12/15/26) | 228 | 218109 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 02/15/30 (Call 11/15/29) | 225 | 208350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 02/06/26 (Call 12/06/25) | 158 | 156562 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.33%, 02/06/29 (Call 11/06/28) | $130 | $126288 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 11/01/29 (Call 09/01/29) | 220 | 229079 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.58%, 06/14/24 (Call 06/14/23) | 220 | 206331 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 06/15/28 (Call 04/15/28) | 370 | 317741 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/15/31 (Call 03/15/31) | 280 | 228085 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 04/01/30 (Call 01/01/30) | 344 | 303917 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 210 | 201932 |
| NXP BV/NXP Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/01/24 (Call 02/01/24) | 289 | 286405 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 03/01/26 (Call 01/01/26) | 95 | 94720 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 12/01/28 (Call 09/01/28) | 118 | 118391 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/11/31 (Call 02/11/31) | 255 | 202144 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/15/32 (Call 11/15/31) | 105 | 82725 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 05/01/25 (Call 04/01/25) | 95 | 89046 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/01/27 (Call 03/01/27) | 25 | 22703 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/01/30 (Call 02/01/30) | 165 | 143453 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/18/26 (Call 04/18/26) | 170 | 161791 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/18/29 (Call 03/18/29) | 225 | 210706 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/01/27 (Call 05/01/27) | 75 | 72100 |
| Qorvo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/15/24 (Call 12/15/22)<sup>(d)</sup> | 40 | 36704 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/15/29 (Call 10/15/24) | 165 | 146710 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 05/20/28 (Call 02/20/28) | 283 | 241150 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 05/20/32 (Call 02/20/32) | 115 | 89827 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 05/20/30 (Call 02/20/30) | 335 | 285557 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/20/24 (Call 03/20/24) | 120 | 117133 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/20/27 (Call 02/20/27) | 388 | 370912 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/20/25 (Call 02/20/25) | 15 | 14646 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/20/32 (Call 02/20/32) | 135 | 131408 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 05/20/33 (Call 02/20/33) | 110 | 114956 |
| Skyworks Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 06/01/26 (Call 05/01/26) | 110 | 96448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/31 (Call 03/01/31) | 170 | 132801 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/15/26 (Call 08/15/26) | 65 | 57771 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 355 | 332163 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 05/04/30 (Call 02/04/30) | 55 | 45718 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 09/15/31 (Call 06/15/31) | 240 | 196051 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/04/29 (Call 06/04/29) | 125 | 108590 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 115 | 111879 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27) | 191 | 178744 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/16/32 (Call 05/16/32) | 70 | 65616 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 70 | 70142 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/18/24 | 100 | 100121 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/25/26 (Call 09/25/26) | 200 | 177772 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/25/31 (Call 07/25/31) | 230 | 190691 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/22/32 (Call 01/22/32) | 260 | 250812 |
| Xilinx Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/01/30 (Call 03/01/30) | 262 | 223258 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/01/24 (Call 04/01/24) | 383 | 372303 |
|  |  | 18988567 |
| **Shipbuilding — 0.0%** |  |  |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.04%, 08/16/28 (Call 06/16/28) | 25 | 20857 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.48%, 12/01/27 (Call 09/01/27) | 170 | 155703 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 05/01/25 (Call 04/01/25) | 165 | 159144 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Shipbuilding (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 05/01/30 (Call 02/01/30) | $150 | $137859 |
|  |  | 473563 |
| **Software — 0.7%** |  |  |
| Activision Blizzard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 09/15/30 (Call 06/15/30) | 110 | 86904 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/15/26 (Call 06/15/26) | 371 | 355963 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/15/27 (Call 03/15/27) | 150 | 142589 |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 180 | 170932 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 305 | 280451 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/30 (Call 11/01/29) | 317 | 273387 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 280 | 273767 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31) | 125 | 101546 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/15/30 (Call 10/15/29) | 193 | 167783 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/27 (Call 03/15/27) | 95 | 89367 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 06/15/25 (Call 03/15/25) | 170 | 168337 |
| Broadridge Financial Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/01/31 (Call 02/01/31) | 230 | 188687 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/01/29 (Call 09/01/29) | 162 | 138619 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/27/26 (Call 03/27/26) | 270 | 253992 |
| Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) | 10 | 9878 |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (Call 11/15/30) | 100 | 80290 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/01/26 (Call 12/01/25) | 99 | 99416 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (Call 02/01/26) | 270 | 238558 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 03/01/28 (Call 01/01/28) | 190 | 159560 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/01/31 (Call 12/01/30) | 275 | 219799 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/21/29 (Call 02/21/29) | 50 | 45986 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/15/25 | 90 | 88841 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/15/27 (Call 06/15/27) | 170 | 167027 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/01/27 (Call 04/01/27) | 216 | 192817 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/01/30 (Call 03/01/30) | 212 | 179318 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/01/24 (Call 06/01/24) | 529 | 509866 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 400 | 376856 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (Call 04/01/29) | 444 | 400697 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 363 | 352662 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/01/28 (Call 07/01/28) | 125 | 119324 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/15/25 (Call 06/15/25) | 205 | 187538 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 07/15/27 (Call 05/15/27) | 185 | 160854 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 07/15/30 (Call 04/15/30) | 220 | 176792 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 739 | 695126 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 659 | 638657 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 626 | 609280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 783 | 757552 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/23 (Call 09/15/23) | 458 | 454038 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (Call 02/25/26) | 425 | 381493 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/25/28 (Call 01/25/28) | 355 | 308005 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/25 (Call 03/01/25) | 598 | 565875 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 07/15/26 (Call 04/15/26) | 585 | 539388 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 04/01/27 (Call 02/01/27) | 436 | 398535 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/25/31 (Call 12/25/30) | 560 | 468978 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/15/24 (Call 09/15/24) | 422 | 406107 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/15/25 (Call 02/15/25) | 518 | 493763 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (Call 01/01/30) | $530 | $454899 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/27 (Call 08/15/27) | 553 | 509529 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/15/30 (Call 02/15/30) | 130 | 113911 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24)<sup>(a)</sup> | 538 | 525954 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 11/10/25 | 40 | 40974 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 11/09/29 | 220 | 229698 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/09/32 | 200 | 211156 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 120 | 108022 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/15/27 (Call 07/15/27) | 120 | 102583 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 02/15/31 (Call 11/15/30) | 225 | 174937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/30/30 (Call 03/30/30)<sup>(a)</sup> | 10 | 8055 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 09/15/24 (Call 08/15/24) | 140 | 134099 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (Call 06/15/29) | 136 | 118984 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 150 | 144634 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 12/15/25 (Call 09/15/25) | 10 | 9674 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 09/15/28 (Call 06/15/28) | 140 | 135232 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/15/24 (Call 01/03/23) | 40 | 37542 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/15/28 (Call 05/15/28) | 135 | 116618 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 07/15/31 (Call 04/15/31) | 150 | 122475 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/11/28 (Call 01/11/28) | 407 | 393960 |
| ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30) | 328 | 255072 |
| Take-Two Interactive Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/28/24 | 110 | 107155 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 04/14/25 | 170 | 164174 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/14/27 (Call 03/14/27) | 141 | 133922 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/14/32 (Call 01/14/32) | 105 | 93542 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 08/15/24 (Call 01/03/23) | 5 | 4649 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 08/15/26 (Call 07/15/26) | 25 | 21998 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 08/15/28 (Call 06/15/28) | 70 | 57751 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 08/15/31 (Call 05/15/31) | 290 | 221870 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 354 | 333220 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25) | 71 | 70318 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 93 | 90709 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 05/15/30 (Call 02/15/30) | 55 | 51701 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 03/01/27) | 70 | 66192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/01/29 (Call 02/01/29) | 80 | 73631 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/01/32 (Call 01/01/32)<sup>(a)</sup> | 185 | 165481 |
|  |  | 18779521 |
| **Telecommunications — 1.0%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/07/30 (Call 02/07/30) | 235 | 202537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/22/29 (Call 01/22/29) | 65 | 59649 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/21/32 (Call 04/21/32) | 210 | 203805 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/25/24 (Call 12/12/22) | 35 | 33211 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 02/01/28 (Call 12/01/27) | 450 | 386226 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 03/25/26 (Call 03/25/23) | 540 | 484261 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/01/32 (Call 11/01/31) | 440 | 348744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (Call 04/01/27) | 495 | 446327 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/01/31 (Call 03/01/31) | 625 | 525750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/15/26 (Call 04/15/26)<sup>(a)</sup> | 85 | 79886 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/15/27 (Call 11/15/26) | 187 | 180586 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 10/15/25) | 230 | 225069 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 02/15/28 (Call 11/15/27) | 310 | 299556 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/01/27 (Call 12/01/26) | 266 | 261446 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 02/15/30 (Call 11/15/29) | 611 | 580254 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | $606 | $582578 |
| Bell Telephone Co. of Canada or Bell Canada (The), Series US-5, 2.15%, 02/15/32 (Call 11/15/31) | 60 | 47401 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/04/28 (Call 09/04/28) | 230 | 225819 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.63%, 12/15/30 | 500 | 602400 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 325 | 308051 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 186 | 178787 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25 | 216 | 211492 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 03/04/24 | 205 | 202733 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;8.75%, 06/15/30 | 717 | 854585 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.25%, 06/01/32 | 45 | 57011 |
| Juniper Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 12/10/25 (Call 11/10/25) | 115 | 102604 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/10/30 (Call 09/10/30) | 150 | 114341 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 08/15/29 (Call 05/15/29) | 150 | 133866 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | 100 | 113455 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 11/15/30 (Call 08/15/30) | 105 | 83006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/24/31 (Call 02/24/31) | 180 | 145345 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/01/24 | 10 | 9818 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/23/28 (Call 11/23/27) | 225 | 219683 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/23/29 (Call 02/23/29) | 181 | 172831 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 06/01/32 (Call 03/01/32) | 350 | 348572 |
| Orange SA, 9.00%, 03/01/31 | 435 | 539309 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26) | 265 | 243469 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 03/15/23)<sup>(d)</sup> | 225 | 212512 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | 110 | 102672 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 215 | 204671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/32 (Call 12/15/31)<sup>(d)</sup> | 345 | 305449 |
| Telefonica Emisiones SA, 4.10%, 03/08/27 | 205 | 195303 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 250 | 282230 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 230 | 214022 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/13/32 (Call 02/13/32) | 200 | 174082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27) | 110 | 104957 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/26 (Call 01/15/26) | 40 | 35881 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 02/15/28 (Call 12/15/27) | 465 | 401681 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/15/26 (Call 02/15/23) | 325 | 298038 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/31 (Call 08/15/31) | 190 | 151339 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/15/29 (Call 01/15/29) | 15 | 12724 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 02/15/31 (Call 11/15/30) | 525 | 434280 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 04/15/26 (Call 04/15/23) | 255 | 235176 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/15/29 (Call 02/15/24) | 230 | 195820 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/15/32 (Call 01/15/29) | 50 | 41189 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/15/31 (Call 02/15/26) | 215 | 179187 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 04/15/24) | 375 | 331594 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 03/15/25) | 698 | 676097 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/15/31 (Call 04/15/26) | 455 | 395491 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 632 | 598839 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 1408 | 1292896 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/01/28 (Call 02/01/23) | 300 | 291873 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 04/15/27 (Call 12/12/22) | 150 | 149539 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/22/24 | 275 | 261459 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 11/20/25 (Call 10/20/25) | 330 | 296168 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26) | $435 | $393675 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/18/30 (Call 06/18/30) | 245 | 192332 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 10/30/30 (Call 07/30/30) | 30 | 23574 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/20/31 (Call 10/20/30) | 705 | 552572 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 03/22/28 (Call 01/22/28) | 612 | 535794 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 03/15/32 (Call 12/15/31) | 875 | 703929 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (Call 12/21/30) | 880 | 733005 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 08/15/26 | 511 | 475833 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (Call 01/22/27) | 97 | 90987 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 03/22/30 (Call 12/22/29) | 423 | 376745 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/25 | 410 | 400476 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/24 (Call 08/01/24) | 276 | 270430 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/08/29 (Call 11/08/28) | 70 | 66162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 12/03/29 (Call 09/03/29) | 644 | 607723 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/16/27 | 648 | 635876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 09/21/28 | 590 | 573828 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 12/01/30 | 10 | 11720 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 584 | 576875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/30/28 | 587 | 581024 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.88%, 02/15/30 | 45 | 50967 |
|  |  | 25743159 |
| **Toys, Games & Hobbies — 0.0%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | 160 | 153800 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/27 (Call 06/15/27) | 65 | 60518 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 135 | 127209 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/19/29 (Call 08/19/29) | 225 | 202941 |
|  |  | 544468 |
| **Transportation — 0.4%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 245 | 236094 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 166 | 158085 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/24 (Call 06/01/24) | 184 | 179785 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/01/25 (Call 06/01/25) | 50 | 48762 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 01/01/24) | 200 | 197418 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 12/15/25 | 55 | 58882 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 160 | 151237 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/21/24 (Call 08/21/24) | 205 | 197669 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 08/05/32 (Call 05/05/32) | 145 | 136969 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 07/15/28 | 55 | 60871 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 12/02/24 (Call 01/03/23) | 320 | 297514 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/02/26 (Call 11/02/26) | 85 | 76061 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 03/05/30 (Call 12/05/29) | 175 | 144792 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 12/02/31 (Call 09/02/31) | 265 | 221270 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 02/01/25 (Call 11/01/24) | 185 | 177243 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/28 (Call 03/01/28) | 152 | 147489 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 10/15/31 | 75 | 83963 |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) | 210 | 199569 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 02/15/30 (Call 11/15/29) | 120 | 102719 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/01/26 (Call 08/01/26) | 60 | 55949 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/27 (Call 03/01/27) | 150 | 141536 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 11/01/25 (Call 08/01/25) | 320 | 308547 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/01/24 (Call 05/01/24)<sup>(a)</sup> | 60 | 58661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/01/28 (Call 12/01/27) | 260 | 250081 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 11/15/32 (Call 08/15/32) | 100 | 95091 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/15/29 (Call 12/15/28) | $40 | $38709 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/15/31 (Call 02/15/31) | 235 | 192286 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 08/05/29 (Call 05/05/29) | 225 | 199044 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/01/26 (Call 01/01/26) | 200 | 191616 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/15/28 (Call 11/15/27) | 163 | 151766 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/17/28 (Call 07/17/28) | 105 | 100428 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/15/30 (Call 02/15/30) | 60 | 56384 |
| JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26) | 160 | 155686 |
| Kansas City Southern, 2.88%, 11/15/29 (Call 08/15/29) | 140 | 121848 |
| Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27) | 101 | 91937 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 05/15/31 (Call 02/15/31) | 105 | 87691 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/01/29 (Call 08/01/29) | 84 | 72785 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 06/15/26 (Call 03/15/26) | 114 | 107314 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 120 | 104278 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 06/01/27 (Call 03/01/27) | 170 | 159152 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 08/01/25 (Call 06/01/25) | 179 | 173882 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/01/28 (Call 05/01/28) | 180 | 172357 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 01/15/24 (Call 10/15/23) | 185 | 182849 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/01/26 (Call 08/01/26) | 55 | 48715 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 216 | 205775 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 03/01/27 (Call 02/01/27) | 40 | 36374 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (Call 10/01/26) | 167 | 152995 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 09/01/25 (Call 08/01/25) | 50 | 47576 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 06/15/27 (Call 05/15/27) | 75 | 71606 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/01/25 (Call 05/01/25) | 80 | 78650 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/05/27 (Call 12/05/26) | 225 | 205781 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/20/31 (Call 02/20/31) | 200 | 169980 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 02/05/30 (Call 11/05/29) | 190 | 164213 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 255 | 243199 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 02/14/32 (Call 12/15/31) | 17 | 14833 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/27 (Call 01/15/27) | 95 | 89227 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/25 (Call 10/15/24) | 188 | 183298 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/29 (Call 12/01/28) | 216 | 206338 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/25 (Call 05/15/25) | 40 | 39292 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/10/28 (Call 06/10/28) | 327 | 317291 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 02/01/29 | 35 | 38540 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/01/24 (Call 08/01/24) | 162 | 155548 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 11/15/26 (Call 08/15/26) | 211 | 197093 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/29 (Call 06/01/29) | 107 | 94040 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 11/15/27 (Call 08/15/27) | 330 | 315180 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/15/29 (Call 12/15/28) | 84 | 79089 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/25 (Call 03/01/25) | 495 | 488634 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 04/01/30 (Call 01/01/30) | 133 | 132179 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 09/17/26 (Call 08/17/26) | 135 | 119916 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/22/28 (Call 07/22/28) | 305 | 264075 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 09/22/31 (Call 06/22/31) | 435 | 359193 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 09/09/27 (Call 08/09/27) | 120 | 119370 |
|  |  | 10784269 |
| **Trucking & Leasing — 0.0%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/30/25 (Call 12/30/24) | 5 | 4756 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/15/26 (Call 06/15/26) | 225 | 208762 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/28 (Call 12/15/27) | 65 | 59149 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Trucking & Leasing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/01/32 (Call 03/01/32) | $15 | $12631 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/30/27 (Call 12/30/26) | 115 | 108533 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/30/30 (Call 03/30/30) | 25 | 22452 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 02/15/24 (Call 01/15/24) | 160 | 158107 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 11/07/28 (Call 08/07/28) | 145 | 138942 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 04/01/29 (Call 01/01/29) | 123 | 118100 |
|  |  | 831432 |
| **Venture Capital — 0.0%** |  |  |
| Hercules Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/16/26 (Call 08/16/26) | 65 | 54905 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/20/27 (Call 12/20/26) | 35 | 29854 |
|  |  | 84759 |
| **Water — 0.1%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/01/31 (Call 03/01/31) | 150 | 123767 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/01/30 (Call 02/01/30) | 105 | 91486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 09/01/27 (Call 06/01/27) | 217 | 201246 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/25 (Call 12/01/24) | 205 | 199484 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/29 (Call 03/01/29) | 145 | 133197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/01/28 (Call 06/01/28) | 140 | 134401 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 03/01/24 (Call 12/01/23) | 30 | 29546 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 06/01/32 (Call 03/01/32)<sup>(a)</sup> | 115 | 111039 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/01/31 (Call 02/01/31) | 140 | 113019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 41 | 34659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 05/01/29 (Call 02/01/29) | 142 | 128335 |
| United Utilities PLC, 6.88%, 08/15/28<sup>(a)</sup> | 30 | 31790 |
|  |  | 1331969 |
| **Total Corporate Bonds & Notes — 31.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $844,932,861)** |  | 777479684 |
| **Foreign Government Obligations<sup>(e)</sup>** |  |  |
| **Canada — 0.5%** |  |  |
| Canada Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/19/26<sup>(a)</sup> | 335 | 299071 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/22/25 | 1090 | 1032731 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/21/24 | 190 | 185184 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/25/27 | 500 | 479520 |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series HH, 8.50%, 12/01/29 | 100 | 123644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series IO, 8.05%, 07/07/24 | 131 | 137630 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 05/20/25 | 1170 | 1078564 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 07/22/30 | 210 | 170400 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/13/24 | 250 | 237495 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/23/24 | 5 | 4902 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/15/28 | 520 | 497333 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 07/20/26<sup>(a)</sup> | 1295 | 1149882 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 01/29/31<sup>(a)</sup> | 120 | 97082 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/02/26 | 425 | 397103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 10, 1.75%, 09/27/24 | 170 | 161713 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/25/28 | 20 | 17155 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/22/26 | 260 | 240042 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 05/14/24 | 218 | 213112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GX, 2.60%, 04/16/24 | 75 | 72945 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Canada (continued)** |  |  |
| Province of New Brunswick Canada, 3.63%, 02/24/28 | $210 | $203921 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 01/21/26 | 182 | 162095 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 04/14/26<sup>(a)</sup> | 40 | 35902 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 05/21/27 | 205 | 178955 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/07/30 | 1190 | 949168 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 02/25/31 | 125 | 102593 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/14/31 | 65 | 53447 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/02/29<sup>(a)</sup> | 35 | 30507 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/27/26 | 500 | 470070 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/29/24 | 443 | 434858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/16/24 | 633 | 619903 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 07/23/25 | 730 | 662950 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 05/28/30 | 125 | 102450 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 04/21/31 | 65 | 54789 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/20/26 | 455 | 429429 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/12/27<sup>(a)</sup> | 365 | 344735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series NN, 7.13%, 02/09/24 | 135 | 138565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series PD, 7.50%, 09/15/29 | 357 | 423634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series QO, 2.88%, 10/16/24 | 505 | 489749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series QW, 2.50%, 04/09/24 | 315 | 306032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series QX, 1.50%, 02/11/25 | 874 | 822181 |
|  |  | 13611441 |
| **Chile — 0.1%** |  |  |
| Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/31/31 (Call 10/31/30)<sup>(a)</sup> | 325 | 275925 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 01/27/32 (Call 10/27/31)<sup>(a)</sup> | 260 | 219196 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/31/27 (Call 12/31/26) | 90 | 83580 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/21/26 | 185 | 176549 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.24%, 02/06/28 (Call 11/06/27) | 530 | 499106 |
|  |  | 1254356 |
| **Germany — 0.0%** |  |  |
| FMS Wertmanagement, 2.75%, 01/30/24 | 580 | 567049 |
| **Hungary — 0.0%** |  |  |
| Hungary Government International Bond, 5.38%, 03/25/24 | 629 | 630573 |
| **Indonesia — 0.1%** |  |  |
| Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 02/14/30 | 295 | 265807 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/18/29 | 345 | 317838 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/31/32 (Call 12/31/31) | 70 | 64024 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/15/30 | 315 | 297278 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 04/24/28 | 430 | 421009 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 09/20/27 (Call 06/20/27) | 400 | 392900 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 02/11/24 | 495 | 494574 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 09/20/32 (Call 06/20/32) | 500 | 494175 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/11/29 | 345 | 345963 |
|  |  | 3093568 |
| **Israel — 0.0%** |  |  |
| Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/03/30 | 365 | 331924 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/16/26 | 375 | 356359 |
| State of Israel, 2.50%, 01/15/30 | 280 | 250633 |
|  |  | 938916 |
| **Italy — 0.1%** |  |  |
| Republic of Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/06/24 | 50 | 46595 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/17/26 | 705 | 613287 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Italy (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 10/17/24 | $435 | $409000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/17/29 | 350 | 292173 |
|  |  | 1361055 |
| **Japan — 0.2%** |  |  |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | 510 | 460754 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/21/31 | 345 | 272291 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 07/21/26 | 265 | 241415 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 04/15/31 | 690 | 569664 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/17/29 | 50 | 42944 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/10/25<sup>(a)</sup> | 270 | 256262 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/16/29 | 390 | 341972 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/04/26 | 450 | 412659 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/20/26 | 280 | 260968 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/23/24 | 500 | 483855 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/28/25 | 300 | 285381 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/21/26 | 280 | 265317 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/16/27 | 290 | 268526 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/01/27 | 320 | 300582 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/21/27 | 320 | 300061 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/29/24 | 45 | 43802 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/20/28 | 340 | 319974 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/22/30 | 200 | 156258 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/20/26 | 265 | 242255 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/25/27 | 225 | 214148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/12/28 | 200 | 189592 |
|  |  | 5928680 |
| **Mexico — 0.2%** |  |  |
| Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.66%, 05/24/31 (Call 02/24/31) | 570 | 475294 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/16/30 (Call 01/16/30)<sup>(a)</sup> | 635 | 568033 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/11/28 | 470 | 448183 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/27/25 (Call 03/27/25)<sup>(a)</sup> | 270 | 267394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/21/26 | 300 | 293457 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/28/27 | 707 | 695745 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/22/29 | 625 | 609481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/32 (Call 01/27/32)<sup>(a)</sup> | 300 | 290034 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.30%, 08/15/31 | 122 | 143099 |
|  |  | 3790720 |
| **Panama — 0.1%** |  |  |
| Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.16%, 01/23/30 (Call 10/23/29) | 345 | 300902 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/16/25 (Call 12/16/24) | 310 | 302343 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/17/28 (Call 12/17/27) | 400 | 380896 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/22/24 (Call 06/24/24) | 240 | 236484 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 01/29/26 | 295 | 314296 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 09/30/27 | 180 | 210254 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.38%, 04/01/29 | 25 | 29993 |
|  |  | 1775168 |
| **Peru — 0.1%** |  |  |
| Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.39%, 01/23/26 (Call 12/23/25) | 95 | 88381 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.78%, 01/23/31 (Call 10/23/30) | 725 | 614155 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 06/20/30 | 165 | 142379 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 08/25/27<sup>(a)</sup> | 395 | 385907 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.35%, 07/21/25 | 420 | 444385 |
|  |  | 1675207 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Philippines — 0.1%** |  |  |
| Philippine Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/06/32 | $200 | $162326 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.46%, 05/05/30 | 290 | 251320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/28 | 510 | 473346 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 03/29/27 | 20 | 18924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/14/29 | 450 | 429966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 01/21/24 | 390 | 386732 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/30/26 | 402 | 412536 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 09/25/24 | 20 | 20421 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 01/14/31 | 70 | 82537 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.50%, 02/02/30 | 313 | 392634 |
| &nbsp;&nbsp;&nbsp;&nbsp;10.63%, 03/16/25 | 490 | 553460 |
|  |  | 3184202 |
| **Poland — 0.0%** |  |  |
| Republic of Poland Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/06/26 | 512 | 491156 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/22/24 | 515 | 510211 |
|  |  | 1001367 |
| **South Korea — 0.2%** |  |  |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 06/29/24 | 200 | 186962 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/18/25 | 200 | 184960 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/21/30 | 200 | 154956 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/09/31 | 425 | 327781 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/18/27 | 200 | 176582 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/12/25 | 230 | 215142 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/18/32 | 20 | 16217 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/25/24 | 200 | 192422 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/26/26 | 200 | 187510 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/21/25 | 200 | 191412 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/10/25 | 370 | 351959 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/12/26 | 295 | 281589 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/27 | 200 | 195882 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/32 | 200 | 198300 |
| Korea Development Bank (The), 4.25%, 09/08/32 | 200 | 192296 |
| Korea International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/15/31<sup>(a)</sup> | 80 | 66658 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/19/24 | 25 | 24022 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/19/29 | 200 | 182574 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/19/27 | 250 | 236213 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/20/28 | 275 | 264784 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/03/25 | 150 | 153003 |
|  |  | 3981224 |
| **Supranational — 2.0%** |  |  |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 03/23/26 | 295 | 264615 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/22/26 | 350 | 310908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GDIF, 3.38%, 07/07/25 | 10 | 9782 |
| Arab Petroleum Investments Corp., 1.48%, 10/06/26<sup>(d)</sup> | 200 | 178644 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/11/24 | 330 | 309890 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/03/25 | 85 | 76599 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/04/26 | 1025 | 913418 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/08/24 | 245 | 228406 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/29/25 | 980 | 899728 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/08/30 | 70 | 55345 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 04/14/26 | 335 | 301892 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/09/28 | 225 | 194758 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/18/24 | 605 | 572929 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/20/27 | $650 | $588549 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/04/31<sup>(a)</sup> | 710 | 592417 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/15/24 | 10 | 9635 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/19/29 | 588 | 512601 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 03/15/29 | 15 | 13301 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/24/30 | 625 | 545494 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 01/22/25 | 470 | 448065 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/24/26 | 195 | 181654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/19/25 | 41 | 39116 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/10/27 | 35 | 32615 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/02/27 | 134 | 125135 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/30/24 | 537 | 524950 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/12/27 | 515 | 488385 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/19/28 | 395 | 372627 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/20/27<sup>(a)</sup> | 1000 | 963480 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/26/28 | 190 | 181803 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/27/32 | 40 | 37727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/28/32 | 25 | 25020 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.82%, 06/16/28 | 270 | 293066 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.22%, 08/15/27 | 110 | 118713 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/30/24 | 690 | 638926 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/28/25 | 265 | 240906 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/27/26 | 375 | 332115 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/16/24 | 450 | 434682 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 06/29/25 | 205 | 199832 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 06/10/24 | 45 | 42290 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/22/26 | 105 | 92895 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 02/27/25 | 100 | 93911 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/27/24 | 15 | 14626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/16/25 | 135 | 131038 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/19/25 | 380 | 347031 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 11/25/25 | 30 | 26920 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 01/28/26 | 40 | 35673 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/13/25 | 195 | 183813 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/15/25 | 175 | 156334 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 03/26/26 | 1020 | 902180 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/25/25 | 590 | 537997 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/21/27 | 185 | 158149 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/26/26 | 515 | 453736 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/23/30 | 125 | 99509 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/17/30 | 350 | 283594 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/14/31<sup>(a)</sup> | 2390 | 1972395 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/15/27 | 25 | 22508 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 03/14/25 | 1075 | 1014069 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/09/29 | 50 | 43452 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/29 | 440 | 388142 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/10/25 | 772 | 733740 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/13/26 | 610 | 571899 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/24/24 | 100 | 96723 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/24/27 | 539 | 505329 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/15/24<sup>(a)</sup> | 110 | 106271 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/15/24 | 495 | 483283 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/14/23 | 620 | 610551 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/29/24 | 660 | 650093 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 09/23/24 | 200 | 186284 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/15/25 | $915 | $834132 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/16/27 | 165 | 141044 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/03/25 | 845 | 782428 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 04/20/26 | 760 | 682092 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/20/28 | 1450 | 1242737 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/13/31 | 915 | 741232 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/13/27 | 630 | 570887 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/14/25 | 800 | 756760 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/02/26 | 425 | 395110 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/23/26<sup>(a)</sup> | 389 | 360922 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 01/15/25 | 660 | 630696 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/18/29 | 558 | 504170 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/07/27 | 521 | 486182 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/16/24 | 466 | 456116 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/21/24 | 665 | 652478 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/18/28<sup>(a)</sup> | 575 | 549464 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/14/29 | 505 | 492289 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/28/25 | 290 | 262409 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/28/25 | 220 | 198077 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 1495 | 1374324 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/11/25 | 70 | 64741 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/24/27 | 1035 | 886270 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/26/30 | 1235 | 978565 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/14/30 | 1565 | 1262439 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/13/28 | 910 | 778550 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/10/31 | 1123 | 920018 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/20/28 | 880 | 770185 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/28/24 | 190 | 180561 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/15/25 | 958 | 906393 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/03/31 | 900 | 750213 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/23/29 | 1139 | 993162 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/27/26 | 470 | 432400 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/03/25 | 596 | 569323 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/19/24 | 1510 | 1470121 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/25/24 | 1190 | 1146541 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 07/29/25 | 662 | 633997 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/22/27 | 515 | 481242 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/29/32<sup>(a)</sup> | 140 | 125318 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/20/25 | 20 | 19414 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/15/27 | 100 | 96628 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/21/29 | 70 | 68798 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/16/25 | 135 | 122325 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/08/26 | 70 | 61739 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/27/30 | 685 | 542849 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/16/24 | 155 | 146486 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/07/26 | 219 | 205026 |
| Nordic Investment Bank, 2.25%, 05/21/24. | 210 | 203034 |
|  |  | 50132050 |
| **Sweden — 0.1%** |  |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/30/24 | 50 | 46638 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/26/25 | 95 | 85548 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 05/14/25 | 425 | 388063 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/12/23 | 500 | 484375 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/22/27 | 300 | 278007 |
|  |  | 1282631 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Uruguay — 0.0%** |  |  |
| Uruguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/27/27 | $380 | $384818 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/23/31 (Call 10/23/30)<sup>(a)</sup> | 508 | 508000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/14/24<sup>(a)</sup> | 207 | 206578 |
|  |  | 1099396 |
| **Total Foreign Government Obligations — 3.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $103,373,732)** |  | 95307603 |
| **Municipal Debt Obligations** |  |  |
| **California — 0.1%** |  |  |
| California Earthquake Authority, 5.60%, 07/01/27 | 200 | 200949 |
| Los Angeles Community College District/CA GO, 1.81%, 08/01/30 | 200 | 161091 |
| Regents of the University of California Medical Center Pooled Revenue RB, 4.13%, 05/15/32 (Call 02/15/32) | 40 | 37525 |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 02/01/28 | 100 | 84900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/01/29 | 250 | 215549 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/01/25 | 200 | 194188 |
| University of California RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AX, 3.06%, 07/01/25 (Call 04/01/25) | 250 | 239146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series BD, 3.35%, 07/01/29 | 190 | 171627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series BG, 0.88%, 05/15/25 (Call 04/15/25) | 240 | 216557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series BG, 1.32%, 05/15/27 (Call 03/15/27) | 195 | 168329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series BG, 1.61%, 05/15/30 (Call 02/15/30) | 250 | 200785 |
|  |  | 1890646 |
| **Florida — 0.0%** |  |  |
| State Board of Administration Finance Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.26%, 07/01/25 | 340 | 305941 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 07/01/30 | 200 | 162392 |
|  |  | 468333 |
| **Illinois — 0.0%** |  |  |
| State of Illinois GO, 4.95%, 06/01/23 | 98 | 98000 |
| **Louisiana — 0.0%** |  |  |
| Louisiana Local Government Environmental Facilities & Community Development Authority RB, 3.62%, 02/01/29 | 105 | 101759 |
| **Massachusetts — 0.1%** |  |  |
| Commonwealth of Massachusetts GO, 4.91%, 05/01/29 | 250 | 250377 |
| Commonwealth of Massachusetts RB, 3.77%, 07/15/29 | 325 | 308714 |
|  |  | 559091 |
| **New Jersey — 0.0%** |  |  |
| New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC) | 300 | 323996 |
| New Jersey Transportation Trust Fund Authority RB BAB, Series C, 5.75%, 12/15/28 | 100 | 101324 |
|  |  | 425320 |
| **Oregon — 0.0%** |  |  |
| Oregon School Boards Association RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 5.55%, 06/30/28 (NPFGC) | 200 | 203441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 5.68%, 06/30/28 (NPFGC) | 255 | 260799 |
|  |  | 464240 |
| **Texas — 0.0%** |  |  |
| Texas Transportation Commission State Highway Fund RB, First Class, 5.18%, 04/01/30 | 110 | 112911 |
| **Total Municipal Debt Obligations — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $4,568,744)** |  | 4120300 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government & Agency Obligations** |  |  |
| **U.S. Government Agency Obligations — 2.0%** |  |  |
| Federal Farm Credit Banks Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 05/10/23 | $25 | $24494 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 02/26/24 | 115 | 109051 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 09/09/30 (Call 12/07/22) | 700 | 556178 |
| Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 06/02/23 | 25 | 24425 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/04/25 | 75 | 67691 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/14/25 | 705 | 645639 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/23/26 (Call 12/23/22) | 127 | 113312 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/15/24 | 115 | 109388 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/09/23 | 5000 | 4930500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 09/08/23 | 25 | 24552 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/13/24 | 220 | 214687 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/13/24 | 300 | 289947 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/09/22 | 2095 | 2094225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/10/28 | 75 | 71276 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/13/25 | 3730 | 3620450 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/09/28 | 337 | 324999 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/16/28 | 2470 | 2387774 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 10/16/23 | 75 | 72004 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/26/23 | 3050 | 2973719 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/24/23 | 348 | 336746 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/08/23 | 75 | 72416 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 11/06/23 | 75 | 71939 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 12/04/23 | 1774 | 1695518 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/20/23 | 74 | 72800 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/21/25 | 875 | 792846 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/23/25 | 675 | 607372 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.41%, 10/28/24 (Call 01/28/23) | 150 | 138369 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/12/25<sup>(a)</sup> | 4538 | 4267807 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/19/23 | 2050 | 2027183 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 09/15/29 | 50 | 58096 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 03/15/31 | 1075 | 1275530 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/10/23 | 4099 | 3989803 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 08/25/25 | 21 | 18968 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 06/17/25 | 2287 | 2084486 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 04/22/25 | 270 | 247239 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/08/27<sup>(a)</sup> | 1807 | 1562151 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 12/18/26 (Call 12/18/22) | 60 | 52442 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 08/05/30 | 2550 | 2030029 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/15/24 | 25 | 23733 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/07/25 | 750 | 708098 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/02/24 | 405 | 388018 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 09/24/26 | 2591 | 2393462 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/24/26 | 25 | 23459 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 01/19/23 | 694 | 691960 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 02/05/24 | 25 | 24403 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/06/24 | 910 | 882472 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/12/23 | 350 | 344768 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.03%, 10/08/27 | 320 | 348326 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 05/15/29 | 1110 | 1251625 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 11/15/30 | 1075 | 1265071 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.13%, 01/15/30 | 25 | 29754 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 05/15/30 | 50 | 60344 |
|  |  | 48491544 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government Obligations — 61.9%** |  |  |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 12/15/23 | $8350 | $7961856 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 01/15/24 | 8300 | 7889863 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.13%, 02/15/24 | 6000 | 5680547 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 03/15/24 | 11900 | 11249219 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/15/24 | 9000 | 8449102 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/15/24 | 14000 | 13102031 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/31/25 | 6800 | 6169406 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 06/30/25 | 4000 | 3626563 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 07/31/25 | 8600 | 7766203 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 08/31/25 | 15050 | 13542648 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 09/30/25 | 10250 | 9221797 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 10/31/25 | 9950 | 8918465 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/15/24 | 20100 | 18969375 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 07/15/24 | 6400 | 5988750 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 08/15/24 | 8050 | 7508826 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 04/30/25 | 4000 | 3651250 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 11/30/25 | 15000 | 13444922 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 12/31/25 | 14030 | 12562331 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 01/31/26 | 20200 | 18015875 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 03/31/25 | 2500 | 2296680 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 02/28/26 | 17700 | 15802781 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 04/30/27 | 2000 | 1729531 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 05/31/27 | 7900 | 6806961 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/31/27 | 10100 | 8598414 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 10/15/24 | 3000 | 2798203 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 07/31/26 | 19200 | 17014500 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/31/27 | 3850 | 3351605 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/31/27 | 9200 | 7846594 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/15/24 | 11000 | 10256211 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 03/31/26 | 8700 | 7825242 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 04/30/26 | 9400 | 8424750 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/31/26 | 5640 | 5042953 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/31/26 | 19000 | 16877344 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/31/28 | 12000 | 10278750 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 06/30/26 | 14600 | 13088672 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/30/26 | 9000 | 8017031 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 12/15/24 | 8200 | 7668281 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 07/31/28 | 13000 | 11147500 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 01/15/25 | 16800 | 15717188 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/28/25 | 4000 | 3732500 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/31/26 | 16000 | 14370000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/28/27 | 2800 | 2499000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/29/28 | 14000 | 12219375 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 08/31/28 | 28300 | 24408750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 02/15/31 | 20500 | 16989375 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/30/26 | 11100 | 10004742 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/31/26 | 8000 | 7195625 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/31/28 | 16500 | 14468438 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 04/30/28 | 10000 | 8753125 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 05/31/28 | 19000 | 16595312 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 06/30/28 | 10500 | 9153047 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 09/30/28 | 41500 | 35985039 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 08/15/31 | 28500 | 23476875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/31/25 | 5000 | 4700781 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/31/28 | 11190 | 9757156 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 12/31/28 | 8500 | 7403633 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 11/15/31 | 34100 | 28223078 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/29/24 | 6800 | 6541813 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 09/30/24 | 3220 | 3054598 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/31/24 | $5000 | $4738281 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/30/24 | 7000 | 6618281 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/25 | 9500 | 8939648 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 08/15/26 | 12000 | 10978125 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/31/27 | 9000 | 8168203 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/30/28 | 16500 | 14472305 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/30 | 3200 | 2764500 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 02/15/26 | 11700 | 10848094 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/15/26 | 12000 | 11076563 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 09/30/26 | 4000 | 3672188 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/30/26 | 6000 | 5489531 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/15/31 | 23000 | 19675781 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 06/30/24 | 5560 | 5325655 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 07/31/24 | 2000 | 1911172 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/31/24 | 4850 | 4604469 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/25 | 10000 | 9457031 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/31/29 | 10750 | 9549023 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 08/31/24 | 4500 | 4301191 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/30/26 | 3000 | 2790938 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/28/27 | 10000 | 9211719 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/28/29 | 8000 | 7161875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/15/32 | 24710 | 21293070 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 04/30/24 | 10550 | 10171271 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 05/31/24 | 6000 | 5773594 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/30/24 | 12000 | 11534531 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/15/25 | 10000 | 9515625 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/15/25 | 18700 | 17672961 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/15/26 | 12400 | 11516500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/29/24 | 4800 | 4652063 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/31/24 | 19200 | 18578250 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 07/31/24 | 7750 | 7450898 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/30/24 | 3000 | 2880000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/30/24 | 3000 | 2873320 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/15/25 | 14800 | 14081969 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/31/23 | 8000 | 7789375 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/31/24 | 15300 | 14827254 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/30/24 | 13500 | 13059141 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/31/24 | 7000 | 6728477 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/24 | 11000 | 10562148 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/25 | 10000 | 9492969 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/15/27 | 8900 | 8326367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 08/15/27 | 8000 | 7450000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/27 | 16980 | 15760889 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 02/29/24 | 3000 | 2918203 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 11200 | 10805813 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/15/27 | 11000 | 10319375 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 03/31/29 | 11000 | 10125156 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/15/29 | 9000 | 8283516 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 01/31/24 | 4000 | 3900156 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/30/24 | 7820 | 7593953 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/15/24 | 21025 | 20400820 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 05/31/24 | 15000 | 14545806 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/31/27 | 7000 | 6612266 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/31/25 | 5000 | 4826953 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/31/27 | 8041 | 7634019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/15/29 | 12922 | 12085099 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 07/31/29 | 9500 | 8867656 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/15/24 | 7940 | 7759179 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/15/25 | 8972 | 8668083 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/30/25 | 15000 | 14497266 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **U.S. Government Obligations (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/31/25 | $6250 | $6026367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/30/27 | 9000 | 8588672 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/31/27 | 11000 | 10483516 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/15/28 | 9990 | 9472549 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/31/29 | 16000 | 15051250 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 08/15/32 | 20800 | 19275750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/30/25 | 12350 | 11965992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/31/25 | 5900 | 5714703 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/25 | 9500 | 9206836 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/31/25 | 2000 | 1936719 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/30/25 | 5500 | 5315664 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/15/28 | 6000 | 5715469 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/15/28 | 25150 | 23923937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/30/29 | 9000 | 8532422 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/15/32 | 22120 | 20744412 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/30/24 | 22000 | 21477500 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/31/24 | 17500 | 17083008 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/15/25 | 8400 | 8158500 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/30/25 | 2200 | 2135547 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/31/25 | 2000 | 1940156 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/15/25 | 6000 | 5844844 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/31/29 | 15000 | 14437500 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/31/24 | 10000 | 9799219 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/30/29 | 9200 | 8915375 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/25 | 8500 | 8364531 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/27 | 5000 | 5020313 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/30/29 | 12500 | 12593750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/29 | 4000 | 4035625 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/31/29 | 11700 | 11884641 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/27 | 8800 | 8915500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/15/32 | 6000 | 6237188 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/30/24 | 8200 | 8175656 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/15/25 | 17000 | 17066406 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/31/24 | 11700 | 11699543 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/25 | 5000 | 5057031 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/28 | 950 | 1018133 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/15/29 | 150 | 161203 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/15/31 | 500 | 557344 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 08/15/28 | 8500 | 9193281 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 02/15/26 | 500 | 527852 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/26 | 4000 | 4358125 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 08/15/25 | 1000 | 1065781 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 11/15/24 | 550 | 581732 |
|  |  | 1545688588 |
| **Total U.S. Government & Agency Obligations — 63.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $1,708,828,746)** |  | 1594180132 |
| **Total Long-Term Investments — 99.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $2,661,704,083)** |  | 2471087719 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Intermediate Government/Credit Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares <br> (000)* | *Value* |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 1.3%** |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(f)(g)(h)</sup> | 30916 | $30915612 |
| **Total Short-Term Securities — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $30,915,612)** |  | 30915612 |
| **Total Investments — 100.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**(Cost: $2,692,619,695)** |  | 2502003331 |
| **Liabilities in Excess of Other Assets — (0.3)%** |  | (6350952) |
| **Net Assets — 100.0%** |  | $2495652379 |

---

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

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

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

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

<sup>(e)</sup> U.S. 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 <br> 02/28/22* | *Purchases <br> at Cost* | *Proceeds <br> from Sale* | *Net Realized <br> Gain (Loss)* | *Change in <br> Unrealized <br> Appreciation <br> (Depreciation)* | *Value at <br> 11/30/22* | *Shares <br> Held at <br> 11/30/22 <br> (000)* | *Income* | *Capital Gain <br> Distributions from <br> Underlying Funds* |
| BlackRock Cash Funds: Treasury, SL Agency Shares. | $54997080 | $– $| (24081468)<sup>(a)</sup> | $— | $— | $30915612 | 30916 | $185121 <sup>(b)</sup> | $— |

---

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

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

**Fair Value Hierarchy as of Period End**

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

● 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> **Intermediate Government/Credit 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;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $777479684 | $— | $777479684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 95307603 |  | 95307603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Debt Obligations |  | 4120300 |  | 4120300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government & Agency Obligations |  | 1594180132 |  | 1594180132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 30915612 |  |  | 30915612 |
|  | $30915612 | $2471087719 | $— | $2502003331 |

---

**Portfolio Abbreviation**

---

| | |
|:---|:---|
| BAB | Build America Bond |
| CMT | Constant Maturity Treasury |
| GO | General Obligation |
| LIBOR | London Interbank Offered Rate |

---

NPFGC National Public Finance Guarantee Corp. <br> RB Revenue Bond <br> 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 Intermediate Government/Credit Bond ETF

- **b. EDGAR series identifier (if any):** S000013700

- **c. LEI of Series:** 549300USOBX01WS0GK74

**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:** $2535336834.07

**Total Liabilities:** $39692219.77

**Net Assets:** $2495644614.30

**Delayed Delivery Securities:** $349765.50

**Cash Not Reported:** $8191.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 20.90000000 | **1-Year:** 38770.81000000 | **5-Year:** 285289.79000000 | **10-Year:** 65510.35000000 | **30-Year:** 202.94000000

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

- **3-Month:** 0.00000000 | **1-Year:** 29.99000000 | **5-Year:** 0.00000000 | **10-Year:** 56.15000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000037542 | -2.69%               | -0.45%               | 2.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3383429.17             | $-65020434.89                              |
| Month 2  | $-3947647.65             | $-10632519.29                              |
| Month 3  | $-4339851.58             | $52981324.84                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $200457.60    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126288.50    | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AFW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    220000 | PA      | $214687.00    | 0.01%             | 2024-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136174.61    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171774.00    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407745.00    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $51912.85     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    611000 | PA      | $556199.41    | 0.02%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    230000 | PA      | $191829.20    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91485.45     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    190000 | PA      | $176333.30    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    467000 | PA      | $459411.25    | 0.02%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69569.10     | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242032.50    | 0.01%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    145000 | PA      | $165015.80    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28275.00     | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |     80000 | PA      | $61556.00     | 0.00%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    168000 | PA      | $142131.36    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $408056.00    | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112506.00    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $196391.25    | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    436000 | PA      | $398534.52    | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4196.95      | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131024.10    | 0.01%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     90000 | PA      | $72256.50     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $197436.30    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133901.40    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84277.60     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259625.80    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    388000 | PA      | $368208.12    | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60255.00     | 0.00%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195988.92    | 0.01%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    185000 | PA      | $153070.85    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28603.40     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164213.20    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123964.70    | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26785.50     | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41610.40     | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123526.80    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11076562.56  | 0.44%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705832.00    | 0.03%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $677768.00    | 0.03%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    526000 | PA      | $510314.68    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132800.60    | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97422.00     | 0.00%             | 2024-04-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FK4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $9634.70      | 0.00%             | 2024-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160651.70    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37602.95     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265733.12    | 0.01%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273767.20    | 0.01%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $219984.60    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80118.45     | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96448.00     | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $601908.40    | 0.02%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219135.35    | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202732.70    | 0.01%             | 2024-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $80350.00     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    294000 | PA      | $272890.80    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    280000 | PA      | $260968.40    | 0.01%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $212583.30    | 0.01%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    110000 | PA      | $81878.50     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    242000 | PA      | $231872.30    | 0.01%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199878.80    | 0.01%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14327.10     | 0.00%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8900000 | PA      | $8326367.23   | 0.33%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307804.20    | 0.01%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $153142.00    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80570.65     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223240.60    | 0.01%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33972.00     | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    116000 | PA      | $110686.04    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163336.25    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67293.10     | 0.00%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197620.50    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     55000 | PA      | $53075.00     | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143328.50    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308547.20    | 0.01%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    644000 | PA      | $607723.48    | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    220000 | PA      | $183486.60    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175584.70    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $86835.00     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    570000 | PA      | $530652.90    | 0.02%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $103990.50    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117046.25    | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    435000 | PA      | $539308.65    | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164906.00    | 0.01%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7195625.04   | 0.29%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    458000 | PA      | $436570.18    | 0.02%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20686.00     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    120000 | PA      | $100209.60    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $78960.75     | 0.00%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    235000 | PA      | $211422.45    | 0.01%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    245000 | PA      | $213399.90    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    145000 | PA      | $124798.60    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    290000 | PA      | $277796.80    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     50000 | PA      | $37773.00     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76125.60     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    185000 | PA      | $145815.15    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $220907.05    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149539.50    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38876.80     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166988.50    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $30882.60     | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    515000 | PA      | $510210.50    | 0.02%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    315000 | PA      | $292590.90    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74606.81     | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14345.85     | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12922000 | PA      | $12085098.66  | 0.48%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179911.00    | 0.01%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275737.50    | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $37726.80     | 0.00%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    372000 | PA      | $354251.88    | 0.01%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $451990.90    | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    299000 | PA      | $293641.92    | 0.01%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71828.90     | 0.00%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10711.40     | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    287000 | PA      | $282212.84    | 0.01%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $261361.80    | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $149631.55    | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    395000 | PA      | $385907.10    | 0.02%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS HOME & SE                                                         | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121952.60    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    646000 | PA      | $603318.78    | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    379000 | PA      | $349123.43    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79089.36     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133950.40    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    190000 | PA      | $181803.40    | 0.01%             | 2028-09-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    279000 | PA      | $237055.14    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    530000 | PA      | $499106.30    | 0.02%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39075.20     | 0.00%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $372459.00    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158004.00    | 0.01%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32859.61     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |     80000 | PA      | $60889.60     | 0.00%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219362.00    | 0.01%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $74478.60     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166613.40    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $215548.75    | 0.01%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245653.20    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113071.45    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $106794.75    | 0.00%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10795.30     | 0.00%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12702.00     | 0.00%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87886.80     | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379028.65    | 0.02%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146532.75    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28946.05     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238558.50    | 0.01%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126172.50    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $311948.80    | 0.01%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology Inc                                                           | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156562.20    | 0.01%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185797.20    | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $105547.00    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    187000 | PA      | $175359.25    | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150032.25    | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113019.20    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32205.20     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    544000 | PA      | $510505.92    | 0.02%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     75000 | PA      | $70263.75     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $387864.10    | 0.02%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $187510.00    | 0.01%             | 2026-05-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    238000 | PA      | $225014.72    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99512.40     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Kinross Gold Corp                                                                | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $142059.58    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29792.70     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258725.55    | 0.01%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    141000 | PA      | $134308.14    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    165000 | PA      | $132003.30    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    463000 | PA      | $444947.63    | 0.02%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    188000 | PA      | $163012.92    | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249061.80    | 0.01%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14036.85     | 0.00%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $182574.00    | 0.01%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |     55000 | PA      | $49078.15     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    880000 | PA      | $733004.80    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71264.85     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120754.02    | 0.00%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137678.95    | 0.01%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76743.20     | 0.00%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52757.10     | 0.00%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $50854.65     | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95190.95     | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DQ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    220000 | PA      | $206153.20    | 0.01%             | 2025-02-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239822.10    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    241000 | PA      | $237187.38    | 0.01%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83281.75     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $8915375.00   | 0.36%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208788.80    | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131407.65    | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254529.00    | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78966.90     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $71275.50     | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | Southern Power Co                                                               | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206677.80    | 0.01%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99041.00     | 0.00%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100055.52    | 0.00%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231379.20    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73631.20     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    220000 | PA      | $198077.00    | 0.01%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228711.40    | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22746.75     | 0.00%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132815.70    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     70000 | PA      | $66602.20     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     50000 | PA      | $42850.50     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4826953.15   | 0.19%             | 2025-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    159000 | PA      | $149232.63    | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155576.98    | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $207297.00    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199077.50    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    654000 | PA      | $607369.80    | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $97082.40     | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    613000 | PA      | $578561.66    | 0.02%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201066.05    | 0.01%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17869.80     | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    225000 | PA      | $191508.75    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80431.20     | 0.00%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180738.60    | 0.01%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28998.60     | 0.00%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    710000 | PA      | $592416.90    | 0.02%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69210.40     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    335000 | PA      | $285557.35    | 0.01%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107155.40    | 0.00%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199483.45    | 0.01%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114659.60    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24425.75     | 0.00%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     15000 | PA      | $13135.95     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $129712.24    | 0.01%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    675000 | PA      | $601533.00    | 0.02%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142623.45    | 0.01%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1075000 | PA      | $1265070.75   | 0.05%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89833.00     | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAR5<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     25000 | PA      | $24021.75     | 0.00%             | 2024-06-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    678000 | PA      | $660019.44    | 0.03%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142879.00    | 0.01%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $340824.85    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100398.60    | 0.00%             | 2025-11-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $225818.60    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                  | SSM Health Care Corp                                                            | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23764.00     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72760.00     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $96628.00     | 0.00%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12631.50     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    365000 | PA      | $343260.60    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    136000 | PA      | $144614.24    | 0.01%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437879.20    | 0.02%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    722000 | PA      | $699524.14    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118400.40    | 0.00%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217591.50    | 0.01%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84019.95     | 0.00%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114234.40    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181381.20    | 0.01%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27775.75     | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19476.60     | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CL0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    156000 | PA      | $147970.68    | 0.01%             | 2024-12-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90991.45     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121537.00    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    163000 | PA      | $150034.98    | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31054.45     | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257157.50    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    141000 | PA      | $131338.68    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92286.70     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    668000 | PA      | $610491.88    | 0.02%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $576091.60    | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $176222.00    | 0.01%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159740.60    | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                                                 | BGC Partners Inc                                                                | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65882.58     | 0.00%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    451000 | PA      | $460971.61    | 0.02%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    480000 | PA      | $462480.00    | 0.02%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122387.20    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    477000 | PA      | $460872.63    | 0.02%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54704.65     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119014.65    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177909.25    | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    200000 | PA      | $165784.00    | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    214000 | PA      | $209734.98    | 0.01%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91798.20     | 0.00%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    478000 | PA      | $471494.42    | 0.02%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172340.00    | 0.01%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147501.00    | 0.01%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19200000 | PA      | $17014500.10  | 0.68%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    181000 | PA      | $173426.96    | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bestfoods                                                                        | Bestfoods                                                                       | CUSIP: 126149AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $77161.00     | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN CA                                                              | Schlumberger Finance Canada Ltd                                                 | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $132954.85    | 0.01%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211530.00    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $342468.50    | 0.01%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317639.70    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135164.40    | 0.01%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202668.90    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72216.00     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $163523.80    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113095.59    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105979.22    | 0.00%             | 2023-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63198.80     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136493.00    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173938.00    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88840.80     | 0.00%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20800000 | PA      | $19275750.00  | 0.77%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $72003.75     | 0.00%             | 2023-10-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    458000 | PA      | $454038.30    | 0.02%             | 2023-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    354000 | PA      | $340339.14    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CL0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    270000 | PA      | $245913.30    | 0.01%             | 2026-09-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     55000 | PA      | $51329.30     | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $617888.70    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149288.00    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    707000 | PA      | $695744.56    | 0.03%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $166433.75    | 0.01%             | 2024-01-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195413.40    | 0.01%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    354000 | PA      | $345507.54    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $97089.55     | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5680546.86   | 0.23%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252324.80    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    338000 | PA      | $308810.32    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130220.15    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    159000 | PA      | $143662.86    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $187768.80    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $299962.20    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $216150.00    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118901.95    | 0.00%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131652.58    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12723.90     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136553.56    | 0.01%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    295000 | PA      | $234578.10    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    437000 | PA      | $437109.25    | 0.02%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38769.20     | 0.00%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1025000 | PA      | $913418.50    | 0.04%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $279561.60    | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $159532.20    | 0.01%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                         | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135107.61    | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49657.82     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $301827.50    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    785000 | PA      | $646596.65    | 0.03%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13104.30     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77992.00     | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3351605.49   | 0.13%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261459.00    | 0.01%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163486.00    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                         | Aegon NV                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177518.00    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8588671.92   | 0.34%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $343867.20    | 0.01%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    366000 | PA      | $359115.54    | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44897.50     | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115245.60    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $317107.80    | 0.01%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531308.50    | 0.02%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19200000 | PA      | $18578250.05  | 0.74%             | 2024-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139909.50    | 0.01%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17810.80     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $189078.63    | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     35000 | PA      | $34179.25     | 0.00%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28194.60     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AH3<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180367.60    | 0.01%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175805.00    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $94165.00     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                  | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    151000 | PA      | $138935.10    | 0.01%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56233.80     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $235690.00    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179187.45    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    339000 | PA      | $301309.98    | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $151257.10    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22277.60     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380695.95    | 0.02%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160853.80    | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $143055.22    | 0.01%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82870.20     | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $70495.50     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137611.50    | 0.01%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140100.48    | 0.01%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155886.00    | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | KOREA DEVELOPMENT BANK                                                          | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192296.00    | 0.01%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126812.40    | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    235000 | PA      | $192888.00    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    148000 | PA      | $132122.56    | 0.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    188000 | PA      | $181790.36    | 0.01%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265529.60    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90986.97     | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123915.00    | 0.00%             | 2025-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $543953.75    | 0.02%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AE3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174667.75    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309331.75    | 0.01%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536835.05    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107785.00    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176992.00    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                         | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18344 | PA      | $16337.13     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | Kemper Corp                                                                     | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44066.25     | 0.00%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CA                                                                 | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $201965.76    | 0.01%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $401587.65    | 0.02%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51190.20     | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $191308.05    | 0.01%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76929.38     | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    248000 | PA      | $239905.28    | 0.01%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $194757.75    | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13898.25     | 0.00%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243062.50    | 0.01%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     69000 | PA      | $63869.85     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     85000 | PA      | $75202.05     | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    212000 | PA      | $200414.20    | 0.01%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131146.95    | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $361315.50    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $91736.25     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77048.30     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $30507.05     | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $53446.90     | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    232000 | PA      | $211839.20    | 0.01%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169488.00    | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5715.45      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                                             | Kansas City Southern/Old                                                        | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121847.60    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    435000 | PA      | $409000.05    | 0.02%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42145.50     | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81912.80     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $60883.50     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    745000 | PA      | $695062.65    | 0.03%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $176910.90    | 0.01%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | Emerson Electric Co                                                             | CUSIP: 291011BG8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198421.55    | 0.01%             | 2025-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204499.35    | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35318.25     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     15000 | PA      | $14041.05     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32139.10     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    285000 | PA      | $273089.85    | 0.01%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23222.75     | 0.00%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149384.00    | 0.01%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189298.20    | 0.01%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     95000 | PA      | $88381.35     | 0.00%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51701.10     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199083.55    | 0.01%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $111368.40    | 0.00%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48630.60     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199305.00    | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    320000 | PA      | $300582.40    | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230173.10    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    845000 | PA      | $823030.00    | 0.03%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $33461.40     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    655000 | PA      | $518078.80    | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $62247.75     | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RQ25<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9555.20      | 0.00%             | 2024-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27874.20     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126516.80    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228206.15    | 0.01%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DJ4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     50000 | PA      | $47264.00     | 0.00%             | 2024-03-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101445.50    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42629.00     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    262000 | PA      | $255958.28    | 0.01%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114723.75    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1774000 | PA      | $1695518.24   | 0.07%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18503.31     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    670000 | PA      | $627274.10    | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $241404.80    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443619.00    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $504128.40    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $232697.70    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97142.00     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94316.20     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    229000 | PA      | $223174.24    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                                                            | Credit Suisse USA Inc                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134396.55    | 0.01%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140784.00    | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88478.25     | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19556.20     | 0.00%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $72415.50     | 0.00%             | 2023-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     94000 | PA      | $89064.06     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $243523.60    | 0.01%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97148.00     | 0.00%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88491.90     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257588.10    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153800.00    | 0.01%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    328000 | PA      | $312292.08    | 0.01%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    184000 | PA      | $178100.96    | 0.01%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65184.70     | 0.00%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    815000 | PA      | $684559.25    | 0.03%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    355000 | PA      | $334552.00    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200084.00    | 0.01%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209547.60    | 0.01%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61360.65     | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298038.00    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    632000 | PA      | $598838.96    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $151236.80    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    174000 | PA      | $160638.54    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111735.80    | 0.00%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48545.00     | 0.00%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    149000 | PA      | $143364.82    | 0.01%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $50967.00     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $286226.10    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $382866.84    | 0.02%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    371000 | PA      | $355963.37    | 0.01%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    694000 | PA      | $691959.64    | 0.03%             | 2023-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Tosco Corp                                                                       | Tosco Corp                                                                      | CUSIP: 891490AT1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23684.20     | 0.00%             | 2030-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50363.50     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168890.40    | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    125000 | PA      | $101876.25    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     85000 | PA      | $75520.80     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    322000 | PA      | $318763.90    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67748.25     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266513.50    | 0.01%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $62560.40     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133992.60    | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    710000 | PA      | $657665.90    | 0.03%             | 2024-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99108.15     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland Government International Bond                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    512000 | PA      | $491156.48    | 0.02%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $159703.25    | 0.01%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     15000 | PA      | $12617.85     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $233421.30    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    184000 | PA      | $171916.72    | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116601.60    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $307061.00    | 0.01%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    958000 | PA      | $906392.54    | 0.04%             | 2025-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53203.70     | 0.00%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111812.50    | 0.00%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58661.40     | 0.00%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $211557.50    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141147.35    | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $137733.00    | 0.01%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $226876.00    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147402.50    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128691.85    | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     35000 | PA      | $32576.95     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    323000 | PA      | $296355.73    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157428.00    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73092.78     | 0.00%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    306000 | PA      | $283827.24    | 0.01%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2591000 | PA      | $2393462.16   | 0.10%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    385000 | PA      | $315623.00    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165257.75    | 0.01%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8449101.54   | 0.34%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119363.75    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    292000 | PA      | $282159.60    | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224322.36    | 0.01%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $487805.24    | 0.02%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    980000 | PA      | $899728.20    | 0.04%             | 2025-04-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167565.60    | 0.01%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134499.40    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    545000 | PA      | $510000.10    | 0.02%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86149.80     | 0.00%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204687.35    | 0.01%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105852.50    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207548.10    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $158214.90    | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    760000 | PA      | $682092.40    | 0.03%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    155000 | PA      | $153189.60    | 0.01%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $69665.40     | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                         | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189112 | PA      | $165110.32    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                                                         | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38778.40     | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     40000 | PA      | $33559.20     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282192.00    | 0.01%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    226000 | PA      | $210914.50    | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114296.00    | 0.00%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241562.40    | 0.01%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    613000 | PA      | $537741.99    | 0.02%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111668.56    | 0.00%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    357000 | PA      | $423634.05    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23303.75     | 0.00%             | 2025-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58569.60     | 0.00%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9213.10      | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                                      | Markel Corp                                                                     | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70136.80     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $14472304.77  | 0.58%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33602.00     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92290.00     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113793.10    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    352000 | PA      | $339458.24    | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $146410.85    | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $160234.80    | 0.01%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $72099.75     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23554.75     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     50000 | PA      | $44304.00     | 0.00%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102181.30    | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    442000 | PA      | $423157.54    | 0.02%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231419.10    | 0.01%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83005.65     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    280000 | PA      | $250633.60    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                           | CUSIP: 445545AJ5<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |         0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120109.50    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    237000 | PA      | $233836.05    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137223.12    | 0.01%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250252.60    | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71926.50     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $70569.80     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586698.00    | 0.02%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    765000 | PA      | $620644.50    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135087.40    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    105000 | PA      | $103315.80    | 0.00%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109933.75    | 0.00%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150996.60    | 0.01%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104351.36    | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $575425.20    | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    185000 | PA      | $163355.00    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    117000 | PA      | $103678.38    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $347366.90    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208595.25    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $79461.60     | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    797000 | PA      | $756209.54    | 0.03%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126133.35    | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203855.90    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $557343.75    | 0.02%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103564.12    | 0.00%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $637469.00    | 0.03%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127125.85    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JV7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    590000 | PA      | $578624.80    | 0.02%             | 2024-08-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    229000 | PA      | $213373.04    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL                                                          | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $9577.70      | 0.00%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199435.50    | 0.01%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49227.50     | 0.00%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114955.50    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171469.80    | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194960.00    | 0.01%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229454.00    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    306000 | PA      | $297496.26    | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42365.50     | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74144.00     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140750.85    | 0.01%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73087.00     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $20098.00     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20856.75     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    253000 | PA      | $248552.26    | 0.01%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4871.45      | 0.00%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL PLC                                                                   | Prudential PLC                                                                  | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88811.00     | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54382.90     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79564.25     | 0.00%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $179497.70    | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130ALGJ7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    126750 | PA      | $113311.97    | 0.00%             | 2026-03-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     15000 | PA      | $13808.25     | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197255.10    | 0.01%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193807.00    | 0.01%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $225873.90    | 0.01%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1170000 | PA      | $1078564.50   | 0.04%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     60000 | PA      | $49545.00     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    471000 | PA      | $437347.05    | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106766.00    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    342000 | PA      | $331685.28    | 0.01%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    635000 | PA      | $619118.65    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61843.60     | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81877.00     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35881.20     | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250377.00    | 0.01%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217117.75    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95302.00     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    290000 | PA      | $262409.40    | 0.01%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $68876.00     | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130A3GE8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $289947.00    | 0.01%             | 2024-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133197.00    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    297000 | PA      | $246833.73    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    267000 | PA      | $258226.38    | 0.01%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $176582.00    | 0.01%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $43452.00     | 0.00%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52803.50     | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    397000 | PA      | $389921.49    | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $497426.95    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70228.20     | 0.00%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     35000 | PA      | $27288.10     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207110.00    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    338000 | PA      | $316986.54    | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $170487.00    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    384000 | PA      | $372180.48    | 0.01%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70393.50     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308160.00    | 0.01%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14556.00     | 0.00%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     60000 | PA      | $51913.80     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78859.50     | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112554.00    | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87983.00     | 0.00%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    190000 | PA      | $153765.10    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $413623.50    | 0.02%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    211000 | PA      | $202895.49    | 0.01%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $563673.60    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    143000 | PA      | $138255.26    | 0.01%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    105000 | PA      | $101759.33    | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69097.70     | 0.00%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54905.50     | 0.00%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353786.60    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    270000 | PA      | $247239.00    | 0.01%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    134000 | PA      | $125476.26    | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217877.10    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    198000 | PA      | $182076.84    | 0.01%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    848000 | PA      | $848110.24    | 0.03%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26393.10     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210350.00    | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    134000 | PA      | $125134.56    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $324418.50    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $45835.35     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83783.61     | 0.00%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $203583.50    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289389.00    | 0.01%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EF0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4902.10      | 0.00%             | 2024-01-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $19413.80     | 0.00%             | 2025-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     65000 | PA      | $54351.70     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222650.40    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18720.24     | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43151.60     | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90006.00     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67198.50     | 0.00%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    540000 | PA      | $460927.80    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32786.00     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    553000 | PA      | $509528.67    | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $159048.00    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201314.10    | 0.01%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $58096.00     | 0.00%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    336000 | PA      | $322140.00    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    321000 | PA      | $306243.63    | 0.01%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210546.24    | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    140000 | PA      | $132462.40    | 0.01%             | 2026-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $201942.55    | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164589.25    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $165830.00    | 0.01%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185801.85    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $151006.30    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109033.80    | 0.00%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22125.00     | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19299.20     | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154018.50    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $219729.60    | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237996.60    | 0.01%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45450.00     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    210000 | PA      | $197694.00    | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conoco Funding Co                                                                | Conoco Funding Co                                                               | CUSIP: 20825UAC8<br>LEI: XX71EBFZWSRCIL200314 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $74918.35     | 0.00%             | 2031-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    612000 | PA      | $535793.76    | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39109.20     | 0.00%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    329000 | PA      | $323587.95    | 0.01%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    145000 | PA      | $137971.85    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74457.75     | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $153982.00    | 0.01%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9725.40      | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    325000 | PA      | $275925.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $207429.75    | 0.01%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66326.40     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    447000 | PA      | $433111.71    | 0.02%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    604000 | PA      | $571746.40    | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140508.00    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    585000 | PA      | $511085.25    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    466000 | PA      | $395004.90    | 0.02%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87694.20     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17834.80     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8041100 | PA      | $7634019.31   | 0.31%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CC0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     50000 | PA      | $49383.50     | 0.00%             | 2024-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    571000 | PA      | $555211.85    | 0.02%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    200000 | PA      | $159070.00    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                               | First Horizon Corp                                                              | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101420.55    | 0.00%             | 2025-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    225000 | PA      | $216108.00    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17612.00     | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $322262.15    | 0.01%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    389000 | PA      | $360921.98    | 0.01%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2018-1 AA PTT                                                         | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28319 | PA      | $23834.39     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49397.00     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125101.50    | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $330018.15    | 0.01%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    220000 | PA      | $215050.00    | 0.01%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    295000 | PA      | $234168.05    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    335000 | PA      | $312722.50    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    345000 | PA      | $310275.75    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66854.20     | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89038.00     | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    337000 | PA      | $326600.18    | 0.01%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32167.45     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141462.00    | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62399.40     | 0.00%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    151000 | PA      | $131549.69    | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142152.05    | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46002.50     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $7825242.23   | 0.31%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $190662.30    | 0.01%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53174.00     | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183902.90    | 0.01%             | 2024-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15050000 | PA      | $13542648.44  | 0.54%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                  | Credit Agricole Corporate & Investment Bank SA                                  | CUSIP: 22533AE52<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $46766.50     | 0.00%             | 2024-06-28      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263415.30    | 0.01%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4677.15      | 0.00%             | 2024-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3626562.52   | 0.15%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $230841.04    | 0.01%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235025.00    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12789.60     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129180.80    | 0.01%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55410.60     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    665000 | PA      | $652478.05    | 0.03%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174070.20    | 0.01%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $107883.60    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    108000 | PA      | $99202.32     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179272.40    | 0.01%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89580.00     | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117297.75    | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    674000 | PA      | $652519.62    | 0.03%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    227000 | PA      | $206068.33    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65368.80     | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA Inc                                                                    | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248976.90    | 0.01%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    255000 | PA      | $210334.20    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36876.40     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139495.50    | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57589.50     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188163.30    | 0.01%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95118.77     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $323414.80    | 0.01%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115033.80    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                    | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294720.00    | 0.01%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    552000 | PA      | $519409.92    | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133357.00    | 0.01%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAA4<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    450000 | PA      | $434682.00    | 0.02%             | 2024-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23765.75     | 0.00%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    825000 | PA      | $776679.75    | 0.03%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11900000 | PA      | $11249218.75  | 0.45%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288351.00    | 0.01%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98257.76     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                           | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41526 | PA      | $37304.99     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $244433.10    | 0.01%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $190975.95    | 0.01%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118099.68    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2918203.14   | 0.12%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    675000 | PA      | $607371.75    | 0.02%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85566.50     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    330000 | PA      | $267342.90    | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43752.15     | 0.00%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    335000 | PA      | $301891.95    | 0.01%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9765.90      | 0.00%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.20      | 0.00%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    105000 | PA      | $75081.30     | 0.00%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251978.16    | 0.01%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126137.45    | 0.01%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58582.15     | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $85362.00     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102604.15    | 0.00%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $76974.30     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $79158.00     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56384.40     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57947.50     | 0.00%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214395.75    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    301000 | PA      | $293237.21    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65256.10     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5489531.28   | 0.22%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4808.85      | 0.00%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $64740.90     | 0.00%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87223.00     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    175000 | PA      | $153651.75    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204724.00    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9799218.80   | 0.39%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     45000 | PA      | $40681.80     | 0.00%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $529644.00    | 0.02%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    258000 | PA      | $245172.24    | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78224.65     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    378000 | PA      | $365783.04    | 0.01%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI Communications Inc                                                          | CUSIP: 872287AL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165547.50    | 0.01%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197150.55    | 0.01%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $860234.50    | 0.03%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137723.90    | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221179.50    | 0.01%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139697.25    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23141.70     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106715.70    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43489.80     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $254082.76    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    187000 | PA      | $173924.96    | 0.01%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82431.00     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311955.20    | 0.01%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37541.60     | 0.00%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136205.79    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191616.00    | 0.01%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55039.80     | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    255000 | PA      | $202143.60    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    131000 | PA      | $117961.57    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51583.20     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                          | CUSIP: 12591DAC5<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $553789.60    | 0.02%             | 2024-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169203.45    | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    337000 | PA      | $328433.46    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     30000 | PA      | $27718.80     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $61587.40     | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165722.70    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222952.80    | 0.01%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $229177.50    | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506113.80    | 0.02%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $392284.20    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169421.40    | 0.01%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62031.60     | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    253000 | PA      | $244162.71    | 0.01%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    240000 | PA      | $202394.40    | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AK5E2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $67691.25     | 0.00%             | 2025-09-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $216290.25    | 0.01%             | 2025-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87690.75     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97240.00     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14497265.70  | 0.58%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43038.45     | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197424.00    | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188652.75    | 0.01%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95846.00     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247455.00    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85319.50     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132582.15    | 0.01%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142846.40    | 0.01%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    717000 | PA      | $854585.13    | 0.03%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157642.75    | 0.01%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    602000 | PA      | $571406.36    | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55531.45     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131402.60    | 0.01%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    372000 | PA      | $339342.12    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63683.10     | 0.00%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    130000 | PA      | $100690.20    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1235000 | PA      | $978564.60    | 0.04%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $290034.00    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154774.00    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53097.55     | 0.00%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                         | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    283000 | PA      | $278234.28    | 0.01%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866AU2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19328.20     | 0.00%             | 2025-08-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    235000 | PA      | $202537.10    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239088.00    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123340.00    | 0.00%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    266000 | PA      | $256346.86    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $125076.15    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    345000 | PA      | $317838.15    | 0.01%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131305.05    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    224000 | PA      | $221094.72    | 0.01%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28500000 | PA      | $23476875.00  | 0.94%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    310000 | PA      | $260896.00    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $60870.70     | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183090.00    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1190000 | PA      | $1146541.20   | 0.05%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    212000 | PA      | $179318.08    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305665.50    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57715.80     | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | Sanofi                                                                          | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192580.00    | 0.01%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                             | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89326.51     | 0.00%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    205000 | PA      | $183688.20    | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9878.30      | 0.00%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157565.10    | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    262000 | PA      | $254305.06    | 0.01%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    199000 | PA      | $172497.18    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72579.00     | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114843.15    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104207.40    | 0.00%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    119000 | PA      | $117953.99    | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161480.00    | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8175656.25   | 0.33%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    130000 | PA      | $118248.00    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83647.50     | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7820000 | PA      | $7593953.13   | 0.30%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    508000 | PA      | $508000.00    | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $181203.20    | 0.01%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $470070.00    | 0.02%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    239000 | PA      | $223323.99    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $112373.91    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240702.50    | 0.01%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154640.40    | 0.01%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147323.55    | 0.01%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTN                                                         | Safehold Operating Partnership LP                                               | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    110000 | PA      | $85453.50     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAF1<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    259000 | PA      | $250906.25    | 0.01%             | 2024-09-29      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    320000 | PA      | $300060.80    | 0.01%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $7668281.25   | 0.31%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18068.40     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10978125.00  | 0.44%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181688.00    | 0.01%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69585.00     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    840000 | PA      | $780158.40    | 0.03%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115341.00    | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79508.70     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103830.10    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    540000 | PA      | $484261.20    | 0.02%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213700.80    | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    144000 | PA      | $144740.16    | 0.01%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256331.85    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79108.82     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    344000 | PA      | $345764.72    | 0.01%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $173806.60    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95006.00     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143912.85    | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    248000 | PA      | $218822.80    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6541812.50   | 0.26%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183068.60    | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4652062.51   | 0.19%             | 2024-02-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83362.56     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    105000 | PA      | $81211.20     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    145000 | PA      | $141166.20    | 0.01%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                                                         | American Equity Investment Life Holding Co                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153256.00    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    200000 | PA      | $168372.00    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133921.80    | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165480.65    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156490.95    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163607.40    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89422.00     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32775.05     | 0.00%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95908.96     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536011.15    | 0.02%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    351000 | PA      | $343530.72    | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEN5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $9781.50      | 0.00%             | 2025-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                         | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68897.04     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46405.10     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $70758.10     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131556.60    | 0.01%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62574 | PA      | $55334.57     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173757.55    | 0.01%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1065781.25   | 0.04%             | 2025-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    668000 | PA      | $632636.08    | 0.03%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70859.60     | 0.00%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222572.25    | 0.01%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $317291.37    | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69940.80     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283752.00    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314730.60    | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149358.24    | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $497808.20    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $110637.50    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $43917.50     | 0.00%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBD0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195295.62    | 0.01%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    391000 | PA      | $370843.95    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    125000 | PA      | $108312.50    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91968.61     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15051250.08  | 0.60%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    540000 | PA      | $433366.20    | 0.02%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85852.80     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    270000 | PA      | $293066.10    | 0.01%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    282000 | PA      | $263816.64    | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $94946.25     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    245000 | PA      | $202009.85    | 0.01%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58726.20     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114829.00    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145450.80    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    165000 | PA      | $143452.65    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    195000 | PA      | $168195.30    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130611.69    | 0.01%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165928.90    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                             | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    105000 | PA      | $83037.15     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176585.40    | 0.01%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77526.00     | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $12933632.88  | 0.52%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8283515.67   | 0.33%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1450000 | PA      | $1242737.00   | 0.05%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    630000 | PA      | $570887.10    | 0.02%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $426112.95    | 0.02%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    364000 | PA      | $358449.00    | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80080.20     | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107965.00    | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90512.00     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34228.60     | 0.00%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    236000 | PA      | $204177.76    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    124000 | PA      | $115871.80    | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $200012.35    | 0.01%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28058.40     | 0.00%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8017031.25   | 0.32%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $100486.10    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $212512.50    | 0.01%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    445000 | PA      | $408483.30    | 0.02%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    216000 | PA      | $206338.32    | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128007.28    | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    214000 | PA      | $198846.66    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    283000 | PA      | $241149.96    | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $245603.70    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    239000 | PA      | $236629.12    | 0.01%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $205300.20    | 0.01%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $424305.00    | 0.02%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104277.60    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $45535.05     | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187178.55    | 0.01%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $188687.40    | 0.01%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71293.50     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    660000 | PA      | $650093.40    | 0.03%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158107.20    | 0.01%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $37162.80     | 0.00%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140662.50    | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    295000 | PA      | $281589.30    | 0.01%             | 2026-08-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $156258.00    | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $6806960.98   | 0.27%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    142000 | PA      | $116001.22    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $156787.63    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87347.75     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BR3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120954.60    | 0.00%             | 2026-02-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8158500.00   | 0.33%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     63000 | PA      | $54069.12     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    296000 | PA      | $279101.36    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57394.20     | 0.00%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37812.00     | 0.00%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    295000 | PA      | $265806.80    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228106.70    | 0.01%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106008.10    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30220.04     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1046000 | PA      | $1007224.78   | 0.04%             | 2024-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36374.00     | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    254000 | PA      | $224660.46    | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112872.10    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  20403481 | NS      | $20403481.10  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177772.00    | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                         | Federal Realty Investment Trust                                                 | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    115000 | PA      | $100382.35    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $199831.95    | 0.01%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214264.70    | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     55000 | PA      | $53073.35     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                           | Allied World Assurance Co Holdings Ltd                                          | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $119821.25    | 0.00%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     60000 | PA      | $56867.40     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $656788.50    | 0.03%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159912.20    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     82000 | PA      | $67945.20     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156758.25    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    414000 | PA      | $407525.04    | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162657.25    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $94190.00     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    105000 | PA      | $92894.55     | 0.00%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    425000 | PA      | $395109.75    | 0.02%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $444997.20    | 0.02%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    271000 | PA      | $264953.99    | 0.01%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376519.20    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174225.60    | 0.01%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60643.05     | 0.00%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187538.10    | 0.01%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122227.50    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    120000 | PA      | $93720.00     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8915500.00   | 0.36%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224986.00    | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AL9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96374.00     | 0.00%             | 2025-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $239912.40    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190929.20    | 0.01%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     89000 | PA      | $87290.31     | 0.00%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75160.80     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $249584.40    | 0.01%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     85000 | PA      | $70127.55     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $244340.60    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58053.00     | 0.00%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $176792.00    | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100100.00    | 0.00%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147746.00    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121886.60    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8565.30      | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45005.50     | 0.00%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    423000 | PA      | $393834.15    | 0.02%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    274000 | PA      | $257754.54    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    608000 | PA      | $586409.92    | 0.02%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $292663.80    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |      5000 | PA      | $4102.10      | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193805.30    | 0.01%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    359000 | PA      | $353410.37    | 0.01%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70299.75     | 0.00%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50135.50     | 0.00%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    406000 | PA      | $337142.40    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111451.95    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    443000 | PA      | $432514.19    | 0.02%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93732.70     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    365000 | PA      | $353509.80    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    130000 | PA      | $130657.80    | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    405000 | PA      | $390492.90    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                                                          | EI du Pont de Nemours and Co                                                    | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    164000 | PA      | $138258.56    | 0.01%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147402.45    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84900.40     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93759.36     | 0.00%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    538000 | PA      | $525954.18    | 0.02%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| OMNICOM GP/OMNICOM CAP                                                           | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307518.75    | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96060.65     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103288.90    | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245434.80    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175815.20    | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39625.20     | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134GW3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $138369.00    | 0.01%             | 2024-10-28      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $160383.10    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153120.00    | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $102671.80    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    433000 | PA      | $422512.74    | 0.02%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $527851.57    | 0.02%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    540000 | PA      | $502891.20    | 0.02%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4859.80      | 0.00%             | 2024-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    173000 | PA      | $164837.86    | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240632.50    | 0.01%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    157000 | PA      | $146678.82    | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168343.00    | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE                            | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112911.37    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191530.50    | 0.01%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    181000 | PA      | $172831.47    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    290000 | PA      | $221870.30    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48761.50     | 0.00%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62383.10     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139428.90    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93501.10     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81367.20     | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190222.73    | 0.01%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30363.60     | 0.00%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160013.88    | 0.01%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175542.00    | 0.01%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201236.20    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     90000 | PA      | $70574.40     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336005.85    | 0.01%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    628000 | PA      | $606930.60    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109377.22    | 0.00%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    156000 | PA      | $133152.24    | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115646.40    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    225000 | PA      | $214148.25    | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    260000 | PA      | $223922.40    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    198000 | PA      | $189141.48    | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    165000 | PA      | $143150.70    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79418.70     | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67182.50     | 0.00%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    188000 | PA      | $181944.52    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9326.30      | 0.00%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    537000 | PA      | $524949.72    | 0.02%             | 2024-01-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155820 | PA      | $135912.44    | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102949.00    | 0.00%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8046.00      | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136042.20    | 0.01%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $93911.00     | 0.00%             | 2025-02-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $520894.00    | 0.02%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     20000 | PA      | $16217.20     | 0.00%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107397.40    | 0.00%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $170827.36    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49198.50     | 0.00%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190196.65    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $204671.40    | 0.01%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165334.65    | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    227000 | PA      | $193751.31    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    380000 | PA      | $384818.40    | 0.02%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     55000 | PA      | $45076.35     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $243188.40    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62470.75     | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119916.45    | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175213.35    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42922.35     | 0.00%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $497754.80    | 0.02%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66051.05     | 0.00%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190925.30    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160549.95    | 0.01%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113919.00    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    510000 | PA      | $425880.60    | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    217000 | PA      | $201245.80    | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     80000 | PA      | $72204.00     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243337.50    | 0.01%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115108.11    | 0.00%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     20000 | PA      | $16003.20     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11100000 | PA      | $10004742.24  | 0.40%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    106000 | PA      | $94256.26     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    219000 | PA      | $192240.39    | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33211.15     | 0.00%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    910000 | PA      | $778550.50    | 0.03%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    465000 | PA      | $401680.95    | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    164000 | PA      | $152323.20    | 0.01%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    355000 | PA      | $327661.45    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101373.12    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8311.90      | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $147586.00    | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AG4<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173550.60    | 0.01%             | 2025-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    438000 | PA      | $411207.54    | 0.02%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135362.03    | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395849.25    | 0.02%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11147500.00  | 0.45%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17700000 | PA      | $15802781.25  | 0.63%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $358358.00    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | Radian Group Inc                                                                | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104728.80    | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215487.00    | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235523.60    | 0.01%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $195806.10    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $122324.85    | 0.00%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107995.95    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $243468.75    | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14929.20     | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49800.00     | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228999.05    | 0.01%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | Physicians Realty LP                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     90000 | PA      | $82647.00     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197389.50    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    732000 | PA      | $701234.04    | 0.03%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $427642.60    | 0.02%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    368000 | PA      | $344017.44    | 0.01%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80404.05     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $188548.00    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.50     | 0.00%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810ES3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $581732.42    | 0.02%             | 2024-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BH6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302279.36    | 0.01%             | 2023-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28665.35     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176524.00    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11720.40     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228147.40    | 0.01%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    630000 | PA      | $598254.30    | 0.02%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    211000 | PA      | $202709.81    | 0.01%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $98869.00     | 0.00%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBL8<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    210000 | PA      | $203034.30    | 0.01%             | 2024-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    105000 | PA      | $91882.35     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119323.75    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    772000 | PA      | $733739.68    | 0.03%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186558.45    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    333000 | PA      | $328384.62    | 0.01%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14109.00     | 0.00%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                 | CUSIP: 47102XAJ4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133257.15    | 0.01%             | 2025-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236902.50    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10305.70     | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $203805.00    | 0.01%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22630.25     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    115000 | PA      | $95395.95     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     10000 | PA      | $8855.70      | 0.00%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $392494.20    | 0.02%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141295.50    | 0.01%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1495000 | PA      | $1374323.60   | 0.06%             | 2025-04-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1183000 | PA      | $1122832.62   | 0.04%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    157000 | PA      | $149343.11    | 0.01%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    281000 | PA      | $262189.86    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    404000 | PA      | $349043.88    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9469.50      | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127625.44    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $302212.68    | 0.01%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    398000 | PA      | $349670.86    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    142000 | PA      | $128335.34    | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170250.45    | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75817.60     | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     65000 | PA      | $55175.90     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $114716.75    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $301407.75    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23479.50     | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    735000 | PA      | $701145.90    | 0.03%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199636.10    | 0.01%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |     20000 | PA      | $15618.00     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     20000 | PA      | $15646.60     | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315699.20    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     75000 | PA      | $58163.25     | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    154000 | PA      | $138858.72    | 0.01%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84959.00     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                            | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87975.90     | 0.00%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $221571.00    | 0.01%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99808.80     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $452580.00    | 0.02%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495345.00    | 0.02%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6618281.25   | 0.27%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66904.60     | 0.00%             | 2025-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180384.75    | 0.01%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123766.50    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76912.00     | 0.00%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    130000 | PA      | $124920.90    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84221.00     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      5000 | PA      | $6168.65      | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175006.00    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4358.40      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    132000 | PA      | $123240.48    | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    170000 | PA      | $151553.30    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168070.20    | 0.01%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    430000 | PA      | $404909.50    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $263250.40    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    282000 | PA      | $271396.80    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297878.25    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236157.50    | 0.01%             | 2025-09-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    960000 | PA      | $815817.60    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2K2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13457.10     | 0.00%             | 2026-03-02      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    352000 | PA      | $327697.92    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82359.90     | 0.00%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362358.75    | 0.01%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | Avnet Inc                                                                       | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122875.04    | 0.00%             | 2026-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BN6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    402000 | PA      | $412536.42    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102718.80    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $316796.40    | 0.01%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82634.20     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9492.30      | 0.00%             | 2025-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192728.00    | 0.01%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $237495.00    | 0.01%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91632.00     | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188864.00    | 0.01%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    219000 | PA      | $205025.61    | 0.01%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    265000 | PA      | $256202.00    | 0.01%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83380.75     | 0.00%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX Corp                                                                       | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $281477.40    | 0.01%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182848.45    | 0.01%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208892.25    | 0.01%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119370.00    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31914.30     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $206938.65    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139128.95    | 0.01%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90126.00     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    204000 | PA      | $180258.48    | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MAN INC                                                         | Brookfield Asset Management Inc                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49054.50     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    370000 | PA      | $352465.70    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    157000 | PA      | $147446.55    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310352.00    | 0.01%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155703.00    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $35901.60     | 0.00%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $131577.95    | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56845.50     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87084.00     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    209000 | PA      | $196907.26    | 0.01%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    215000 | PA      | $167710.75    | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117937.20    | 0.00%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114116.60    | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $17155.20     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $266607.60    | 0.01%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72129.40     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                          | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8905.60      | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63732.90     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    279000 | PA      | $231522.57    | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    720000 | PA      | $705960.00    | 0.03%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    557000 | PA      | $539020.04    | 0.02%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72058.70     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1295000 | PA      | $1149882.30   | 0.05%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $133435.50    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $195306.80    | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    564000 | PA      | $541338.48    | 0.02%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10278750.00  | 0.41%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    725000 | PA      | $614154.75    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     80000 | PA      | $59728.80     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $720511.68    | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    256000 | PA      | $251148.80    | 0.01%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89226.85     | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $55345.50     | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34563.60     | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    690000 | PA      | $638926.20    | 0.03%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    199000 | PA      | $171070.35    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107833.20    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    730000 | PA      | $576714.60    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237384.00    | 0.01%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $87418.80     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $367216.85    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4155.35      | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    215000 | PA      | $168727.70    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    166000 | PA      | $158349.06    | 0.01%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    151000 | PA      | $141589.68    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192940.00    | 0.01%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    365000 | PA      | $335646.70    | 0.01%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151602.40    | 0.01%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200404.00    | 0.01%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9153046.88   | 0.37%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $26998.20     | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BD7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59148.60     | 0.00%             | 2023-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200350.00    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $248347.30    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     35000 | PA      | $25990.30     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | Tapestry Inc                                                                    | CUSIP: 189754AA2<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.80      | 0.00%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    183000 | PA      | $166595.88    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    215000 | PA      | $183642.25    | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111863.40    | 0.00%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $119245.20    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32474.40     | 0.00%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    156000 | PA      | $146579.16    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3672187.52   | 0.15%             | 2026-09-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17692.20     | 0.00%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147222.00    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    217000 | PA      | $167220.20    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    259000 | PA      | $252773.64    | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76446.30     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35903.70     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    155000 | PA      | $145844.15    | 0.01%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111791.90    | 0.00%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $282230.00    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197164.00    | 0.01%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    272000 | PA      | $254518.56    | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    720000 | PA      | $695635.20    | 0.03%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $219799.25    | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    175000 | PA      | $139531.00    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBA6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96717.00     | 0.00%             | 2025-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $9193281.25   | 0.37%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $220801.30    | 0.01%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179439.75    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8780.80      | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20072.00     | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    192000 | PA      | $186785.28    | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    428000 | PA      | $402675.24    | 0.02%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    346000 | PA      | $310341.24    | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    485000 | PA      | $465575.75    | 0.02%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $234720.30    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334572.00    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     35000 | PA      | $29246.35     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $263252.50    | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $11460.75     | 0.00%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67310.75     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159055.40    | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $546853.00    | 0.02%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $551604.00    | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    154000 | PA      | $145879.58    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35994.40     | 0.00%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219683.25    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    441000 | PA      | $433220.76    | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65316.30     | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116535.00    | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32660.95     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9400000 | PA      | $8424750.00   | 0.34%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241675.35    | 0.01%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244687.80    | 0.01%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394929.20    | 0.02%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    505000 | PA      | $489749.00    | 0.02%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $169746.50    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253746.00    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    238000 | PA      | $234270.54    | 0.01%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106290.00    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    256000 | PA      | $236884.48    | 0.01%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    617000 | PA      | $545465.02    | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $21477500.00  | 0.86%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $314645.50    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39257.60     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403727.00    | 0.02%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $102592.50    | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     35000 | PA      | $31266.90     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78340.80     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185014.40    | 0.01%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83952.75     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    489000 | PA      | $481053.75    | 0.02%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150238.40    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139317.45    | 0.01%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73566.57     | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $359449.20    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    216000 | PA      | $192816.72    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    157000 | PA      | $150443.68    | 0.01%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $133407.00    | 0.01%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $434012.96    | 0.02%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    490000 | PA      | $367671.50    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65066.40     | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111039.40    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    122000 | PA      | $143098.68    | 0.01%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $331957.50    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $174567.40    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279311.40    | 0.01%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13642.35     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $200784.75    | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | Vornado Realty LP                                                               | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228229.75    | 0.01%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73089.75     | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137426.18    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    516000 | PA      | $507692.40    | 0.02%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78384.00     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    383000 | PA      | $372302.81    | 0.01%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                         | FNB Corp/PA                                                                     | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4954.85      | 0.00%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119965.00    | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79172.80     | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $111478.75    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $468977.60    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $499214.55    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $195819.70    | 0.01%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    426000 | PA      | $412295.58    | 0.02%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    155000 | PA      | $121878.05    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117719.75    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $305449.20    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263467.50    | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116867.30    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83261.80     | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    305000 | PA      | $271465.25    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162144.50    | 0.01%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111628.18    | 0.00%             | 2024-12-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26268.55     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189547.20    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33724.60     | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102696.15    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100082.85    | 0.00%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $136968.45    | 0.01%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                                         | Owl Rock Technology Finance Corp                                                | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70351.95     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163278.40    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110087.50    | 0.00%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72796.10     | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127790.40    | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    192000 | PA      | $173297.28    | 0.01%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57750.70     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204674.40    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $183217.00    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    470000 | PA      | $448065.10    | 0.02%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156966.95    | 0.01%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13444921.95  | 0.54%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    930000 | PA      | $871958.70    | 0.03%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $221555.95    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BQ6<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104932.74    | 0.00%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124727.20    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102816.90    | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     65000 | PA      | $52367.90     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    150000 | PA      | $126360.00    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $9549023.44   | 0.38%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191412.00    | 0.01%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71274.20     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99819.30     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116618.40    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299156.20    | 0.01%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8246.50      | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294927.80    | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133661.15    | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    150000 | PA      | $144924.00    | 0.01%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220356.40    | 0.01%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    120000 | PA      | $112627.20    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    765000 | PA      | $635393.70    | 0.03%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62879.60     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $295317.75    | 0.01%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    309000 | PA      | $270850.86    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34659.35     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228850.05    | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    228000 | PA      | $215977.56    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45841.50     | 0.00%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    561000 | PA      | $551693.01    | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    110000 | PA      | $84977.20     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    209000 | PA      | $231082.94    | 0.01%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260234.10    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $151897.20    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48809.70     | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    176000 | PA      | $161485.28    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25150000 | PA      | $23923937.50  | 0.96%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                       | Kellogg Co                                                                      | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36715.05     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221364.00    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60279.80     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147310.40    | 0.01%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10550000 | PA      | $10171271.46  | 0.41%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68586.40     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RUSH OBLIGATED GROUP                                                             | Rush Obligated Group                                                            | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $32884.20     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    485000 | PA      | $464799.75    | 0.02%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91091.70     | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    172000 | PA      | $152852.96    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     70000 | PA      | $57680.00     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37992.80     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    242000 | PA      | $270074.42    | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    380000 | PA      | $347031.20    | 0.01%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $203187.60    | 0.01%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323ACT9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    633000 | PA      | $619903.23    | 0.02%             | 2024-05-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210564.20    | 0.01%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CW6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     50000 | PA      | $49057.50     | 0.00%             | 2024-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    140000 | PA      | $112606.20    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84955.50     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    118000 | PA      | $109703.42    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    576000 | PA      | $560223.36    | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $257137.20    | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112296.00    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: RV2KCMRGYKSCKT5REH48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9668.90      | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $168846.20    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    155000 | PA      | $144077.15    | 0.01%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $272916.10    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    147000 | PA      | $127712.13    | 0.01%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198164.40    | 0.01%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    150000 | PA      | $114865.50    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $259531.65    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147240.00    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $163125.20    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57044.50     | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    110000 | PA      | $118713.10    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143307.45    | 0.01%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271RAA7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $204696.96    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90709.41     | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    352000 | PA      | $339240.00    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152454.40    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66227.25     | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121036.50    | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    324000 | PA      | $319988.88    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80648.10     | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    614000 | PA      | $595665.96    | 0.02%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116508.75    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86906.95     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291873.00    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    157000 | PA      | $150300.81    | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32141.55     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193159.20    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143962.00    | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49127.50     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $336858.50    | 0.01%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $457287.25    | 0.02%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122543.55    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $380477.25    | 0.02%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $72945.00     | 0.00%             | 2024-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    624000 | PA      | $607077.12    | 0.02%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89966.10     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5657.95      | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    275000 | PA      | $264783.75    | 0.01%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142767.87    | 0.01%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3133834G3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4930500.00   | 0.20%             | 2023-06-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52203.60     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127792.40    | 0.01%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $767175.00    | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94019.00     | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6026367.19   | 0.24%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154BY4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    370000 | PA      | $351958.80    | 0.01%             | 2025-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153239.85    | 0.01%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    166000 | PA      | $154688.76    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24168.00     | 0.00%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293611.30    | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197582.00    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211156.00    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49368.00     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    864000 | PA      | $832800.96    | 0.03%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     15000 | PA      | $13079.55     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176799.60    | 0.01%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     90000 | PA      | $85805.10     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36703.60     | 0.00%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    277000 | PA      | $222015.50    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    129000 | PA      | $115017.69    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    241000 | PA      | $227602.81    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199066.00    | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41500000 | PA      | $35985039.27  | 1.44%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105192.80    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    404000 | PA      | $394619.12    | 0.02%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    314000 | PA      | $296613.82    | 0.01%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9818.20      | 0.00%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $172430.70    | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97622.50     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110603.55    | 0.00%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177926.00    | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     85000 | PA      | $80965.05     | 0.00%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $80341.50     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120313.50    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $161850.00    | 0.01%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $331175.95    | 0.01%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $113668.80    | 0.00%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    422000 | PA      | $406107.48    | 0.02%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18680.60     | 0.00%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    283000 | PA      | $285453.61    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     94000 | PA      | $101274.66    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $230435.00    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193771.20    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68661.60     | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208350.00    | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59907.90     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    143000 | PA      | $136084.52    | 0.01%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214953.40    | 0.01%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216388.00    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $299977.70    | 0.01%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39015.45     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    470000 | PA      | $432400.00    | 0.02%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164242.75    | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    315000 | PA      | $264593.70    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    362000 | PA      | $331935.90    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129246.15    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173701.80    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    188000 | PA      | $178404.48    | 0.01%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $1018132.81   | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    310000 | PA      | $263335.70    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33450.55     | 0.00%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235159.60    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    150000 | PA      | $148117.50    | 0.01%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    344000 | PA      | $340267.60    | 0.01%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54699.15     | 0.00%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    181000 | PA      | $177667.79    | 0.01%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $293652.00    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132869.70    | 0.01%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    145000 | PA      | $140209.20    | 0.01%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17230.00     | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    187000 | PA      | $172664.58    | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178296.00    | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90212.00     | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $218582.40    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211442.00    | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101546.25    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88922.00     | 0.00%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8364531.25   | 0.34%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    634000 | PA      | $578385.52    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94040.16     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151036.80    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    488000 | PA      | $415673.52    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185872.05    | 0.01%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21025000 | PA      | $20400820.31  | 0.82%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34319.40     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AEBV1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3730000 | PA      | $3620449.90   | 0.15%             | 2025-06-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    342000 | PA      | $304951.14    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51448.20     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138038.60    | 0.01%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Block Financial LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134535.60    | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128220.30    | 0.01%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122582.20    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198443.70    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126463.20    | 0.01%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80607.20     | 0.00%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55579.20     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $154362.60    | 0.01%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165039.84    | 0.01%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    370000 | PA      | $330894.70    | 0.01%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364982.80    | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $602400.00    | 0.02%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    694000 | PA      | $654858.40    | 0.03%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    131000 | PA      | $137629.91    | 0.01%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    234000 | PA      | $213211.44    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $212674.10    | 0.01%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53298.05     | 0.00%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131285.70    | 0.01%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $288292.10    | 0.01%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45718.20     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    425000 | PA      | $407753.50    | 0.02%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307056.75    | 0.01%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99146.25     | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408586.00    | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95253.00     | 0.00%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251045.10    | 0.01%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EMYX4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24494.25     | 0.00%             | 2023-05-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177596.30    | 0.01%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62910.90     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    335000 | PA      | $297185.20    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    289000 | PA      | $273492.26    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $79468.20     | 0.00%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211593.80    | 0.01%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111326.90    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    203000 | PA      | $197429.68    | 0.01%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98676.90     | 0.00%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    115000 | PA      | $112181.35    | 0.00%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     40000 | PA      | $37677.60     | 0.00%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171699.80    | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109656.45    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $342625.50    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    435000 | PA      | $359192.55    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226596.00    | 0.01%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168406.00    | 0.01%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56887.80     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                                                          | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163942.35    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124483.50    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51513.55     | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29853.60     | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    535000 | PA      | $518329.40    | 0.02%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17083007.90  | 0.68%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $756760.00    | 0.03%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49317.00     | 0.00%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $20029.25     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    568000 | PA      | $504100.00    | 0.02%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171378.90    | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299556.10    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539233.20    | 0.02%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225068.80    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155105.60    | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $215416.35    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140500.80    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113381.40    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20054.80     | 0.00%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163707.80    | 0.01%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68831.30     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34580.10     | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79385.60     | 0.00%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    216000 | PA      | $197644.32    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     95000 | PA      | $94719.75     | 0.00%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    253000 | PA      | $239171.02    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $43038.50     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    312000 | PA      | $264401.28    | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75450.25     | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151537.30    | 0.01%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    127000 | PA      | $97204.53     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395240.00    | 0.02%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $405266.10    | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113522.50    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Chile Government International Bond                                             | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    185000 | PA      | $176549.20    | 0.01%             | 2026-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $397103.00    | 0.02%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22451.75     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    415000 | PA      | $371810.95    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77424.00     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $180843.60    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269963.50    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    195000 | PA      | $152449.05    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417760.95    | 0.02%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    102000 | PA      | $95642.34     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    302000 | PA      | $297017.00    | 0.01%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164174.10    | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AR8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $19555.60     | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24730.25     | 0.00%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $138380.20    | 0.01%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $121193.60    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14645.85     | 0.00%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    447000 | PA      | $424328.16    | 0.02%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    435000 | PA      | $415585.95    | 0.02%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33780.25     | 0.00%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    207000 | PA      | $201301.29    | 0.01%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    381000 | PA      | $358661.97    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157378.14    | 0.01%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2873320.32   | 0.12%             | 2024-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    168000 | PA      | $146317.92    | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62406.50     | 0.00%             | 2025-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79157.10     | 0.00%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    747000 | PA      | $719525.34    | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106032.30    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    282000 | PA      | $277392.12    | 0.01%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163519.70    | 0.01%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43681.00     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    434000 | PA      | $363961.08    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    435000 | PA      | $346447.05    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $120804.75    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     90000 | PA      | $77472.00     | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173089.80    | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $95325.80     | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    222000 | PA      | $173570.70    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90683.25     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $193288.50    | 0.01%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $98850.40     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $195035.92    | 0.01%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $27387.60     | 0.00%             | 2024-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174094.20    | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    206000 | PA      | $198124.62    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2390000 | PA      | $1972395.30   | 0.08%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68154.10     | 0.00%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49430.15     | 0.00%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    173000 | PA      | $132962.61    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161368.20    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119077.50    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAC1<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62844.60     | 0.00%             | 2025-02-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    241000 | PA      | $206517.72    | 0.01%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $158040.75    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264809.70    | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215283.95    | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    348000 | PA      | $336745.68    | 0.01%             | 2023-08-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $470106.00    | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    410000 | PA      | $405850.80    | 0.02%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $35672.80     | 0.00%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $113605.20    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    113000 | PA      | $95845.47     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    388000 | PA      | $299858.04    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123864.00    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123394.70    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS Wertmanagement                                                              | CUSIP: 30254WAP4<br>LEI: HZFDOR6TCRSIQLKQTX32 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $567048.60    | 0.02%             | 2024-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247684.05    | 0.01%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164423.34    | 0.01%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    518000 | PA      | $507593.38    | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    175000 | PA      | $163570.75    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $391216.00    | 0.02%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27115.20     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    179000 | PA      | $173882.39    | 0.01%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $382413.15    | 0.02%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129475.80    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213AX8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $42289.65     | 0.00%             | 2024-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $139131.40    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    291000 | PA      | $285057.78    | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $314076.80    | 0.01%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    237000 | PA      | $234222.36    | 0.01%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    282000 | PA      | $241479.42    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                               | CUSIP: 88034PAA7<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $17670.40     | 0.00%             | 2025-09-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $257334.40    | 0.01%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168726.40    | 0.01%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111814.80    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $320878.00    | 0.01%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13744.05     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112850.00    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149523.00    | 0.01%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    560000 | PA      | $542746.40    | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | Kinross Gold Corp                                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $210892.50    | 0.01%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $585646.05    | 0.02%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    270000 | PA      | $213788.70    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153493.08    | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $77368.00     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    357000 | PA      | $320864.46    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124510.10    | 0.00%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     70000 | PA      | $82537.00     | 0.00%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    220000 | PA      | $179940.20    | 0.01%             | 2030-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $288880.20    | 0.01%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126261.80    | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |    160000 | PA      | $143096.00    | 0.01%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    294000 | PA      | $276198.30    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192630.00    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97479.75     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    420000 | PA      | $394972.20    | 0.02%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74199.00     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $136720.08    | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4785.15      | 0.00%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    390000 | PA      | $355707.30    | 0.01%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    271000 | PA      | $247753.62    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                                          | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14132.25     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56905.80     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282097.50    | 0.01%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39130.80     | 0.00%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $172498.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    440000 | PA      | $388141.60    | 0.02%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100572.00    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $111871.20    | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc                                                      | Brookfield Finance I UK Plc                                                     | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $104525.10    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     70000 | PA      | $67517.80     | 0.00%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23458.75     | 0.00%             | 2026-04-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    144000 | PA      | $137626.56    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347190.00    | 0.01%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $487262.50    | 0.02%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    193000 | PA      | $167782.62    | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $14468437.50  | 0.58%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228085.20    | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    192000 | PA      | $162497.28    | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150763.50    | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136759.65    | 0.01%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244387.50    | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    295000 | PA      | $281627.65    | 0.01%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $122710.50    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211631.20    | 0.01%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111138.30    | 0.00%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                          | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66560.80     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087K78<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1090000 | PA      | $1032731.40   | 0.04%             | 2025-01-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     72000 | PA      | $61250.40     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    739000 | PA      | $695125.57    | 0.03%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79428.80     | 0.00%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $102450.00    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167654.00    | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333564.00    | 0.01%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     95000 | PA      | $89046.35     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1035000 | PA      | $886270.50    | 0.04%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142490.25    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118006.80    | 0.00%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186523.35    | 0.01%             | 2026-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193056.00    | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159144.15    | 0.01%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57494.40     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $513926.40    | 0.02%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83520.00     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118683.60    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128799.45    | 0.01%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191358.00    | 0.01%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88072.00     | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    319000 | PA      | $313484.49    | 0.01%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50179.25     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226673.95    | 0.01%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168337.40    | 0.01%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    310000 | PA      | $284375.40    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    480000 | PA      | $401414.40    | 0.02%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11200000 | PA      | $10805812.53  | 0.43%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379536.85    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187162.00    | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     85000 | PA      | $70646.90     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167026.70    | 0.01%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    297000 | PA      | $285550.65    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $140277.00    | 0.01%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    617000 | PA      | $594183.34    | 0.02%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82272.09     | 0.00%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $248163.50    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    295000 | PA      | $281766.30    | 0.01%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242790.60    | 0.01%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $195360.20    | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $235668.50    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $160070.75    | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34250.80     | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130398.00    | 0.01%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72182.70     | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105358.00    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116303.75    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $141157.50    | 0.01%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4738281.25   | 0.19%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8532421.92   | 0.34%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    145000 | PA      | $120895.20    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98715.00     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102583.20    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118130.43    | 0.00%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220793.10    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145572.70    | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     30000 | PA      | $28382.40     | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118869.66    | 0.00%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227214.40    | 0.01%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $444888.75    | 0.02%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99848.75     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187944.00    | 0.01%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $524706.00    | 0.02%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    305000 | PA      | $294471.40    | 0.01%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    224000 | PA      | $195200.32    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229079.40    | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57801.80     | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    188000 | PA      | $161854.84    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    272000 | PA      | $262276.00    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193331.25    | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $97823.00     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67636.80     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334825.80    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139953.78    | 0.01%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    505000 | PA      | $435077.70    | 0.02%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163864.75    | 0.01%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172610.55    | 0.01%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94588.75     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80290.00     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    578000 | PA      | $555590.94    | 0.02%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    610000 | PA      | $571899.40    | 0.02%             | 2026-04-13      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $134344.65    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144041.40    | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14800000 | PA      | $14081968.82  | 0.56%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108988.00    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    245000 | PA      | $228406.15    | 0.01%             | 2024-10-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9495.20      | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    423000 | PA      | $401782.32    | 0.02%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55634.40     | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    140000 | PA      | $130097.80    | 0.01%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    880000 | PA      | $770184.80    | 0.03%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261872.80    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166104.00    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $170377.20    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91232.30     | 0.00%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39220.20     | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    184000 | PA      | $157853.60    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    190000 | PA      | $182781.90    | 0.01%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    216000 | PA      | $205774.56    | 0.01%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE Inc                                                                        | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288464.30    | 0.01%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14428.35     | 0.00%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95266.50     | 0.00%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                           | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    629000 | PA      | $630572.50    | 0.03%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25773.90     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $60784.50     | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95666.90     | 0.00%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64299.95     | 0.00%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159560.10    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748148PD9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    135000 | PA      | $138565.35    | 0.01%             | 2024-02-09      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    178000 | PA      | $153565.94    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $132097.74    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    675000 | PA      | $587317.50    | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $78029.20     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127437.80    | 0.01%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169947.75    | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $236094.25    | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    293000 | PA      | $230142.71    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $9221796.88   | 0.37%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $480920.30    | 0.02%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159531.12    | 0.01%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    386000 | PA      | $368159.08    | 0.01%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    313000 | PA      | $392633.46    | 0.02%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66161.90     | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114662.60    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CG9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    495000 | PA      | $494574.30    | 0.02%             | 2024-02-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72823.50     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200281.20    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8698.20      | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188838.00    | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $235090.00    | 0.01%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20616.50     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39378.50     | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                      | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $30705.60     | 0.00%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34100000 | PA      | $28223078.13  | 1.13%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $32930.70     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335878.20    | 0.01%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    228000 | PA      | $223471.92    | 0.01%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94714.00     | 0.00%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1020000 | PA      | $902179.80    | 0.04%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    247000 | PA      | $233585.43    | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172020.40    | 0.01%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $16989375.00  | 0.68%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38269.35     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169007.40    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52664.70     | 0.00%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254234.75    | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | Loews Corp                                                                      | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92660.15     | 0.00%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $392900.00    | 0.02%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    440000 | PA      | $422901.60    | 0.02%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30539.25     | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $261284.20    | 0.01%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $392570.90    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3050000 | PA      | $2973719.50   | 0.12%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $243573.45    | 0.01%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $515737.95    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    165000 | PA      | $141043.65    | 0.01%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     70000 | PA      | $64024.10     | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9515625.00   | 0.38%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    408000 | PA      | $396873.84    | 0.02%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145386.45    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    460000 | PA      | $430169.00    | 0.02%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1940156.26   | 0.08%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210517.25    | 0.01%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31086.80     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239536.50    | 0.01%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                                         | Bank OZK                                                                        | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85448.00     | 0.00%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104738.70    | 0.00%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $253991.70    | 0.01%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38990.25     | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $413877.80    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38709.20     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84709.90     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     25000 | PA      | $22703.25     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140161.35    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $16877343.75  | 0.68%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $2764500.00   | 0.11%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    302000 | PA      | $267348.52    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    280000 | PA      | $261119.60    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAA1<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9200.00      | 0.00%             | 2025-04-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63716.80     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122525.49    | 0.00%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $206997.60    | 0.01%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139151.48    | 0.01%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $214846.50    | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28843.80     | 0.00%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $26920.50     | 0.00%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209313.60    | 0.01%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163009.78    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     15000 | PA      | $14000.85     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437314.50    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85580.24     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85194.00     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                       | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $237744.15    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $257042.70    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136026.80    | 0.01%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200980.00    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140831.40    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    238000 | PA      | $223846.14    | 0.01%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102874.80    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                          | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $234907.50    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233008.27    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105640.70    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    161000 | PA      | $154558.39    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208838.10    | 0.01%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    295000 | PA      | $279081.80    | 0.01%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $233848.80    | 0.01%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14370000.00  | 0.58%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7161875.04   | 0.29%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $626334.00    | 0.03%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333035.40    | 0.01%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114320.70    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194188.00    | 0.01%             | 2025-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129260.25    | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79227.15     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $98121.10     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217260.00    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109289.52    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250081.05    | 0.01%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191998.00    | 0.01%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    915000 | PA      | $820617.75    | 0.03%             | 2026-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    120000 | PA      | $101841.60    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105406.40    | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    226000 | PA      | $216984.86    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14437500.00  | 0.58%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83874.00     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12261.60     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172357.20    | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38610.00     | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182336.00    | 0.01%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $70129.20     | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68728.45     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $61616.25     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153140.80    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47690.00     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    205000 | PA      | $158622.85    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19810.00     | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97726.80     | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $297513.60    | 0.01%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $171627.00    | 0.01%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164194.80    | 0.01%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106867.80    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239313.00    | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56041.50     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $390481.80    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     95000 | PA      | $85548.45     | 0.00%             | 2025-08-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $223397.25    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64790.60     | 0.00%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102736.00    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $308787.00    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $379513.80    | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AL2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     45000 | PA      | $43801.65     | 0.00%             | 2024-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19530.60     | 0.00%             | 2025-08-26      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201284.60    | 0.01%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179051.40    | 0.01%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $333949.20    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336920.10    | 0.01%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $119901.00    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $116161.65    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $494175.00    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    662000 | PA      | $633997.40    | 0.03%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370678.60    | 0.01%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12870.45     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5715468.78   | 0.23%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $491371.80    | 0.02%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166039.12    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $996903.44    | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63870.08     | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4605.30      | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    110000 | PA      | $93287.70     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80137.15     | 0.00%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190508.85    | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAS8<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94948.46     | 0.00%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    276000 | PA      | $254019.36    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7940000 | PA      | $7759178.89   | 0.31%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    409000 | PA      | $403695.27    | 0.02%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210073.50    | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $545896.00    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123843.20    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $18967.62     | 0.00%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    132000 | PA      | $120123.96    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121864.80    | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $180243.20    | 0.01%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102288.94    | 0.00%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $46490.40     | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53494.65     | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | PA      | $601307.50    | 0.02%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129374.00    | 0.01%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196152.15    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178126.90    | 0.01%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122071.50    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83935.00     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    164000 | PA      | $157820.48    | 0.01%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151452.80    | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47576.00     | 0.00%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45986.00     | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5315664.09   | 0.21%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $148214.10    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61995.00     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $75647.45     | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BC0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000 | PA      | $20421.22     | 0.00%             | 2024-09-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111808.20    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93870.00     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67306.40     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    227000 | PA      | $222276.13    | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    505000 | PA      | $492289.15    | 0.02%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    423000 | PA      | $376744.95    | 0.02%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                           | Discover Financial Services                                                     | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    198000 | PA      | $191667.96    | 0.01%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27617.10     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $526570.00    | 0.02%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128854.40    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    282000 | PA      | $276063.90    | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54496.75     | 0.00%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69458.25     | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79792.40     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209023.50    | 0.01%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257617.50    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $146443.20    | 0.01%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $99083.75     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $316242.70    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170565.52    | 0.01%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104629.80    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34640.80     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156001.60    | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14864.00     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    206000 | PA      | $196556.96    | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $168329.27    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69388.15     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $274986.00    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61764.95     | 0.00%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $386040.00    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    268000 | PA      | $261897.64    | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    358000 | PA      | $342792.16    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57101.40     | 0.00%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14999300 | PA      | $14545805.61  | 0.58%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250137.15    | 0.01%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    230000 | PA      | $214288.70    | 0.01%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168719.90    | 0.01%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    155000 | PA      | $154304.05    | 0.01%             | 2025-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171283.00    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192615.80    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $963480.00    | 0.04%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    460000 | PA      | $428462.40    | 0.02%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    364000 | PA      | $359191.56    | 0.01%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    208000 | PA      | $198515.20    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    201000 | PA      | $193952.94    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307291.92    | 0.01%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225615.00    | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    875000 | PA      | $703928.75    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    210000 | PA      | $183302.70    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |      5000 | PA      | $4619.65      | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76809.00     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $487761.75    | 0.02%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1807000 | PA      | $1562151.50   | 0.06%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    596000 | PA      | $550477.52    | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    222000 | PA      | $219296.04    | 0.01%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99442.80     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247390.80    | 0.01%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    276000 | PA      | $270430.32    | 0.01%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277324.30    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                           | Synovus Financial Corp                                                          | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9857.30      | 0.00%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108404.75    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100173.05    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128089.18    | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13279.20     | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216063.00    | 0.01%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    285000 | PA      | $247129.20    | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82113.40     | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $263461.55    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122282.50    | 0.00%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120967.20    | 0.00%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    124000 | PA      | $116739.80    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $272623.00    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294144.50    | 0.01%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220337.70    | 0.01%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279756.00    | 0.01%             | 2025-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $266969.55    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151902.40    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97967.00     | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23190.00     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3900156.24   | 0.16%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    167000 | PA      | $152995.38    | 0.01%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $393161.30    | 0.02%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $263789.00    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182280.15    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $434280.00    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121825.00    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    147000 | PA      | $136280.76    | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145415.20    | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3220000 | PA      | $3054597.65   | 0.12%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    390000 | PA      | $296337.60    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $283205.70    | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122955.00    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99713.30     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $131037.75    | 0.01%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    105000 | PA      | $98486.85     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117133.20    | 0.00%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169348.00    | 0.01%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $43559.50     | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105154.80    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    436000 | PA      | $429189.68    | 0.02%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    130000 | PA      | $100722.70    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205432.50    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    430000 | PA      | $403666.80    | 0.02%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247007.80    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81426.00     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174937.50    | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146232.00    | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224882.50    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    165000 | PA      | $133775.40    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55939.20     | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97727.00     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    285000 | PA      | $234218.70    | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $254570.25    | 0.01%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152070.40    | 0.01%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174692.00    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18897.20     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109224.70    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $191763.15    | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31364FDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    320000 | PA      | $348326.40    | 0.01%             | 2027-10-08      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    161000 | PA      | $140364.63    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $174167.30    | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    393000 | PA      | $398423.40    | 0.02%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $57393.75     | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $588549.00    | 0.02%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    590000 | PA      | $537997.40    | 0.02%             | 2025-07-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177485.30    | 0.01%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161209.95    | 0.01%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102444.74    | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9031.00      | 0.00%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    344000 | PA      | $303917.12    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                          | Deutsche Bank AG/London                                                         | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $259824.55    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $139794.00    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    403000 | PA      | $336025.43    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    190000 | PA      | $180560.80    | 0.01%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $289588.00    | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    335000 | PA      | $276576.00    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $61738.60     | 0.00%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $41833.00     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    195000 | PA      | $181654.20    | 0.01%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30282.00     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324723.80    | 0.01%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $220684.65    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239192.50    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91973.70     | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88924.50     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111782.70    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13102031.32  | 0.52%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86020.20     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177729.80    | 0.01%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    363000 | PA      | $352661.76    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497950.00    | 0.02%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162630.00    | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191552.00    | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BankUnited Inc                                                                  | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99299.00     | 0.00%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    345000 | PA      | $300902.10    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115576.60    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85549.20     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $105188.04    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108412.50    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    244000 | PA      | $236682.44    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    370000 | PA      | $338738.70    | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44010.00     | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192243.20    | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    226000 | PA      | $203167.22    | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118284.00    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78647.00     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAA2<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9563.30      | 0.00%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    254000 | PA      | $214815.42    | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    471000 | PA      | $468060.96    | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5500.85      | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116815.20    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    591000 | PA      | $581532.18    | 0.02%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77882.10     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202772.95    | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114556.20    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                                         | Magellan Midstream Partners LP                                                  | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109820.00    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XS5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101324.10    | 0.00%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    219000 | PA      | $198974.64    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     25000 | PA      | $19160.25     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97953.60     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137957.40    | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85685.00     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $128227.05    | 0.01%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137859.00    | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242166.00    | 0.01%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    285000 | PA      | $226024.95    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111196.80    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $119207.70    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64427.20     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93808.05     | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3651250.00   | 0.15%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $577698.15    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    340000 | PA      | $319974.00    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147157.10    | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    195000 | PA      | $162719.70    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74840.00     | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318457.75    | 0.01%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198589.05    | 0.01%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20100000 | PA      | $18969375.00  | 0.76%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258849.25    | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107315.55    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    265000 | PA      | $241415.00    | 0.01%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $225333.00    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245725.00    | 0.01%             | 2025-07-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    490000 | PA      | $478534.00    | 0.02%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70611.75     | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72880.50     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    444000 | PA      | $400696.68    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17066406.25  | 0.68%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129487.95    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179381.55    | 0.01%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    633000 | PA      | $613275.72    | 0.02%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    240000 | PA      | $215668.80    | 0.01%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157836.00    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    142000 | PA      | $125143.18    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103641.25    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    445000 | PA      | $412070.00    | 0.02%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99805.20     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    120000 | PA      | $87549.60     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $457464.00    | 0.02%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206460.20    | 0.01%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    205000 | PA      | $195303.50    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    511000 | PA      | $492869.72    | 0.02%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174980.43    | 0.01%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26157.00     | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    166000 | PA      | $155556.94    | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65191.20     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    168000 | PA      | $147737.52    | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180789.50    | 0.01%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    463000 | PA      | $443456.77    | 0.02%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48344.40     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176920.00    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     25000 | PA      | $29993.00     | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    132000 | PA      | $126644.76    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $221269.70    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112037.60    | 0.00%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EL6L3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $556178.00    | 0.02%             | 2030-09-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    299000 | PA      | $278186.61    | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246929.20    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $323726.75    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AM0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    270000 | PA      | $256262.40    | 0.01%             | 2025-02-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $419752.75    | 0.02%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118309.20    | 0.00%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143551.50    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    115000 | PA      | $107142.05    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47517.60     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126835.85    | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $216556.80    | 0.01%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    125000 | PA      | $102008.75    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185270.00    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241175.00    | 0.01%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | Physicians Realty LP                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    135000 | PA      | $128200.05    | 0.01%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    536000 | PA      | $528753.28    | 0.02%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2135546.89   | 0.09%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000 | PA      | $18923.80     | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162502.68    | 0.01%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192738.00    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167162.40    | 0.01%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    192000 | PA      | $184571.52    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132449.80    | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     41000 | PA      | $39116.46     | 0.00%             | 2025-03-19      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $324264.80    | 0.01%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50687.00     | 0.00%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $544940.50    | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $310908.50    | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    105000 | PA      | $95515.35     | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $212954.70    | 0.01%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93620.00     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165908.75    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61114.32     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                         | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EMRZ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    115000 | PA      | $109051.05    | 0.00%             | 2024-02-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271857.00    | 0.01%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9049.60      | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $89531.20     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97131.00     | 0.00%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97357.90     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75316.00     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56178.10     | 0.00%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    610000 | PA      | $582482.90    | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    164000 | PA      | $141500.84    | 0.01%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38316.25     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     90000 | PA      | $85081.50     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288703.85    | 0.01%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29357.10     | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $13301.25     | 0.00%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    229000 | PA      | $206138.93    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59835.75     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29284.20     | 0.00%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6728476.58   | 0.27%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48715.15     | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    125000 | PA      | $100892.50    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    275000 | PA      | $237781.50    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    495000 | PA      | $446326.65    | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29003.70     | 0.00%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    671000 | PA      | $661686.52    | 0.03%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93542.40     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                                         | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $58300.80     | 0.00%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69053.60     | 0.00%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162764.80    | 0.01%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    140000 | PA      | $110531.40    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $268730.00    | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157065.60    | 0.01%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                          | PNC FINL SVCS GROUP INC                                                         | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342492.20    | 0.01%             | 2028-12-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Legrand France SA                                                                | Legrand France SA                                                               | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $275662.65    | 0.01%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    561000 | PA      | $518790.36    | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296168.40    | 0.01%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89437.00     | 0.00%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111878.90    | 0.00%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27616.50     | 0.00%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98247.45     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    225000 | PA      | $214688.25    | 0.01%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38540.25     | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59974.80     | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    245000 | PA      | $192332.35    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69147.90     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $114624.00    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $155994.00    | 0.01%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    188000 | PA      | $183298.12    | 0.01%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    195000 | PA      | $187629.00    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    585000 | PA      | $454942.80    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185650.00    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | Lincoln National Corp                                                           | CUSIP: 534187BE8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    167000 | PA      | $161171.70    | 0.01%             | 2025-03-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    439000 | PA      | $382790.44    | 0.02%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54246.50     | 0.00%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    558000 | PA      | $504169.74    | 0.02%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84060.00     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    172000 | PA      | $150615.24    | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $171209.25    | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $7846593.80   | 0.31%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79986.20     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132427.50    | 0.01%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $257208.30    | 0.01%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CS1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38288.40     | 0.00%             | 2025-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202880.45    | 0.01%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174695.50    | 0.01%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $335562.80    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $264348.50    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $408840.45    | 0.02%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | Alabama Power Co                                                                | CUSIP: 010392FK9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39519.60     | 0.00%             | 2023-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $110323.50    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    606000 | PA      | $582578.10    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57753.60     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    390000 | PA      | $382363.80    | 0.02%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131366.20    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93369.10     | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAE4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    150000 | PA      | $153003.00    | 0.01%             | 2025-11-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43374.40     | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    166000 | PA      | $149738.64    | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                           | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23664.75     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    231000 | PA      | $218974.14    | 0.01%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142147.85    | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $248649.50    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33143.25     | 0.00%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $361296.10    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    337000 | PA      | $324999.43    | 0.01%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205930.20    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    359000 | PA      | $350793.26    | 0.01%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50825.60     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $187417.65    | 0.01%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $957897.80    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158556.60    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46940.85     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    488000 | PA      | $476707.68    | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15300000 | PA      | $14827253.87  | 0.59%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $206995.05    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225390.80    | 0.01%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136365.00    | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89260.10     | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86793.30     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216249.75    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $169182.48    | 0.01%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    305000 | PA      | $289762.20    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17329FXG4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18759.00     | 0.00%             | 2024-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151038.00    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188703.82    | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     80000 | PA      | $75961.60     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23004.75     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125764.38    | 0.01%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391764.00    | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557928.00    | 0.02%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    330000 | PA      | $289152.60    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224047.60    | 0.01%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271350.75    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $208577.25    | 0.01%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    150000 | PA      | $150453.00    | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91127.30     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222845.00    | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    140000 | PA      | $135189.60    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73344.56     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $553088.00    | 0.02%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109527.60    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250081.00    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28091.00     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161327.40    | 0.01%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    105000 | PA      | $102140.85    | 0.00%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63536.25     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.90     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86257.00     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41188.50     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $240360.00    | 0.01%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312265.60    | 0.01%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9457031.30   | 0.38%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25019.75     | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $138583.80    | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11457.00     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    410000 | PA      | $337922.00    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83924.40     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    417000 | PA      | $398347.59    | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $7766203.17   | 0.31%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60381.75     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                         | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    165000 | PA      | $144502.05    | 0.01%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187870.80    | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67317.75     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    185000 | PA      | $148253.45    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76507.65     | 0.00%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225202.20    | 0.01%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12186.90     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71355.20     | 0.00%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74226.60     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5560000 | PA      | $5325654.67   | 0.21%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302976.00    | 0.01%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272752.35    | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73429.60     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $545168.75    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126600.00    | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $96292.00     | 0.00%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                          | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15479.20     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57157.80     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $49656.60     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77274.00     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAP5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63975.12     | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $260457.90    | 0.01%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159674.20    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BP4<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179649.80    | 0.01%             | 2025-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3928472.65   | 0.16%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    235000 | PA      | $220775.45    | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $182052.48    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118020.98    | 0.00%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $83963.25     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86488.95     | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     65000 | PA      | $59648.55     | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150340.50    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21998.25     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $87077.00     | 0.00%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8350000 | PA      | $7961855.51   | 0.32%             | 2023-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66361.60     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                                            | CNOOC Finance 2015 USA LLC                                                      | CUSIP: 12634MAB6<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385868.00    | 0.02%             | 2025-05-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    205000 | PA      | $172901.10    | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69666.75     | 0.00%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9990000 | PA      | $9472549.27   | 0.38%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43332.75     | 0.00%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $122305.85    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27851.40     | 0.00%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $101337.60    | 0.00%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    705000 | PA      | $613286.55    | 0.02%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $183560.00    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    275000 | PA      | $225615.50    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9089.90      | 0.00%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    187000 | PA      | $176606.54    | 0.01%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123018.75    | 0.00%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    240000 | PA      | $201415.20    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    125000 | PA      | $109787.50    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175028.00    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32491.90     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105246.00    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76612.75     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231297.50    | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639977.00    | 0.03%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142588.50    | 0.01%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $187240.00    | 0.01%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DH9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $186962.00    | 0.01%             | 2024-06-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    601000 | PA      | $591666.47    | 0.02%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143579.60    | 0.01%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    844000 | PA      | $799968.52    | 0.03%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $199140.00    | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383955.00    | 0.02%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    255000 | PA      | $208618.05    | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9950000 | PA      | $8918464.89   | 0.36%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115443.90    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828V23<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7789375.04   | 0.31%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    244000 | PA      | $230243.28    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90577.75     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    131000 | PA      | $122757.48    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    405000 | PA      | $354480.30    | 0.01%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $72685.20     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $427877.45    | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    224000 | PA      | $210049.28    | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    209000 | PA      | $198420.42    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    178000 | PA      | $165554.24    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160753.70    | 0.01%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43556.70     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67455.70     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    305000 | PA      | $246647.40    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                                                            | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67582.50     | 0.00%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    519000 | PA      | $497850.75    | 0.02%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    165000 | PA      | $155022.45    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $95210.50     | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113153.70    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAB3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64966.30     | 0.00%             | 2024-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    153000 | PA      | $126151.56    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120152.50    | 0.00%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287373.00    | 0.01%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $104956.50    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $245091.60    | 0.01%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    228000 | PA      | $218109.36    | 0.01%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182814.45    | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    230000 | PA      | $228748.80    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4358125.00   | 0.17%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415980.00    | 0.02%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138713.85    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273371.35    | 0.01%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42218.50     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90465.00     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                                                          | United Airlines 2013-1 Class A Pass Through Trust                               | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153792 | PA      | $142476.38    | 0.01%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    135000 | PA      | $118488.15    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    172000 | PA      | $153582.24    | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68655.75     | 0.00%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                            | Prospect Capital Corp                                                           | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70149.60     | 0.00%             | 2026-01-22      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    204000 | PA      | $178579.56    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64834.50     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145487.65    | 0.01%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14553.90     | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     35000 | PA      | $29310.40     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $503742.00    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $12219375.00  | 0.49%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $254178.60    | 0.01%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116850.00    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196830.90    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    765000 | PA      | $654097.95    | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    209000 | PA      | $200589.84    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $392750.40    | 0.02%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $197677.90    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $43944.45     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156401.04    | 0.01%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78806.28     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38712.40     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $104722.80    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    110000 | PA      | $105380.00    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | Dollar General Corp                                                             | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    203000 | PA      | $195549.90    | 0.01%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    522000 | PA      | $511314.66    | 0.02%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36098.55     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp                                                               | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246100.00    | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47683.35     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $454381.90    | 0.02%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $97496.30     | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101593.80    | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $346316.30    | 0.01%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4951.60      | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | Ameren Corp                                                                     | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225921.95    | 0.01%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2287000 | PA      | $2084486.15   | 0.08%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $239082.50    | 0.01%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245870.07    | 0.01%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAG4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $47401.20     | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     90000 | PA      | $81128.70     | 0.00%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18186.20     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106992.00    | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    310000 | PA      | $260679.00    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    705000 | PA      | $645639.00    | 0.03%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9211718.80   | 0.37%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    235000 | PA      | $198986.25    | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $675729.00    | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $198708.95    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162210.60    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $189447.30    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128051.07    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                               | STORE Capital Corp                                                              | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    115000 | PA      | $87419.55     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210988.10    | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243640.00    | 0.01%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                                          | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BW3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $240950.00    | 0.01%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    125000 | PA      | $122561.25    | 0.00%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $31704.75     | 0.00%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233150.00    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     74000 | PA      | $72799.72     | 0.00%             | 2023-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159860.25    | 0.01%             | 2025-02-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                         | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93880.80     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $652092.60    | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114793.75    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    115000 | PA      | $93371.95     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    114000 | PA      | $107313.90    | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61913.60     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     80000 | PA      | $68328.00     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    183000 | PA      | $170190.00    | 0.01%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $18015875.00  | 0.72%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156776.40    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300733.05    | 0.01%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    910000 | PA      | $882472.50    | 0.04%             | 2024-09-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    125000 | PA      | $93946.25     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69624.90     | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    622000 | PA      | $587217.76    | 0.02%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76411.92     | 0.00%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134099.00    | 0.01%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48514.05     | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155413.80    | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179074.80    | 0.01%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62502.70     | 0.00%             | 2025-04-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13928.25     | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CALIFORNIA ST EARTHQUAKE AUTH                                                   | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200948.60    | 0.01%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108072.40    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10256210.91  | 0.41%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15848.00     | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0U43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $344767.50    | 0.01%             | 2023-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141535.50    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317717.40    | 0.01%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     25000 | PA      | $19594.75     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $452960.00    | 0.02%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102747.75    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $138000.90    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100977.45    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    140000 | PA      | $129052.00    | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51716.50     | 0.00%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $290921.20    | 0.01%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $99508.75     | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $36117.90     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149751.70    | 0.01%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92132.90     | 0.00%             | 2024-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     45000 | PA      | $37180.35     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147960.00    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59148.70     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $105147.50    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     93000 | PA      | $87322.35     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $63075.65     | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59479.80     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91773.00     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    155000 | PA      | $159907.30    | 0.01%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4061.80      | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AV8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    272000 | PA      | $266230.88    | 0.01%             | 2024-07-31      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56157.00     | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $238990.50    | 0.01%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AT4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4807.80      | 0.00%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62129.60     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19044.60     | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228610.00    | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102216.25    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22384.25     | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    188000 | PA      | $182341.20    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186218.00    | 0.01%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics Inc                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202501.05    | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140179.50    | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $479520.00    | 0.02%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146518.40    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $593027.50    | 0.02%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $103777.20    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $170400.30    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     40000 | PA      | $36129.20     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $199848.60    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $258734.40    | 0.01%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4700781.25   | 0.19%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136313.13    | 0.01%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    317000 | PA      | $273387.14    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    405000 | PA      | $336676.50    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287943.60    | 0.01%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13468.35     | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187902.00    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465525.00    | 0.02%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123115.95    | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $63249.20     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CG1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191232.00    | 0.01%             | 2025-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55932.00     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    635000 | PA      | $568032.90    | 0.02%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45479.00     | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $121420.50    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    335000 | PA      | $299071.25    | 0.01%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39954.40     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39760.00     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $185838.75    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287937.70    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66015.60     | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                               | STORE Capital Corp                                                              | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     45000 | PA      | $35599.95     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    405000 | PA      | $388018.35    | 0.02%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $116058.80    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $8598414.11   | 0.34%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $230311.86    | 0.01%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    263000 | PA      | $236947.22    | 0.01%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64521.60     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188478.00    | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79786.70     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208152.90    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $87016.50     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174110.90    | 0.01%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $125855.80    | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140622.90    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $287889.50    | 0.01%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52555.10     | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4035.50      | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBR6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100428.30    | 0.00%             | 2028-10-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5549.40      | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523722.20    | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    915000 | PA      | $741232.35    | 0.03%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14030000 | PA      | $12562330.54  | 0.50%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    252000 | PA      | $235824.12    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    587000 | PA      | $581024.34    | 0.02%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136098.82    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140800.50    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $163489.95    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135247.00    | 0.01%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $126874.35    | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    205000 | PA      | $234134.60    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224138.40    | 0.01%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341674.20    | 0.01%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    845000 | PA      | $702904.80    | 0.03%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94906.80     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220838.90    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    339000 | PA      | $320870.28    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    638000 | PA      | $606342.44    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DL0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $184960.00    | 0.01%             | 2025-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $170242.55    | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80646.30     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238881.61    | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     25000 | PA      | $24349.25     | 0.00%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AP5<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126741.12    | 0.01%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33262.00     | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    931000 | PA      | $850431.26    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72785.16     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118969.50    | 0.00%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120793.70    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    215000 | PA      | $185699.80    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240414.00    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $233097.50    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96996.90     | 0.00%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144161.70    | 0.01%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    494000 | PA      | $487815.12    | 0.02%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    145000 | PA      | $121695.60    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $232166.90    | 0.01%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAW9<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     30000 | PA      | $28901.10     | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                         | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154106.70    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  10908000 | NS      | $10908000.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $97630.50     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165302.00    | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197594.00    | 0.01%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131088.00    | 0.01%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    165000 | PA      | $142378.50    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62388.00     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AH6<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151149.12    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87180.30     | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194898.00    | 0.01%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    312000 | PA      | $305086.08    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $140372.20    | 0.01%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84690.00     | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109578.70    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89826.50     | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    170000 | PA      | $159471.90    | 0.01%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56479.80     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157564.50    | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    180000 | PA      | $210254.40    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    358000 | PA      | $349651.44    | 0.01%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197356.00    | 0.01%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    209000 | PA      | $200991.12    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    278000 | PA      | $254981.60    | 0.01%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107750.50    | 0.00%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262972.75    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135231.60    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $283746.00    | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66640.80     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101800.60    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67344.20     | 0.00%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52136.00     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    118000 | PA      | $118390.58    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23583.00     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    440000 | PA      | $348744.00    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32505.20     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370736.00    | 0.01%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56741.40     | 0.00%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264075.10    | 0.01%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1936718.76   | 0.08%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $54789.15     | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND                                                                  | Harman International Industries Inc                                             | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53743.80     | 0.00%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $187077.60    | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1110000 | PA      | $1251624.90   | 0.05%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $293016.15    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251042.50    | 0.01%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87447.84     | 0.00%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $294044.40    | 0.01%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                                           | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151509.00    | 0.01%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.25      | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28450.80     | 0.00%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $189592.00    | 0.01%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8867656.25   | 0.36%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $158085.12    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    466000 | PA      | $456116.14    | 0.02%             | 2024-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     55000 | PA      | $42005.70     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $163719.92    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30842.35     | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    190000 | PA      | $184455.80    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42867.45     | 0.00%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4293.05      | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248385.80    | 0.01%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $330368.20    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121050.45    | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23580.25     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68397.00     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53147.60     | 0.00%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $19796.50     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25601.70     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192681.55    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    207000 | PA      | $193532.58    | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192672.00    | 0.01%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60146.80     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    281000 | PA      | $264373.23    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $122461.30    | 0.00%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120358.75    | 0.00%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102364.95    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240832.55    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99324.75     | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145729.65    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34190.10     | 0.00%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197350.00    | 0.01%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    380000 | PA      | $357705.40    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $454899.00    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $23837.00     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $331593.75    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8055.20      | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150557.70    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    690000 | PA      | $569664.00    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    385000 | PA      | $344617.35    | 0.01%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47056.35     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142812.00    | 0.01%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    161000 | PA      | $150800.65    | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    215000 | PA      | $169467.30    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    585000 | PA      | $573019.20    | 0.02%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56124.60     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234687.50    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154870.95    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111474.90    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21279.50     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    120000 | PA      | $93976.80     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                         | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184097.12    | 0.01%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $38670.00     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99282.75     | 0.00%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236259.40    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    485000 | PA      | $472651.90    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $411545.20    | 0.02%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    335000 | PA      | $289081.55    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131632.20    | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $135571.80    | 0.01%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86261.07     | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187818.15    | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $78652.00     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103883.00    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    215000 | PA      | $195718.80    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473625.60    | 0.02%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41062.85     | 0.00%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18928.20     | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55599.96     | 0.00%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $79557.30     | 0.00%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226119.35    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    443000 | PA      | $434857.66    | 0.02%             | 2024-01-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181445.55    | 0.01%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78650.40     | 0.00%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29546.10     | 0.00%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: N8O96ZZJQRFYQUJY7K79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71833.30     | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    648000 | PA      | $635875.92    | 0.03%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165020.13    | 0.01%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | Israel Government International Bond                                            | CUSIP: 46513CXR2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    375000 | PA      | $356358.75    | 0.01%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136778.60    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $135942.00    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $451581.55    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513749 | PA      | $503643.70    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $265031.25    | 0.01%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211188.30    | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245863.75    | 0.01%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207916.80    | 0.01%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71072.56     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    591000 | PA      | $590343.99    | 0.02%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133777.00    | 0.01%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36824.85     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    575000 | PA      | $549464.25    | 0.02%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407036.15    | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184547.25    | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                  | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198135.40    | 0.01%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $165455.90    | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29210.10     | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    271000 | PA      | $262428.27    | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    645000 | PA      | $611847.00    | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65615.90     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199066.00    | 0.01%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     90000 | PA      | $83580.30     | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                  | CUSIP: 14042TCT2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55877.40     | 0.00%             | 2026-01-28      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     95000 | PA      | $76816.05     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6612265.66   | 0.26%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182693.39    | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    455000 | PA      | $429429.00    | 0.02%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179866.80    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    195000 | PA      | $188812.65    | 0.01%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325916.50    | 0.01%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                   | CUSIP: 337358BH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $146277.90    | 0.01%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58132.90     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    180000 | PA      | $166788.00    | 0.01%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    391000 | PA      | $381655.10    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    148000 | PA      | $141430.28    | 0.01%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    135000 | PA      | $118809.45    | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $231030.10    | 0.01%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    422000 | PA      | $399089.62    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    265000 | PA      | $242255.05    | 0.01%             | 2026-10-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    155000 | PA      | $144456.90    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245944.40    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $51742.80     | 0.00%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BD5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    240000 | PA      | $236484.00    | 0.01%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173102.40    | 0.01%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $293781.54    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    415000 | PA      | $394868.35    | 0.02%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    237000 | PA      | $233987.73    | 0.01%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140819.65    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $79128.90     | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140913.60    | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116303.20    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144691.50    | 0.01%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2050000 | PA      | $2027183.50   | 0.08%             | 2023-06-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    517000 | PA      | $399568.62    | 0.02%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    229000 | PA      | $216530.95    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113911.20    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    365000 | PA      | $345691.50    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70317.69     | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36373.20     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75455.20     | 0.00%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19141.60     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13059140.63  | 0.52%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $139945.50    | 0.01%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107785.60    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    211000 | PA      | $197092.99    | 0.01%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264402.90    | 0.01%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $50105.25     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    510000 | PA      | $460754.40    | 0.02%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296639.95    | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    660000 | PA      | $630696.00    | 0.03%             | 2025-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $487187.50    | 0.02%             | 2023-11-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $333394.20    | 0.01%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    405000 | PA      | $407474.55    | 0.02%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                     | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99024.45     | 0.00%             | 2024-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92842.00     | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133947.90    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104722.80    | 0.00%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    208000 | PA      | $191751.04    | 0.01%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    105000 | PA      | $86928.45     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166996.80    | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    202000 | PA      | $165587.48    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9206835.99   | 0.37%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174614.10    | 0.01%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    136000 | PA      | $117045.68    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $159425.70    | 0.01%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199044.00    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     15000 | PA      | $13878.90     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    245000 | PA      | $204413.30    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    228000 | PA      | $213161.76    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10562148.41  | 0.42%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1521000 | PA      | $1441132.29   | 0.06%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $381492.75    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $144791.50    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332911.00    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151000.80    | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     90000 | PA      | $64750.50     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $203108.40    | 0.01%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10483515.68  | 0.42%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67189.20     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    304000 | PA      | $298804.64    | 0.01%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE Capital Corp                                                              | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |     45000 | PA      | $41041.80     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $319147.80    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    215000 | PA      | $177112.70    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73620.20     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB Financial Group                                                             | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129875.40    | 0.01%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $139485.60    | 0.01%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301561.00    | 0.01%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $258077.80    | 0.01%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1075000 | PA      | $1014069.00   | 0.04%             | 2025-03-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    140000 | PA      | $132319.60    | 0.01%             | 2025-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69528.80     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                     | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21471.75     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90579.50     | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    243000 | PA      | $225112.77    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $101842.50    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    183000 | PA      | $173888.43    | 0.01%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |     85000 | PA      | $80380.25     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176092.00    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    515000 | PA      | $453735.60    | 0.02%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                                                         | Delta Air Lines 2019-1 Class AA Pass Through Trust                              | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19221.20     | 0.00%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                                                          | Fibria Overseas Finance Ltd                                                     | CUSIP: 31572UAG1<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $9655.80      | 0.00%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250811.60    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173100.90    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13910.85     | 0.00%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11593.35     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | Life Storage LP                                                                 | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    100000 | PA      | $90217.00     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $669674.20    | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    354000 | PA      | $333220.20    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16486.20     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $270001.25    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    450000 | PA      | $429966.00    | 0.02%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $138666.00    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128962.40    | 0.01%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174044.00    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161758.35    | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172264.75    | 0.01%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $723189.60    | 0.03%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102017.00    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8604.00      | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125965.80    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168915.25    | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     10000 | PA      | $7977.20      | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8D7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    655000 | PA      | $586539.40    | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18700000 | PA      | $17672961.03  | 0.71%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71145.85     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    490000 | PA      | $477897.00    | 0.02%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196048.00    | 0.01%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376856.00    | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    105000 | PA      | $88584.30     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    287000 | PA      | $283601.92    | 0.01%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    290000 | PA      | $268525.50    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91181.00     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                               | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    229000 | PA      | $214872.99    | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    331000 | PA      | $303553.48    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $493143.30    | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181890.15    | 0.01%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220066.00    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    309000 | PA      | $263444.13    | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43555.05     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102972.10    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $7403632.86   | 0.30%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $311865.75    | 0.01%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28300000 | PA      | $24408750.00  | 0.98%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    199000 | PA      | $190697.72    | 0.01%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $293457.00    | 0.01%             | 2026-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    493000 | PA      | $478348.04    | 0.02%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135171.40    | 0.01%             | 2025-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145660.12    | 0.01%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234224.30    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    136000 | PA      | $118983.68    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    214000 | PA      | $195906.30    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234358.80    | 0.01%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CD2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $197669.20    | 0.01%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2798203.14   | 0.11%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125454.00    | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89366.50     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44882.00     | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    450000 | PA      | $412659.00    | 0.02%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80853.00     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    105000 | PA      | $88443.60     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150088.50    | 0.01%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $401065.30    | 0.02%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $187892.25    | 0.01%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32959.80     | 0.00%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    223000 | PA      | $209693.59    | 0.01%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90625.25     | 0.00%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91234.10     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7859.30      | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96309.00     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      8000 | PA      | $6817.44      | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8129.30      | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    111000 | PA      | $108431.46    | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97699.35     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57204.00     | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270202.80    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    370000 | PA      | $297250.60    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52346.25     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    274000 | PA      | $221940.00    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24403.25     | 0.00%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67530.40     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    212000 | PA      | $205777.80    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $418661.40    | 0.02%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62302.50     | 0.00%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197890.30    | 0.01%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5640000 | PA      | $5042953.15   | 0.20%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    328000 | PA      | $255072.48    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                                              | Activision Blizzard Inc                                                         | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86904.40     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145970.83    | 0.01%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79289.10     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202941.00    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    194000 | PA      | $191563.36    | 0.01%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212437.80    | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $153662.40    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    455000 | PA      | $369514.60    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    110000 | PA      | $106271.00    | 0.00%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121557.00    | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222917.50    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $750213.00    | 0.03%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    616000 | PA      | $568549.52    | 0.02%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    529000 | PA      | $521662.77    | 0.02%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66933.00     | 0.00%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191370.00    | 0.01%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     20000 | PA      | $18902.20     | 0.00%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    590000 | PA      | $561326.00    | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    262000 | PA      | $223258.06    | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $130913.04    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168361.10    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    166000 | PA      | $154117.72    | 0.01%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $106063.10    | 0.00%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37832.80     | 0.00%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400475.70    | 0.02%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $499753.20    | 0.02%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $297186.65    | 0.01%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53414.35     | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    348000 | PA      | $343820.52    | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24369.00     | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25327.80     | 0.00%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $234393.45    | 0.01%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9768.80      | 0.00%             | 2025-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $360528.75    | 0.01%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    251000 | PA      | $234531.89    | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137680.00    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    170000 | PA      | $147908.50    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $16595312.50  | 0.66%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13465.50     | 0.00%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9208.30      | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     70000 | PA      | $80612.70     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109294.80    | 0.00%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    180000 | PA      | $141075.00    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165704.40    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $416871.55    | 0.02%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $65193.10     | 0.00%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163235.15    | 0.01%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9674.40      | 0.00%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                         | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     10000 | PA      | $7584.50      | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149397.00    | 0.01%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108533.55    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68733.70     | 0.00%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33006.80     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70097.64     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53650.30     | 0.00%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128930.40    | 0.01%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    139000 | PA      | $126845.84    | 0.01%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    255000 | PA      | $200284.65    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    553000 | PA      | $539108.64    | 0.02%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4852.00      | 0.00%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182998.00    | 0.01%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $52699.40     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    345000 | PA      | $272291.25    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125153.10    | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97820.10     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157289.60    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    425000 | PA      | $378721.75    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                           | Industrial & Commercial Bank of China Ltd/New York NY                           | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    250000 | PA      | $239625.00    | 0.01%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    605000 | PA      | $579874.35    | 0.02%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $159233.20    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124835.45    | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234347.40    | 0.01%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    205000 | PA      | $168022.10    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                                                                | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    222000 | PA      | $211930.08    | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    299000 | PA      | $294589.75    | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    281000 | PA      | $265921.54    | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41167.50     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    420000 | PA      | $444385.20    | 0.02%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                           | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    143000 | PA      | $132605.33    | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Gulf Power Co                                                                    | Gulf Power Co                                                                   | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136885.80    | 0.01%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135777.00    | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $412636.00    | 0.02%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $154601.60    | 0.01%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9310.80      | 0.00%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43778.00     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144634.50    | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    379000 | PA      | $370059.39    | 0.01%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    127000 | PA      | $120681.75    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    310000 | PA      | $302343.00    | 0.01%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                               | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $113615.00    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BU8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227249.20    | 0.01%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    136000 | PA      | $127841.36    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125367.00    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149424.65    | 0.01%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     70000 | PA      | $54032.30     | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    207000 | PA      | $197699.49    | 0.01%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $339787.21    | 0.01%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29346.80     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129790.35    | 0.01%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    625000 | PA      | $609481.25    | 0.02%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $147721.60    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $82725.30     | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79885.55     | 0.00%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $99139.70     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57224.75     | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146709.75    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32558.40     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240205.00    | 0.01%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142275.00    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    680000 | PA      | $665815.20    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    231000 | PA      | $224506.59    | 0.01%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12593750.00  | 0.50%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    207000 | PA      | $207382.95    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI Communications Inc                                                          | CUSIP: 872287AF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43791.20     | 0.00%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    211000 | PA      | $193189.49    | 0.01%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25273.25     | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52162.80     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JU9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $34099.45     | 0.00%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128913.60    | 0.01%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215362.40    | 0.01%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    423000 | PA      | $402378.75    | 0.02%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18286.00     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118394.64    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99451.20     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BM1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49297.00     | 0.00%             | 2025-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198118.20    | 0.01%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     45000 | PA      | $40203.00     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    117000 | PA      | $95429.88     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162163.65    | 0.01%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $290924.80    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    268000 | PA      | $249277.52    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                               | CUSIP: 906548CK6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117948.00    | 0.00%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125867.20    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    134000 | PA      | $103661.06    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89499.00     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $440515.00    | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7450000.00   | 0.30%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212481.15    | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $151667.20    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    350000 | PA      | $333158.00    | 0.01%             | 2024-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $128390.60    | 0.01%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    595000 | PA      | $544942.65    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     80000 | PA      | $66658.40     | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46684.50     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $446073.90    | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $217602.00    | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308051.25    | 0.01%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286578.00    | 0.01%             | 2024-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32000.50     | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    213000 | PA      | $204328.77    | 0.01%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231728.70    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103233.90    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78622.45     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | Aflac Inc                                                                       | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    259000 | PA      | $242986.03    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                                           | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    343000 | PA      | $330309.00    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    222000 | PA      | $216285.72    | 0.01%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $282486.60    | 0.01%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134401.40    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13367.70     | 0.00%             | 2026-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    228000 | PA      | $222277.20    | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    213000 | PA      | $198447.84    | 0.01%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    185000 | PA      | $167687.70    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24300.25     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    296000 | PA      | $259183.52    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     52000 | PA      | $49392.72     | 0.00%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126413.00    | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135689.85    | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106895.18    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $183014.70    | 0.01%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $395490.55    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $249117.00    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286BY2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    390000 | PA      | $386731.80    | 0.02%             | 2024-01-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7450898.44   | 0.30%             | 2024-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109576.60    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129747.45    | 0.01%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    295000 | PA      | $314295.95    | 0.01%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    327000 | PA      | $313844.79    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57078.70     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $60343.50     | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     90000 | PA      | $82375.20     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348572.00    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAJ9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $267394.50    | 0.01%             | 2025-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     85000 | PA      | $68754.80     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    332000 | PA      | $300303.96    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23342.25     | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    370000 | PA      | $317741.20    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    302000 | PA      | $281536.48    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14284.65     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    211000 | PA      | $163341.43    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                         | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22071 | PA      | $18589.06     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81721.00     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53892.80     | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $506941.50    | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $380989.89    | 0.02%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3801.20      | 0.00%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106381.90    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $588987.50    | 0.02%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    170000 | PA      | $161790.70    | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19247.80     | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     55000 | PA      | $48345.55     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168817.25    | 0.01%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89172.00     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     10000 | PA      | $9757.40      | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414205.00    | 0.02%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AMRY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24425.00     | 0.00%             | 2023-06-02      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    217000 | PA      | $209474.44    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    705000 | PA      | $655586.55    | 0.03%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    266000 | PA      | $261446.08    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    242000 | PA      | $211766.94    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    191000 | PA      | $178743.53    | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    203000 | PA      | $185002.02    | 0.01%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $333039.70    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358853.40    | 0.01%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    160000 | PA      | $150388.80    | 0.01%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    137000 | PA      | $107945.04    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198300.00    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                         | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     36000 | PA      | $41163.48     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    212000 | PA      | $191635.28    | 0.01%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130A3DL5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24551.50     | 0.00%             | 2023-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108021.60    | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206612.00    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    310000 | PA      | $241893.00    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108827.00    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115219.00    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109986.80    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                         | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38165.40     | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    248000 | PA      | $242243.92    | 0.01%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $330592.50    | 0.01%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                   | Public Storage                                                                  | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    175000 | PA      | $150822.00    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159152.30    | 0.01%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    332000 | PA      | $324410.48    | 0.01%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3732500.00   | 0.15%             | 2025-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85732.20     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160580.00    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $179707.70    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573828.10    | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112014.60    | 0.00%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $224827.76    | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    105000 | PA      | $96984.30     | 0.00%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX Corp                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55948.80     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62913.00     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78468.30     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105450.40    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82927.80     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182952.00    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $141895.68    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102105.30    | 0.00%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229697.60    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255841.20    | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    448000 | PA      | $420000.00    | 0.02%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34136.90     | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DB2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    230000 | PA      | $215142.00    | 0.01%             | 2025-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112455.20    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     82000 | PA      | $79897.52     | 0.00%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    513000 | PA      | $498795.03    | 0.02%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    598000 | PA      | $565875.44    | 0.02%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166061.00    | 0.01%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73893.00     | 0.00%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114081.60    | 0.00%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $205953.75    | 0.01%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    318000 | PA      | $301521.24    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88300.00     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121567.20    | 0.00%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96815.00     | 0.00%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    187000 | PA      | $179940.75    | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19827.75     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20800.75     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                             | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31790.40     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150240.35    | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195506.00    | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ENA6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     50000 | PA      | $46637.50     | 0.00%             | 2024-07-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186872.60    | 0.01%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     35000 | PA      | $27267.10     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43488.50     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LIFESTORAGE LP                                                                   | LifeStorage LP/CA                                                               | CUSIP: 84610WAB1<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    215000 | PA      | $203009.45    | 0.01%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161845.10    | 0.01%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    153000 | PA      | $138237.03    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47243.50     | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52225.55     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76034.40     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $126715.05    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209039.55    | 0.01%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121534.00    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    165000 | PA      | $156258.30    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AK1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82932.80     | 0.00%             | 2025-12-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HV1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    495000 | PA      | $483283.35    | 0.02%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $46257.00     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                     | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9920.00      | 0.00%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307994.40    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208761.75    | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | Aptiv PLC                                                                       | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     70000 | PA      | $65208.50     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74750.75     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    135000 | PA      | $114033.15    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1075000 | PA      | $1275530.50   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417782.70    | 0.02%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2550000 | PA      | $2030029.50   | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    727000 | PA      | $668592.82    | 0.03%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    643000 | PA      | $614579.40    | 0.02%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $234245.00    | 0.01%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121182.50    | 0.00%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    155000 | PA      | $146485.85    | 0.01%             | 2024-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | Markel Corp                                                                     | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212448.70    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55800.00     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4910.80      | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61757.15     | 0.00%             | 2026-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31366.30     | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    323000 | PA      | $308632.96    | 0.01%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266826.00    | 0.01%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    592000 | PA      | $544924.16    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165291.00    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                | Korea International Bond                                                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $236212.50    | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    335000 | PA      | $327740.55    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234510.00    | 0.01%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221722.60    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    345000 | PA      | $345962.55    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178786.92    | 0.01%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    145000 | PA      | $104987.25    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16749.90     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9741.70      | 0.00%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    214000 | PA      | $189822.28    | 0.01%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    105000 | PA      | $95653.95     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $218069.60    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16030.20     | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    689000 | PA      | $682578.52    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237143.20    | 0.01%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    395000 | PA      | $372627.20    | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    539000 | PA      | $505328.67    | 0.02%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100121.00    | 0.00%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170343.25    | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21012.25     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    121000 | PA      | $109719.17    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $233772.40    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    205000 | PA      | $178954.75    | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $199390.40    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172101.05    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    348000 | PA      | $321945.24    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17256.80     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195200.00    | 0.01%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41773.95     | 0.00%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153286.50    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218570.00    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2790937.50   | 0.11%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116547.20    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205780.50    | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80335.00     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94436.10     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    231000 | PA      | $198218.79    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10125156.25  | 0.41%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    191000 | PA      | $177406.53    | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    193000 | PA      | $186930.15    | 0.01%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $76599.45     | 0.00%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $86823.00     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    234000 | PA      | $233915.76    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42406.20     | 0.00%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114078.80    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57406.80     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52685.40     | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136461.00    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $356687.10    | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171620.00    | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82785.75     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9164.10      | 0.00%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66500.25     | 0.00%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $325877.95    | 0.01%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14832.67     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    114000 | PA      | $85406.52     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA Financial Corp                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162949.05    | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $11516500.00  | 0.46%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98045.85     | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16983.90     | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265228.20    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118133.10    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159686.10    | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90987.00     | 0.00%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107496.25    | 0.00%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43231.50     | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137834.30    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105432.00    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    285000 | PA      | $254864.10    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90787.70     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136220.25    | 0.01%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $227966.45    | 0.01%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122475.00    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $283594.50    | 0.01%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | Ralph Lauren Corp                                                               | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102692.10    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96558.00     | 0.00%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127209.15    | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187438.92    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    127000 | PA      | $113375.44    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20144.75     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108343.75    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    239000 | PA      | $200293.95    | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95240.00     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $444556.55    | 0.02%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    621000 | PA      | $609287.94    | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99415.80     | 0.00%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    626000 | PA      | $609279.54    | 0.02%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    240000 | PA      | $220912.80    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    143000 | PA      | $138614.19    | 0.01%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44807.85     | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    195000 | PA      | $160878.90    | 0.01%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    528000 | PA      | $520053.60    | 0.02%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1123000 | PA      | $920017.75    | 0.04%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AR2<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    495000 | PA      | $436169.25    | 0.02%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    757000 | PA      | $710603.47    | 0.03%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     75000 | PA      | $73806.00     | 0.00%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    490000 | PA      | $553459.90    | 0.02%             | 2025-03-16      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134143.85    | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $301716.00    | 0.01%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234470.40    | 0.01%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135724.20    | 0.01%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61438.65     | 0.00%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                         | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50551 | PA      | $43616.09     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13289.10     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    281000 | PA      | $273250.02    | 0.01%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    303000 | PA      | $238182.24    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    625000 | PA      | $525750.00    | 0.02%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151648.00    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $236412.54    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    645000 | PA      | $612930.60    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263230.00    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $504716.80    | 0.02%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                             | Arab Petroleum Investments Corp                                                 | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $178644.00    | 0.01%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    324000 | PA      | $316917.36    | 0.01%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105728.70    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189382.00    | 0.01%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $4082.55      | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91851.00     | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $328588.35    | 0.01%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226705.00    | 0.01%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $224358.40    | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49282.00     | 0.00%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79388.65     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369698.20    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                                          | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BS2<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144547.50    | 0.01%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179239.10    | 0.01%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    266000 | PA      | $261310.42    | 0.01%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    625000 | PA      | $545493.75    | 0.02%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21238.14     | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    250000 | PA      | $224410.00    | 0.01%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $23150.25     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    555000 | PA      | $483138.60    | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    685000 | PA      | $668840.85    | 0.03%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108857.10    | 0.00%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156854.40    | 0.01%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8753125.00   | 0.35%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $71478.00     | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94480.00     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57133.80     | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145344.60    | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72082.50     | 0.00%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196051.20    | 0.01%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104271.20    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    140000 | PA      | $125318.20    | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212608.00    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174419.34    | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176199.55    | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    195000 | PA      | $183812.85    | 0.01%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206718.75    | 0.01%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    198000 | PA      | $164454.84    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HT6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    620000 | PA      | $610551.20    | 0.02%             | 2023-12-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206385.90    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12350000 | PA      | $11965992.19  | 0.48%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $257712.50    | 0.01%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116051.60    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171862.20    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66362.10     | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    162000 | PA      | $149811.12    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    628000 | PA      | $597221.72    | 0.02%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AP3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $285381.00    | 0.01%             | 2025-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200963.70    | 0.01%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296214.00    | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $213128.70    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11190000 | PA      | $9757155.52   | 0.39%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    515000 | PA      | $488384.80    | 0.02%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66192.00     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    307000 | PA      | $293906.45    | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183859.20    | 0.01%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88667.30     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84465.35     | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63201.00     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK                                                          | Signature Bank/New York NY                                                      | CUSIP: 82669GCK8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50003.80     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874953.00    | 0.04%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETC3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4871.35      | 0.00%             | 2025-09-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68778.50     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89051.10     | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    265000 | PA      | $230783.20    | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    109000 | PA      | $97559.36     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    390000 | PA      | $341971.50    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    190000 | PA      | $181271.40    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109404.00    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71211.75     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8050000 | PA      | $7508826.19   | 0.30%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    584000 | PA      | $576875.20    | 0.02%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    341000 | PA      | $318606.53    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113209.45    | 0.00%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $708097.50    | 0.03%             | 2025-01-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    818000 | PA      | $798048.98    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $29753.75     | 0.00%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    277000 | PA      | $269116.58    | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132018.60    | 0.01%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $68798.10     | 0.00%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180330.90    | 0.01%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $157280.40    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                           | Private Export Funding Corp                                                     | CUSIP: 742651DP4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38528.40     | 0.00%             | 2024-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $294047.00    | 0.01%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189228.00    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $5988750.02   | 0.24%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                         | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109601.90    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $333412.50    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65657.20     | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4328.90      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $186284.00    | 0.01%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413940.00    | 0.02%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117558.00    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46503.05     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $167658.00    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | Equinor ASA                                                                     | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $83268.00     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $99585.00     | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $91476.00     | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140367.00    | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     47000 | PA      | $44666.45     | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $213262.80    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121571.25    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114510.00    | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    516000 | PA      | $502181.52    | 0.02%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    235000 | PA      | $226215.70    | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159490.65    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79798.00     | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    206000 | PA      | $201554.52    | 0.01%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    698000 | PA      | $676096.76    | 0.03%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     35000 | PA      | $28990.50     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51101.60     | 0.00%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBF3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156369.60    | 0.01%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34150.20     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    455000 | PA      | $388715.60    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DM7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     20000 | PA      | $18281.00     | 0.00%             | 2025-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    525000 | PA      | $497206.50    | 0.02%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68683.50     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38220.75     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189898.80    | 0.01%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                            | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199569.30    | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58186.50     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CA0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    245000 | PA      | $219934.05    | 0.01%             | 2026-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    470000 | PA      | $448182.60    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108852.10    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103406.85    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14002.35     | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $320983.90    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $167790.00    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4301191.40   | 0.17%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AD4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    170000 | PA      | $161712.50    | 0.01%             | 2024-09-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    217000 | PA      | $208085.64    | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $214021.90    | 0.01%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1729531.26   | 0.07%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $103135.45    | 0.00%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114340.50    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    511000 | PA      | $475832.98    | 0.02%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    685000 | PA      | $542848.80    | 0.02%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108590.00    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147630.00    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207591.10    | 0.01%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    555000 | PA      | $518625.30    | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $158149.10    | 0.01%             | 2027-10-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539896.50    | 0.02%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72840.00     | 0.00%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $135282.10    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53821.95     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    318000 | PA      | $296045.28    | 0.01%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94680.30     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     78000 | PA      | $71752.20     | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235176.30    | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23814.25     | 0.00%             | 2025-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91937.27     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108197.75    | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51499.50     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    845000 | PA      | $740270.70    | 0.03%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98310.00     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                                                          | EI du Pont de Nemours and Co                                                    | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152865.90    | 0.01%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $270528.00    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74913.00     | 0.00%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144884.80    | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    267000 | PA      | $225193.14    | 0.01%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4202.75      | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    540000 | PA      | $494337.60    | 0.02%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    125000 | PA      | $120062.50    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5773593.78   | 0.23%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $324836.10    | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    243000 | PA      | $227960.73    | 0.01%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187363.80    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    190000 | PA      | $185183.50    | 0.01%             | 2024-02-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    510000 | PA      | $451987.50    | 0.02%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66000.80     | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284889.00    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57869.56     | 0.00%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     65000 | PA      | $63894.35     | 0.00%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181174.90    | 0.01%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216065.25    | 0.01%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $395247.40    | 0.02%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $176973.75    | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14441.40     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corp                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200291.15    | 0.01%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    393000 | PA      | $382927.41    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $386226.00    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301447.10    | 0.01%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107306.25    | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210935.00    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76771.15     | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252016.50    | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92442.50     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28144.50     | 0.00%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65350.60     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $422595.60    | 0.02%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16800000 | PA      | $15717187.58  | 0.63%             | 2025-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337669.20    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152704.80    | 0.01%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $179784.56    | 0.01%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108871.65    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166629.75    | 0.01%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181862.40    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $142312.00    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    289000 | PA      | $286404.78    | 0.01%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    154000 | PA      | $144736.90    | 0.01%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9451.20      | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    203000 | PA      | $186786.39    | 0.01%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47147.10     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    666000 | PA      | $620791.92    | 0.02%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109592.70    | 0.00%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $22507.50     | 0.00%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16980000 | PA      | $15760889.15  | 0.63%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4538000 | PA      | $4267807.48   | 0.17%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ENI USA INC                                                                      | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $106262.64    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488634.30    | 0.02%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    355000 | PA      | $332162.85    | 0.01%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29248.80     | 0.00%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    277000 | PA      | $266374.28    | 0.01%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92583.90     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    205000 | PA      | $184297.05    | 0.01%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175228.20    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170983.80    | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38724.80     | 0.00%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1911171.88   | 0.08%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    222000 | PA      | $213117.78    | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $169602.00    | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $149472.70    | 0.01%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137919.60    | 0.01%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    549000 | PA      | $542263.77    | 0.02%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1565000 | PA      | $1262438.55   | 0.05%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $161203.13    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                          | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150102.40    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69311.25     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    608000 | PA      | $553267.84    | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    435000 | PA      | $393675.00    | 0.02%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion PLC                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    115000 | PA      | $99268.00     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105612.55    | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48603.00     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    264000 | PA      | $258070.56    | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    225000 | PA      | $210705.75    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    570000 | PA      | $475294.50    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254EMX7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $484375.00    | 0.02%             | 2023-12-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    201000 | PA      | $188330.97    | 0.01%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | Realty Income Corp                                                              | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    120000 | PA      | $117416.40    | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4756.35      | 0.00%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $195882.00    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    135000 | PA      | $117026.10    | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47754.90     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $136761.00    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    157000 | PA      | $147476.38    | 0.01%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97834.80     | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9492968.80   | 0.38%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91833.65     | 0.00%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55100.40     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369500.00    | 0.01%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14496.00     | 0.00%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48784.50     | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150907.30    | 0.01%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $334488.00    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $189161.70    | 0.01%             | 2029-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    145000 | PA      | $120879.25    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168691.50    | 0.01%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34148.80     | 0.00%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261794.70    | 0.01%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     35000 | PA      | $27828.15     | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    585000 | PA      | $539387.55    | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363236.25    | 0.01%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AK8<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218571.75    | 0.01%             | 2025-11-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138618.54    | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143357.15    | 0.01%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151338.80    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $661925.52    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185912.00    | 0.01%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184026.40    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    721000 | PA      | $591602.13    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89001.70     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132179.39    | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    112000 | PA      | $100654.40    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256156.95    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $292173.00    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     98182 | PA      | $98000.48     | 0.00%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $81216.65     | 0.00%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137704.05    | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     90000 | PA      | $81941.40     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    120000 | PA      | $90781.20     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48965.40     | 0.00%             | 2026-01-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208664.00    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    130000 | PA      | $122521.10    | 0.00%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $467107.20    | 0.02%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23023.50     | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60233.40     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178210.00    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $105549.60    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81937.68     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89243.45     | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23638.00     | 0.00%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187096.80    | 0.01%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526305.00    | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180184.00    | 0.01%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $99054.90     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $181269.00    | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41239.35     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163114.00    | 0.01%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $170651.25    | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | Welltower Inc                                                                   | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $43545.00     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    375000 | PA      | $347711.25    | 0.01%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506782.65    | 0.02%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $323088.75    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    199000 | PA      | $188182.36    | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    515000 | PA      | $481241.75    | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12559.50     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233385.00    | 0.01%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    115000 | PA      | $112154.90    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    314000 | PA      | $319303.46    | 0.01%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    470000 | PA      | $457728.30    | 0.02%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71606.25     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164651.80    | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $123644.00    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    286000 | PA      | $278586.88    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    520000 | PA      | $497333.20    | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                    | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    162000 | PA      | $156757.68    | 0.01%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CC1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    235000 | PA      | $208903.25    | 0.01%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118285.20    | 0.00%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    388000 | PA      | $370912.48    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126800.00    | 0.01%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     50000 | PA      | $40224.50     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95585.49     | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    689000 | PA      | $647873.59    | 0.03%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | Prudential PLC                                                                  | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    196000 | PA      | $171402.00    | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $161022.75    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEW1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199350.20    | 0.01%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97450.80     | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $188610.40    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88130.70     | 0.00%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                         | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47045.35     | 0.00%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223617.60    | 0.01%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    186000 | PA      | $150142.92    | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    575000 | PA      | $473023.75    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $171901.10    | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | McKesson Corp                                                                   | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231533.75    | 0.01%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14773.95     | 0.00%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    499000 | PA      | $480896.28    | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243115.00    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $174082.00    | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195965.25    | 0.01%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    439000 | PA      | $430702.90    | 0.02%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | Campbell Soup Co                                                                | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    203000 | PA      | $195694.03    | 0.01%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $354485.90    | 0.01%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43845.75     | 0.00%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $245390.00    | 0.01%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    204000 | PA      | $198885.72    | 0.01%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181860.40    | 0.01%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    563000 | PA      | $549031.97    | 0.02%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     60000 | PA      | $57867.00     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $182053.08    | 0.01%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    215000 | PA      | $205219.65    | 0.01%             | 2026-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35004.90     | 0.00%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    875000 | PA      | $792846.25    | 0.03%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155686.40    | 0.01%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    170000 | PA      | $131007.10    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $176327.48    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107236.80    | 0.00%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    379000 | PA      | $377089.84    | 0.02%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    249000 | PA      | $192907.77    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $103841.85    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    430000 | PA      | $421008.70    | 0.02%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79960.55     | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8972300 | PA      | $8668082.95   | 0.35%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $205158.10    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79503.20     | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267474.00    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128844.00    | 0.01%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8485.90      | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118970.40    | 0.00%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69239.10     | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    248000 | PA      | $240421.12    | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22927.00     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169980.00    | 0.01%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    511000 | PA      | $501153.03    | 0.02%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178490.85    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118470.00    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    247000 | PA      | $242106.93    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    382000 | PA      | $377778.90    | 0.02%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168196.00    | 0.01%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $359790.60    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $387210.00    | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $51080.15     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133408.70    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    425000 | PA      | $327781.25    | 0.01%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195280.00    | 0.01%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | Spirit Realty LP                                                                | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |     30000 | PA      | $24105.90     | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9410.50      | 0.00%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7150000 | PA      | $7013982.40   | 0.28%             | 2023-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    200000 | PA      | $162392.00    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22120000 | PA      | $20744412.50  | 0.83%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23729.40     | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | Appalachian Power Co                                                            | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9679.70      | 0.00%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145132.50    | 0.01%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    530000 | PA      | $472574.50    | 0.02%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $240042.40    | 0.01%             | 2026-06-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75902.40     | 0.00%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    156000 | PA      | $128462.88    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $238115.00    | 0.01%             | 2025-07-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44155.35     | 0.00%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $203920.50    | 0.01%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $472382.40    | 0.02%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $18983.60     | 0.00%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137852.95    | 0.01%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $170370.00    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77902.50     | 0.00%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58881.90     | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    813000 | PA      | $781520.64    | 0.03%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72105.00     | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32894.75     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223989.60    | 0.01%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60954.40     | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146651.70    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19397.80     | 0.00%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86124.50     | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63456.90     | 0.00%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    216000 | PA      | $211492.08    | 0.01%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    177000 | PA      | $168551.79    | 0.01%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    349000 | PA      | $340756.62    | 0.01%             | 2024-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    240000 | PA      | $220512.00    | 0.01%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88453.23     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63704.90     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    211000 | PA      | $219007.45    | 0.01%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196492.00    | 0.01%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98465.85     | 0.00%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63342.50     | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36227.60     | 0.00%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    783000 | PA      | $742495.41    | 0.03%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69686.10     | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59918.40     | 0.00%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $263714.40    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138456.51    | 0.01%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234336.00    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148527.00    | 0.01%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191417.60    | 0.01%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214477.50    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CE7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $120910.00    | 0.00%             | 2025-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98367.50     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    361000 | PA      | $341466.29    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206331.40    | 0.01%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    145000 | PA      | $132602.50    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27778.80     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     94000 | PA      | $87114.50     | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $392648.10    | 0.02%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    290000 | PA      | $251319.80    | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175130.60    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128611.80    | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95481.75     | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167161.75    | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39292.40     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $176604.00    | 0.01%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156636.00    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    175000 | PA      | $156334.50    | 0.01%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107017.90    | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8935.50      | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    315000 | PA      | $297278.10    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121460.00    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150526.70    | 0.01%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251152.20    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    202000 | PA      | $196889.40    | 0.01%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $397044.00    | 0.02%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    226000 | PA      | $221091.28    | 0.01%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77684.40     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110691.25    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80554.11     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    318000 | PA      | $309483.96    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216697.80    | 0.01%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17023.14     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $11884640.63  | 0.48%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CYN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $161091.20    | 0.01%             | 2030-08-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    150000 | PA      | $132162.00    | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124863.70    | 0.01%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10319375.00  | 0.41%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359229.20    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR32<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58290.70     | 0.00%             | 2026-05-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    845000 | PA      | $717624.70    | 0.03%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84675.60     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254413.80    | 0.01%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189071.00    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $536971.50    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     35000 | PA      | $32795.00     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105852.50    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    187000 | PA      | $180585.90    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $29427.60     | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2470000 | PA      | $2387773.70   | 0.10%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7923.80      | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145303.05    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    365000 | PA      | $341767.75    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239855.55    | 0.01%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $94699.00     | 0.00%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88806.90     | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    307000 | PA      | $297891.31    | 0.01%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191942.00    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $211876.38    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122004.40    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9235.20      | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133226.10    | 0.01%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $57698.85     | 0.00%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    273000 | PA      | $258776.70    | 0.01%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $57010.95     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    344000 | PA      | $309909.60    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    276000 | PA      | $259155.72    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9308.40      | 0.00%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $424354.70    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203441.20    | 0.01%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193954.40    | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118312.50    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    452000 | PA      | $445446.00    | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                                         | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $546737.00    | 0.02%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                           | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     20000 | PA      | $15851.40     | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                              | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $243198.60    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97598.70     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213AS9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $14625.60     | 0.00%             | 2024-02-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                          | Consolidated Edison Inc                                                         | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91138.25     | 0.00%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $129560.00    | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     65000 | PA      | $65618.15     | 0.00%             | 2025-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201127.50    | 0.01%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                                                            | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11876.55     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $509146.40    | 0.02%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24710000 | PA      | $21293070.31  | 0.85%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178989.66    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                 | Santander UK PLC                                                                | CUSIP: 80283LAX1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14464.35     | 0.00%             | 2024-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193054.50    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68770.65     | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42905.25     | 0.00%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60518.25     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51891.40     | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    425000 | PA      | $388063.25    | 0.02%             | 2025-05-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    365000 | PA      | $331923.70    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $284498.55    | 0.01%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57771.35     | 0.00%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $132141.80    | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54385.65     | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    472000 | PA      | $440465.68    | 0.02%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222299.60    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CD8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     50000 | PA      | $46595.50     | 0.00%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    216000 | PA      | $214943.76    | 0.01%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33190.80     | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34794 | PA      | $31087.34     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $47901.50     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85402.00     | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103467.10    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98618.30     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193219.65    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139326.26    | 0.01%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $298645.80    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108672.30    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                                            | CNOOC Finance 2015 USA LLC                                                      | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197062.00    | 0.01%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    268000 | PA      | $235681.88    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48854.85     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105625.80    | 0.00%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $554047.20    | 0.02%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $52441.80     | 0.00%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $79288.00     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $195465.50    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    105000 | PA      | $88712.40     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108425.20    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                                                         | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116495.55    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21118.50     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144505.55    | 0.01%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4858.50      | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    317000 | PA      | $296477.42    | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                        | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $96723.00     | 0.00%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $174990.00    | 0.01%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202092.95    | 0.01%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166211.95    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                                          | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29432 | PA      | $27101.55     | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $151056.75    | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72624.75     | 0.00%             | 2025-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21148.00     | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $100115.00    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171638.25    | 0.01%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71634.75     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325272.50    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159687.00    | 0.01%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $186843.15    | 0.01%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104318.40    | 0.00%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | Dover Corp                                                                      | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134064.00    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FE8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    330000 | PA      | $309889.80    | 0.01%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $158512.20    | 0.01%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $91018.17     | 0.00%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70540.65     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153516.70    | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    295000 | PA      | $237737.55    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $183927.90    | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    783000 | PA      | $757552.50    | 0.03%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    148000 | PA      | $131819.16    | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $249481.20    | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $219195.60    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AW7<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48021.00     | 0.00%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315100.50    | 0.01%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $239145.75    | 0.01%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238919.70    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $217504.10    | 0.01%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97548.00     | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $145752.75    | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154CY3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192422.00    | 0.01%             | 2024-06-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $7889863.30   | 0.32%             | 2024-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAC4<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56048.16     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    874000 | PA      | $822180.54    | 0.03%             | 2025-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | Thomson Reuters Corp                                                            | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $93222.50     | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     20000 | PA      | $18146.80     | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170931.60    | 0.01%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    300000 | PA      | $323995.50    | 0.01%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394731.40    | 0.02%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    370000 | PA      | $326695.20    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136413.20    | 0.01%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47545.50     | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38315.20     | 0.00%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    414000 | PA      | $403132.50    | 0.02%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    611000 | PA      | $580254.48    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330400.00    | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103031.50    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5714703.13   | 0.23%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | Kimco Realty Corp                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $84094.00     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137924.00    | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $514246.60    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53408.30     | 0.00%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $271803.80    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    322000 | PA      | $322508.76    | 0.01%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6169406.28   | 0.25%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24501.25     | 0.00%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    184000 | PA      | $170499.92    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | Black Hills Corp                                                                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4638.10      | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43433.10     | 0.00%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $142461.00    | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     74000 | PA      | $68614.28     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4604468.75   | 0.18%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174303.30    | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $119838.25    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86952.74     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    605000 | PA      | $572928.95    | 0.02%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    659000 | PA      | $638656.67    | 0.03%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     80000 | PA      | $71714.40     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE Capital Corp                                                              | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    140000 | PA      | $128249.80    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104118.70    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    460000 | PA      | $356527.60    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    180000 | PA      | $163175.40    | 0.01%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                          | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     35000 | PA      | $32615.10     | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176071.10    | 0.01%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $115533.60    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | Santander UK PLC                                                                | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $463476.40    | 0.02%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $383992.00    | 0.02%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    214000 | PA      | $181797.28    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $69954.00     | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1190000 | PA      | $949167.80    | 0.04%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102416.60    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32694.90     | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    249000 | PA      | $239082.33    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24235.25     | 0.00%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196119.40    | 0.01%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151486.50    | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    217000 | PA      | $202842.92    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    375000 | PA      | $332115.00    | 0.01%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDN9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63664.25     | 0.00%             | 2025-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73290.75     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11534531.28  | 0.46%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37858.80     | 0.00%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    290000 | PA      | $231014.00    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    620000 | PA      | $500867.00    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $483855.00    | 0.02%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $105768.30    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $151312.00    | 0.01%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9727.10      | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    243000 | PA      | $231778.26    | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                         | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42863 | PA      | $38355.31     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98921.90     | 0.00%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $383943.30    | 0.02%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34765.85     | 0.00%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     65000 | PA      | $57732.35     | 0.00%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $280017.00    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115440.00    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149562.60    | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1510000 | PA      | $1470120.90   | 0.06%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70321.60     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    546000 | PA      | $537056.52    | 0.02%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $137368.50    | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124550.40    | 0.00%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                                                          | Fibria Overseas Finance Ltd                                                     | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $119887.20    | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56601.60     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76866.30     | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    555000 | PA      | $514024.35    | 0.02%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174034.00    | 0.01%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $302236.80    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    315000 | PA      | $284826.15    | 0.01%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2499000.00   | 0.10%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148885.50    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14600000 | PA      | $13088671.95  | 0.52%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189898.00    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $205086.35    | 0.01%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    490000 | PA      | $387648.80    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13889.10     | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $109270.70    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CD9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    205000 | PA      | $190971.85    | 0.01%             | 2024-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    413000 | PA      | $382297.58    | 0.02%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8168203.17   | 0.33%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113104.60    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112242.90    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $235718.40    | 0.01%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253153.80    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $559787.00    | 0.02%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23698.25     | 0.00%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5844843.78   | 0.23%             | 2025-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                        | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89742.60     | 0.00%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NG6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210414.60    | 0.01%             | 2025-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175998.97    | 0.01%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142046.65    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Mississippi Power Co                                                             | Mississippi Power Co                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32811.10     | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $73379.20     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178470.00    | 0.01%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195330.15    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85855.35     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    239000 | PA      | $224468.80    | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315179.70    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123843.20    | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193378.50    | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179478.00    | 0.01%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120034.50    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79714.70     | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    162000 | PA      | $155547.54    | 0.01%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48027.50     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    435000 | PA      | $366135.15    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159610.00    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                     | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $30222.50     | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    521000 | PA      | $486181.57    | 0.02%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    140000 | PA      | $111970.60    | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    655000 | PA      | $501933.05    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63505.65     | 0.00%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189920.85    | 0.01%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    180000 | PA      | $167425.20    | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188683.95    | 0.01%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109797.40    | 0.00%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    155000 | PA      | $184338.40    | 0.01%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    300000 | PA      | $267828.00    | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | Kellogg Co                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126755.55    | 0.01%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    359000 | PA      | $344316.90    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    239000 | PA      | $236026.84    | 0.01%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $321519.60    | 0.01%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORA                                                         | Owl Rock Capital Corp III                                                       | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82966.00     | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98126.70     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244065.60    | 0.01%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47882.00     | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244785.00    | 0.01%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AQ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    315000 | PA      | $306031.95    | 0.01%             | 2024-04-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     45000 | PA      | $43166.25     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $162326.00    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    218000 | PA      | $213112.44    | 0.01%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE Centers Corp                                                               | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61623.90     | 0.00%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $153240.75    | 0.01%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    100000 | PA      | $96251.00     | 0.00%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    140000 | PA      | $130704.00    | 0.01%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    182000 | PA      | $162094.66    | 0.01%             | 2026-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $71939.25     | 0.00%             | 2023-11-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    588000 | PA      | $512600.76    | 0.02%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28726.80     | 0.00%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    283000 | PA      | $266764.29    | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    204000 | PA      | $200093.40    | 0.01%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $10848093.75  | 0.43%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1292896.00   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    705000 | PA      | $621732.45    | 0.02%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $166501.50    | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229826.40    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048AR9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    280000 | PA      | $265316.80    | 0.01%             | 2026-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32649.05     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214486.50    | 0.01%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28920.00     | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178239.30    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35166.40     | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22252.25     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                             | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290796.00    | 0.01%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66332.25     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2880000.00   | 0.12%             | 2024-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117440.40    | 0.00%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123653.75    | 0.00%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149037.15    | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130054.95    | 0.01%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $284577.65    | 0.01%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $171107.75    | 0.01%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400939.00    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $11699543.00  | 0.47%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                          | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206698 | PA      | $188566.21    | 0.01%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179668.30    | 0.01%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28489.50     | 0.00%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    185000 | PA      | $139428.95    | 0.01%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    369000 | PA      | $352804.59    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $19675781.25  | 0.79%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70142.10     | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    581000 | PA      | $536170.04    | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133866.00    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195390.30    | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp                                                                    | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23301.12     | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    235000 | PA      | $192286.40    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8310.00      | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42917.50     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    125000 | PA      | $123176.25    | 0.00%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201931.80    | 0.01%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17821.60     | 0.00%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73985.05     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    181000 | PA      | $173439.63    | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905URL0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    596000 | PA      | $569323.04    | 0.02%             | 2025-03-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18634.80     | 0.00%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110837.70    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163443.80    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2296679.70   | 0.09%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41814.00     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Trinity Acquisition PLC                                                          | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $229888.75    | 0.01%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $123121.60    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158498.00    | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $231913.80    | 0.01%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    540000 | PA      | $438690.60    | 0.02%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $147488.64    | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    523000 | PA      | $444539.54    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138941.90    | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153606.55    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55643.90     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    459000 | PA      | $449067.24    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $308005.10    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145121.85    | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190910.00    | 0.01%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    202000 | PA      | $189892.12    | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    381000 | PA      | $349106.49    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $244834.90    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149844.64    | 0.01%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $248964.00    | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131086.20    | 0.01%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                                                         | National Retail Properties Inc                                                  | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     30000 | PA      | $29379.90     | 0.00%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103421.50    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175620.50    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    395000 | PA      | $311307.40    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36308.00     | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $154956.00    | 0.01%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40974.40     | 0.00%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50653.80     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147414.00    | 0.01%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34367.90     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177998.00    | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $214034.40    | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $75911.50     | 0.00%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $84864.00     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $29347.50     | 0.00%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103467.66    | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59280.00     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156197.70    | 0.01%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    120000 | PA      | $100856.40    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176294.00    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    182000 | PA      | $147110.60    | 0.01%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    245000 | PA      | $220389.75    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    455000 | PA      | $406633.50    | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    408000 | PA      | $379076.88    | 0.02%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145640.55    | 0.01%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $260799.21    | 0.01%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163457.70    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134084.10    | 0.01%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    155000 | PA      | $138256.90    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211880.00    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    510000 | PA      | $473346.30    | 0.02%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    295000 | PA      | $264615.00    | 0.01%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $294157.25    | 0.01%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102513.60    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    730000 | PA      | $662949.50    | 0.03%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170109.35    | 0.01%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $76060.55     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    160000 | PA      | $141096.00    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    540000 | PA      | $471474.00    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58987.50     | 0.00%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71231.95     | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    319000 | PA      | $303697.57    | 0.01%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28624.50     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | Owl Rock Capital Corp                                                           | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4946.70      | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    305000 | PA      | $280450.55    | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    215000 | PA      | $200650.90    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AFE78<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2095000 | PA      | $2094224.85   | 0.08%             | 2022-12-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9808.30      | 0.00%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    194000 | PA      | $169441.54    | 0.01%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $145033.35    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44314.65     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    631000 | PA      | $610259.03    | 0.02%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $37525.20     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89487.15     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107028.00    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    595000 | PA      | $517983.20    | 0.02%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137783.35    | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19263.80     | 0.00%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65145.00     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158026.90    | 0.01%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53727.63     | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9846.10      | 0.00%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305760.00    | 0.01%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $241330.00    | 0.01%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289044.00    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4649.10      | 0.00%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    135000 | PA      | $107717.85    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $172311.75    | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152692.80    | 0.01%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                       | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $48411.00     | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109775.55    | 0.00%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157398.40    | 0.01%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB Financial Group                                                             | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141985.50    | 0.01%             | 2028-04-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    140000 | PA      | $139181.00    | 0.01%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108859.30    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    285000 | PA      | $265055.70    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18316.00     | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $465341.25    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     25000 | PA      | $19041.25     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    705000 | PA      | $552571.95    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236513.20    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88529.10     | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89278.35     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $231292.40    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $171440.10    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    439000 | PA      | $411610.79    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    300000 | PA      | $278007.00    | 0.01%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92571.60     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29523.00     | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190690.70    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    163000 | PA      | $151766.04    | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221121.00    | 0.01%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $25966.50     | 0.00%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238799.85    | 0.01%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $177242.95    | 0.01%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216679.40    | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $232837.50    | 0.01%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    248000 | PA      | $232237.12    | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75127.52     | 0.00%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $347615.05    | 0.01%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $90076.00     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    755000 | PA      | $687948.45    | 0.03%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258746.00    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    365000 | PA      | $344735.20    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Lazard Group LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60742.50     | 0.00%             | 2027-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    529000 | PA      | $509866.07    | 0.02%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    199000 | PA      | $194524.49    | 0.01%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    557000 | PA      | $453531.68    | 0.02%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                       | Cigna Corp                                                                      | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8967.00      | 0.00%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $230709.60    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $327140.35    | 0.01%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                          | Office Properties Income Trust                                                  | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $49781.90     | 0.00%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $898187.00    | 0.04%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    308000 | PA      | $297232.32    | 0.01%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    340000 | PA      | $305940.84    | 0.01%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213648.60    | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47042.05     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197418.00    | 0.01%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $140431.50    | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72026.40     | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37468.90     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230255.00    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241227.50    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30921.45     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    194000 | PA      | $187180.90    | 0.01%             | 2025-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55233.00     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122011.20    | 0.00%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13828.35     | 0.00%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | Textron Inc                                                                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52829.30     | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23574.00     | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11631.45     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    192000 | PA      | $161510.40    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34839.90     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $196870.00    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $227820.45    | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37347.20     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    211000 | PA      | $203490.51    | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158670.60    | 0.01%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    407000 | PA      | $393959.72    | 0.02%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8939648.49   | 0.36%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81874.80     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    518000 | PA      | $493762.78    | 0.02%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $169373.75    | 0.01%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $362992.50    | 0.01%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $146704.00    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97373.85     | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93330.00     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    110000 | PA      | $106023.50    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103492.50    | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215165.00    | 0.01%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113455.00    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G0W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23732.75     | 0.00%             | 2024-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $380896.00    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                            | Healthpeak Properties Inc                                                       | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     15000 | PA      | $12696.45     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     50000 | PA      | $42944.00     | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29313.90     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $237167.85    | 0.01%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178671.15    | 0.01%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    212000 | PA      | $192934.84    | 0.01%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    388000 | PA      | $366582.40    | 0.01%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49033.80     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119681.25    | 0.00%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    194000 | PA      | $152156.14    | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    845000 | PA      | $782427.75    | 0.03%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31301.90     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $190878.75    | 0.01%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $159582.65    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    510000 | PA      | $481470.60    | 0.02%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $125357.80    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4099000 | PA      | $3989802.64   | 0.16%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    297000 | PA      | $280917.45    | 0.01%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219884.60    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219039.75    | 0.01%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68850.00     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28007.00     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140966.10    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110299.35    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST SPL OBLG REVENUE                                               | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    325000 | PA      | $308713.60    | 0.01%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $223447.90    | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263923.00    | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    147000 | PA      | $139917.54    | 0.01%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $236252.80    | 0.01%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    915000 | PA      | $834132.30    | 0.03%             | 2025-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    265000 | PA      | $240906.20    | 0.01%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207114.60    | 0.01%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    203000 | PA      | $168278.88    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    535000 | PA      | $518217.05    | 0.02%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194058.00    | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTL AIRLINES 2012-2 A                                                          | Continental Airlines 2012-2 Class A Pass Through Trust                          | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71762 | PA      | $68204.26     | 0.00%             | 2024-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AZ5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    206667 | PA      | $206577.80    | 0.01%             | 2024-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65461.90     | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30790.90     | 0.00%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     15000 | PA      | $11553.45     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    115000 | PA      | $109388.00    | 0.00%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    256000 | PA      | $241812.48    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207425.55    | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | 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